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Futures & Options Analysis of ICICI Bank (ICICIBANK)

Futures & Options of ICICI Bank Ltd.

Near Expiry date30/07/2020 Lot Size 1375
Stock Close Price 370.35Trade Date 09/07/2020
Futures Summary
Closing Price372.10 Premium/Discount 1.75
Previous Close 370.20 Change % 0.513
Futures OI 107463.12 K Change % -0.651
Futures Contracts 27.11 K Change % -33.42
Call Summary
Max Traded Strike Price380.00 Contracts 4086.00
Cumulative Call OI28807.62 K % Change 11.13
Put Summary
Max Traded Strike Price360.00 Contracts 2205.00
Cumulative Put OI15823.50 K % Change 11.55

Put Call Ratio - 30/07/2020

Put Open Interest15823.50 K
Call Open Interest28807.62 K
PCR Open Interest0.549
PCR OI ReadingBullish
Put Contracts Traded11329.00
Call Contracts Traded20144.00
PCR Volume0.562
PCR Vol ReadingBullish
Put Call Ratio ICICIBANK ...

Pivot Point support & Resistance of Future Price

Expiry date Current Price Future Price Pivot Point Support1 Support 2 Support 3 Resistance 1 Resistance 2 Resistance 3 Traded Lots
30-Jul-20 370.35 372.10 371.52 366.73 361.37 356.58 376.88 381.67 387.03 27106
27-Aug-20 370.35 372.50 372.15 367.35 362.20 357.40 377.30 382.10 387.25 842
24-Sep-20 370.35 373.70 372.35 369.65 365.60 362.90 376.40 379.10 383.15 33

Snapshot of Future Trades of ICICI Bank Ltd.

Expiry date/
Lot Size
Premium/
Discount
Close/
Previous Close
Price Change/
In %
Open Interest/
Previous OI
OI Change/
OI Change %
Contracts/
Previous
Contract Change/
In %
Turn Over/
Previous day (in lacs)
30/07/2020 /
1375
1.75 372.10 /
370.20
1.90 /
0.513
107463.12 K /
108167.12 K
-704000.00 /
-0.651
27106 /
40710
-13604.0 /
-33.42
138353.68 /
210038.54
27/08/2020 /
1375
2.15 372.50 /
370.90
1.60 /
0.431
1647.25 K /
1204.50 K
442750.00 /
36.76
842 /
880
-38.0 /
-4.32
4305.29 /
4548.16
24/09/2020 /
1375
3.35 373.70 /
371.80
1.90 /
0.511
68.75 K /
53.62 K
15125.00 /
28.21
33 /
34
-1.0 /
-2.94
169.00 /
175.78


Detailed Option Chain with Implied Vol And Greeks

Snapshot Call Option of ICICI Bank Ltd.

Expiry date 30/07/2020 27/08/2020 24/09/2020
Lot Size 1375 1375 1375
Max Traded Strike Price/
Contracts
380.00 /
4086
400.00 /
42
0 /
0
Previous Day Max Traded Strike Price/
Contracts
380.00 /
6943
400.00 /
55
0 /
0
Total Call Contracts/
Previous
20144 /
30315
138 /
191
0 /
0
Contract Change/
In %
-10171.00/
-33.55
-53.00/
-27.75
NA
Total Call Open Interest/
Previous
28807625 /
25922875
907500 /
907500
0 /
0
OI Change/
In %
2884750.00/
11.13
NA NA
Turn Over/
Previous day
111413.00 /
169062.00
111413.00 /
169062.00
111413.00 /
169062.00

Snapshot Put Option of ICICI Bank Ltd.

Expiry date 30/07/2020 27/08/2020 24/09/2020
Lot Size 1375 1375 1375
Max Traded Strike Price/
Contracts
360.00 /
2205
350.00 /
17
0 /
0
Previous Day Max Traded Strike Price/
Contracts
370.00 /
2470
320.00 /
25
0 /
0
Total Put Contracts/
Previous
11329 /
15844
65 /
86
0 /
0
Contract Change/
In %
-4515.00/
-28.50
-21.00/
-24.42
NA
Total Put Open Interest/
Previous
15823500 /
14184500
361625 /
376750
0 /
0
OI Change/
In %
1639000.00/
11.55
-15125.00/
-4.01
NA
Turn Over/
Previous day
56274.00 /
79364.00
56274.00 /
79364.00
56274.00 /
79364.00

Call Option chain of ICICI Bank Ltd. for Expiry Date 30/07/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
300.00 73.15 /73.15 /72.10 72.10 -7.25/ -9.14 % 37.12 K/ -2750.000 3/ -62.50 % 15.00
310.00 63.15 /63.15 /63.15 63.15 -2.35/ -3.59 % 31.62 K/ 0.000 1/ -80.00 % 5.00
320.00 55.90 /55.90 /51.70 55.35 2.30/ 4.34 % 74.25 K/ 27500.00 31/ -8.82 % 159.00
325.00 54.55 /54.55 /52.00 52.00 NA 5500.00/ 1375.00 2/ 100.00 % 10.00
330.00 48.85 /48.85 /45.20 46.80 1.85/ 4.12 % 156.75 K/ -2750.000 12/ -58.62 % 62.00
335.00 40.10 /42.70 /40.10 42.70 -5.25/ -10.95 % 24.75 K/ 0.000 2/ 100.00 % 10.00
340.00 40.40 /41.80 /34.50 37.40 0.250/ 0.673 % 772.75 K/ 101750.00 200/ 57.48 % 1037.00
345.00 37.25 /37.25 /32.70 33.60 -0.650/ -1.90 % 155.38 K/ 2750.00 6/ -14.29 % 31.00
350.00 33.25 /34.15 /27.90 31.25 1.00/ 3.31 % 1615.62 K/ -1375.000 285/ -49.91 % 1491.00
355.00 27.20 /28.50 /24.50 27.05 0.200/ 0.745 % 499.12 K/ 0.000 22/ -38.89 % 116.00
360.00 25.90 /27.20 /21.60 24.55 0.650/ 2.72 % 1563.38 K/ 93500.00 833/ 41.19 % 4400.00
365.00 24.20 /24.50 /19.30 21.80 0.550/ 2.59 % 393.25 K/ -9625.000 211/ -24.10 % 1121.00
370.00 20.65 /21.65 /17.00 19.20 0.550/ 2.95 % 2609.75 K/ 588500.00 2884/ 43.77 % 15435.00
375.00 18.00 /19.35 /14.80 16.80 0.400/ 2.44 % 1025.75 K/ 284625.00 1258/ -31.07 % 6782.00
380.00 15.65 /16.80 /13.05 14.90 0.650/ 4.56 % 5325.38 K/ 864875.00 4086/ -41.15 % 22194.00
385.00 15.95 /15.95 /11.25 12.85 0.550/ 4.47 % 591.25 K/ 63250.00 742/ -46.15 % 4061.00
390.00 11.50 /12.60 /9.60 11.00 0.450/ 4.27 % 3143.25 K/ 23375.00 2242/ -44.09 % 12368.00
395.00 10.25 /10.90 /8.40 9.40 0.200/ 2.17 % 202.12 K/ 37125.00 391/ -55.77 % 2175.00
400.00 8.50 /9.60 /7.15 8.15 0.250/ 3.16 % 4224.00 K/ 376750.00 3757/ -39.33 % 21098.00
405.00 7.75 /7.95 /6.10 6.95 0.250/ 3.73 % 97.62 K/ -8250.000 246/ -47.44 % 1394.00
410.00 6.55 /6.80 /5.10 5.90 0.250/ 4.42 % 825.00 K/ 45375.00 757/ -36.65 % 4331.00
415.00 5.45 /5.50 /4.45 5.15 0.300/ 6.19 % 74.25 K/ 22000.00 29/ -54.69 % 168.00
420.00 4.50 /4.90 /3.65 4.25 0.200/ 4.94 % 1348.88 K/ 90750.00 839/ -49.27 % 4896.00
425.00 4.00 /4.05 /3.40 3.65 0.150/ 4.29 % 93.50 K/ 30250.00 76/ 7.04 % 448.00
430.00 3.30 /3.50 /2.70 3.10 0.200/ 6.90 % 720.50 K/ 45375.00 297/ -47.71 % 1769.00
435.00 2.55 /2.55 /2.55 2.55 NA 33.00 K/ 11000.00 9/ -50.00 % 54.00
440.00 2.40 /2.50 /1.95 2.20 0.100/ 4.76 % 779.62 K/ 28875.00 252/ -41.12 % 1532.00
445.00 2.25 /2.25 /2.25 2.25 0.250/ 12.50 % 5500.00/ 1375.00 1/ -66.67 % 6.00
450.00 1.95 /2.00 /1.45 1.60 0.100/ 6.67 % 1131.62 K/ 103125.00 459/ -20.86 % 2850.00
460.00 1.60 /1.60 /1.10 1.25 0.200/ 19.05 % 160.88 K/ 4125.00 62/ -40.38 % 393.00
470.00 0.950 /1.05 /0.800 0.900 0.150/ 20.00 % 85.25 K/ 28875.00 46/ 53.33 % 298.00
480.00 0.900 /0.950 /0.750 0.800 0.100/ 14.29 % 22.00 K/ 6875.00 23/ 76.92 % 152.00
490.00 0.750 /0.750 /0.700 0.700 0.050/ 7.69 % 16.50 K/ 2750.00 3/NA 20.00
500.00 0.600 /0.600 /0.550 0.600 NA 870.38 K/ 23375.00 59/ -65.90 % 406.00
510.00 0.550 /0.550 /0.450 0.450 NA 92.12 K/ 12375.00 18/ -5.26 % 126.00

Put Option chain of ICICI Bank Ltd. for Expiry Date 30/07/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
200.00 0.100 /0.200 /0.100 0.200 0.0500/ 33.33 % 44.00 K/ 0.000 9/ -40.00 % 25.00
250.00 0.500 /0.550 /0.500 0.500 -0.100/ -16.67 % 290.12 K/ -5500.000 21/ -61.11 % 72.00
260.00 0.550 /0.600 /0.550 0.600 -0.0500/ -7.69 % 55.00 K/ -2750.000 7/ -30.00 % 25.00
270.00 0.650 /0.650 /0.500 0.600 -0.250/ -29.41 % 207.62 K/ -1375.000 26/ 18.18 % 97.00
280.00 1.00 /1.05 /0.800 0.850 -0.150/ -15.00 % 642.12 K/ 5500.00 84/ 20.00 % 324.00
290.00 1.05 /1.40 /0.950 1.10 -0.250/ -18.52 % 279.12 K/ -2750.000 27/ -61.43 % 108.00
300.00 1.55 /2.05 /1.50 1.60 -0.300/ -15.79 % 2300.38 K/ 101750.00 377/ -27.08 % 1564.00
310.00 1.80 /2.70 /1.80 2.05 -0.550/ -21.15 % 514.25 K/ 55000.00 278/ 25.23 % 1194.00
315.00 2.70 /3.25 /2.20 2.40 -0.550/ -18.64 % 162.25 K/ 15125.00 96/ -52.71 % 419.00
320.00 2.95 /3.90 /2.65 2.90 -0.600/ -17.14 % 940.50 K/ 31625.00 582/ -11.68 % 2587.00
325.00 3.35 /4.65 /3.10 3.50 -0.700/ -16.67 % 165.00 K/ 8250.00 304/ -14.12 % 1375.00
330.00 4.15 /5.65 /4.00 4.30 -0.800/ -15.69 % 1116.50 K/ 67375.00 587/ -19.03 % 2702.00
335.00 5.50 /6.65 /4.75 5.00 -1.05/ -17.36 % 221.38 K/ 30250.00 230/ -45.50 % 1078.00
340.00 6.10 /8.00 /5.45 6.15 -1.00/ -13.99 % 1414.88 K/ 90750.00 841/ -15.98 % 4011.00
345.00 7.25 /9.60 /6.90 7.50 -1.05/ -12.28 % 243.38 K/ 48125.00 351/ 9.35 % 1706.00
350.00 8.95 /11.35 /8.25 8.75 -1.35/ -13.37 % 1830.12 K/ 178750.00 1744/ -6.99 % 8625.00
355.00 9.45 /13.20 /9.45 10.35 -1.40/ -11.91 % 444.12 K/ -6875.000 428/ -52.86 % 2157.00
360.00 11.10 /15.45 /11.10 12.30 -1.40/ -10.22 % 1651.38 K/ 669625.00 2205/ -4.17 % 11325.00
365.00 13.00 /17.95 /13.00 14.40 -1.45/ -9.15 % 352.00 K/ -2750.000 530/ -45.53 % 2775.00
370.00 15.90 /20.55 /15.00 16.80 -1.55/ -8.45 % 1801.25 K/ 237875.00 1564/ -36.68 % 8346.00
375.00 18.20 /23.50 /18.10 19.35 -1.65/ -7.86 % 328.62 K/ 99000.00 438/ -68.38 % 2383.00
380.00 22.00 /26.50 /20.50 22.25 -1.70/ -7.10 % 389.12 K/ 68750.00 403/ -59.29 % 2237.00
385.00 24.50 /29.35 /24.40 25.80 2.95/ 12.91 % 61.88 K/ 49500.00 99/ 1314.29 % 561.00
390.00 27.00 /33.00 /27.00 28.40 -2.00/ -6.58 % 83.88 K/ -53625.000 74/ -60.43 % 428.00
400.00 35.55 /40.00 /35.15 35.85 -1.60/ -4.27 % 221.38 K/ 2750.00 15/ -78.57 % 90.00
410.00 47.25 /47.25 /44.70 44.70 5.10/ 12.88 % 37.12 K/ 0.000 2/NA 13.00
420.00 51.90 /57.25 /51.90 55.45 8.95/ 19.25 % 17.88 K/ 0.000 5/ -16.67 % 33.00
440.00 73.35 /73.35 /73.30 73.30 6.80/ 10.23 % 8250.00/ 0.000 2/NA 14.00


Call Option chain of ICICI Bank Ltd. for Expiry Date 27/08/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
330.00 54.50 /54.50 /54.50 54.50 NA 1375.00/ 0.000 1/NA 5.00
350.00 39.05 /39.05 /36.45 38.10 -4.15/ -9.82 % 16.50 K/ 0.000 3/ -25.00 % 16.00
360.00 32.10 /32.10 /30.85 32.10 -3.85/ -10.71 % 11.00 K/ -4125.000 4/NA 22.00
370.00 27.60 /28.50 /25.85 28.05 1.30/ 4.86 % 33.00 K/ -4125.000 26/ -3.70 % 142.00
380.00 26.00 /26.00 /22.00 24.20 2.20/ 10.00 % 42.62 K/ 11000.00 18/ -21.74 % 100.00
385.00 20.50 /20.50 /20.50 20.50 0.400/ 1.99 % 37.12 K/ -2750.000 2/ 100.00 % 11.00
390.00 19.10 /19.60 /17.95 19.50 1.20/ 6.56 % 94.88 K/ -1375.000 11/ -15.38 % 62.00
395.00 16.75 /16.75 /16.00 16.00 -3.55/ -18.16 % 140.25 K/ -5500.000 7/ 16.67 % 40.00
400.00 16.40 /16.80 /14.55 15.75 0.650/ 4.30 % 317.62 K/ 16500.00 42/ -23.64 % 240.00
410.00 13.50 /13.50 /11.95 12.45 0.150/ 1.22 % 93.50 K/ -4125.000 7/ -36.36 % 41.00
420.00 10.00 /10.50 /9.00 9.60 -0.650/ -6.34 % 107.25 K/ 9625.00 14/ -66.67 % 83.00
430.00 7.80 /7.80 /7.80 7.80 -1.70/ -17.89 % 8250.00/ 1375.00 1/NA 6.00
440.00 6.70 /7.00 /6.70 7.00 -1.40/ -16.67 % 4125.00/ 1375.00 2/ 100.00 % 12.00

Put Option chain of ICICI Bank Ltd. for Expiry Date 27/08/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
250.00 2.00 /2.00 /1.00 1.10 0.150/ 15.79 % 19.25 K/ 4125.00 8/ 700.00 % 28.00
300.00 5.15 /5.50 /4.95 5.00 -0.250/ -4.76 % 180.12 K/ 2750.00 9/ -43.75 % 38.00
320.00 8.00 /8.95 /7.40 7.40 -1.10/ -12.94 % 66.00 K/ 8250.00 12/ -52.00 % 54.00
330.00 11.00 /11.00 /11.00 11.00 1.50/ 15.79 % 6875.00/ 1375.00 1/NA 5.00
350.00 16.05 /18.40 /16.05 16.50 -0.700/ -4.07 % 39.88 K/ 8250.00 17/ 183.33 % 86.00
360.00 20.25 /21.05 /20.25 21.05 4.30/ 25.67 % 23.38 K/ -2750.000 5/ -16.67 % 26.00
370.00 25.70 /26.45 /25.25 25.25 -0.750/ -2.88 % 12.38 K/ 0.000 9/ -10.00 % 49.00
380.00 31.20 /31.90 /31.20 31.90 2.05/ 6.87 % 13.75 K/ 1375.00 4/NA 23.00
Call Option chain of ICICI Bank Ltd. for Expiry Date 24/09/2020 was not traded on trading date 2020-07-09 00:00:00.0
Put Option chain of ICICI Bank Ltd. for Expiry Date 24/09/2020 was not traded on trading date 2020-07-09 00:00:00.0

( Intraday Analysis is on Real Time Data (Updated every 5 Mins). All Other analysis is based on End of Trade day's Value. Expected time of update is between 5 to 5.30 PM exchange time Zone)


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