Call Option Chain of ICICI Bank Ltd. (ICICIBANK)
ICICI Bank Ltd. Option for Expiry Date 28/08/2025
Strike Price | Close / OHL | Change/ Change % | Open Interest / Change | Contracts/ % Change | Turnover (in Lac) | Implied Volatility / Prev | Interpretation | Signal | PCR OI | PCR Vol | Greeks Delta / All |
---|---|---|---|---|---|---|---|---|---|---|---|
1450.00 | 4.80/ 16.33 % | 28.00 K/ 5600.00 | 35/ 45.83 % | 363.00 | 14.26 / 15.68 | Position Build Up | Bullish | 0.800 | 0.400 | ||
1500.00 | 2.20/ 16.00 % | 49.70 K/ 11200.00 | 77/ 140.62 % | 816.00 | 14.88 / 16.08 | Position Build Up | Bullish | 0 | 0 | ||
1550.00 | 1.05/ 17.21 % | 51.80 K/ 9100.00 | 15/ -81.25 % | 163.00 | 15.82 / 16.75 | Position Build Up | Bullish | 0 | 0 | ||
1600.00 | 0.100/ 3.33 % | 30.80 K/ 1400.00 | 11/NA | 123.00 | 16.71 / 18.00 | Position Build Up | Bullish | 0 | 0 | ||
1640.00 | -0.100/ -5.26 % | 7000.00/ 3500.00 | 5/ 400.00 % | 57.00 | 17.84 / 19.28 | Short Build Up | Bearish | 0 | 0 |
Risk Free rate : 6.25%, Dividend Yield : 0.760 %