Options chain

ICICIBANK options

Spot ₹1,293.30 · +1.44% · 3 expiries listed

Spot

₹1,293.30

+1.44%

29 Jun 26194 contracts 27 Jul 26194 contracts 24 Aug 26104 contracts

Expiry

27 Jul 26Selected

194 contracts

Call (CE)				Strike	Put (PE)
LTP	Chg %	OI	IV	₹	IV	OI	Chg %	LTP
—	—	—	—	680	—	—	—	—
—	—	—	—	700	—	—	—	—
—	—	—	—	720	—	—	—	—
—	—	—	—	740	—	—	—	—
—	—	—	—	760	—	—	—	—
—	—	—	—	780	—	—	—	—
—	—	—	—	800	—	—	—	—
—	—	—	—	820	—	—	—	—
—	—	—	—	840	—	—	—	—
—	—	—	—	860	—	—	—	—
—	—	—	—	870	—	—	—	—
—	—	—	—	880	—	—	—	—
—	—	—	—	890	—	—	—	—
—	—	—	—	900	—	—	—	—
—	—	—	—	910	—	—	—	—
—	—	—	—	920	—	—	—	—
—	—	—	—	930	—	—	—	—
—	—	—	—	940	—	—	—	—
—	—	—	—	950	—	—	—	—
—	—	—	—	960	—	—	—	—
—	—	—	—	970	—	—	—	—
—	—	—	—	980	—	—	—	—
—	—	—	—	990	—	—	—	—
—	—	—	—	1,000	—	—	—	—
—	—	—	—	1,010	—	—	—	—
—	—	—	—	1,020	—	—	—	—
—	—	—	—	1,030	—	—	—	—
0.00	-100.00%	0	—	1,040	—	0	-100.00%	0.00
—	—	—	—	1,050	—	—	—	—
0.00	-100.00%	0	—	1,060	—	0	-100.00%	0.00
—	—	—	—	1,070	—	—	—	—
0.00	-100.00%	0	—	1,080	—	0	-100.00%	0.00
—	—	—	—	1,090	—	—	—	—
0.00	-100.00%	0	—	1,100	29.49%	87,500	-35.87%	2.95
0.00	-100.00%	0	—	1,110	—	0	-100.00%	0.00
0.00	-100.00%	0	—	1,120	28.27%	41,300	-27.00%	3.65
0.00	-100.00%	0	—	1,130	—	0	-100.00%	0.00
0.00	-100.00%	0	—	1,140	26.38%	700	-53.93%	4.10
0.00	-100.00%	0	—	1,150	26.35%	28,000	-30.07%	5.00
0.00	-100.00%	0	—	1,160	25.63%	43,400	-17.29%	5.50
0.00	-100.00%	0	—	1,170	—	0	-100.00%	0.00
0.00	-100.00%	0	—	1,180	24.52%	28,700	-33.33%	7.00
0.00	-100.00%	0	—	1,190	23.91%	11,900	-43.93%	7.85
108.35	+31.89%	58,100	18.35%	1,200	23.48%	1,52,600	-42.86%	9.00
0.00	-100.00%	0	—	1,210	21.39%	700	-53.59%	8.40
69.70	0.00%	700	—	1,220	23.03%	12,600	-30.03%	12.35
57.30	0.00%	1,400	—	1,230	—	0	-100.00%	0.00
85.95	+46.92%	4,900	25.59%	1,240	21.86%	3,500	-48.85%	15.60
70.10	+47.27%	25,200	19.86%	1,250	21.76%	63,000	-45.37%	18.30
63.90	+46.73%	13,300	20.27%	1,260	20.79%	6,300	-46.22%	19.90
59.00	+83.23%	2,100	21.17%	1,270	—	0	-100.00%	0.00
56.00	+60.69%	22,400	22.84%	1,280	21.24%	14,700	-33.10%	28.10
44.80	+49.33%	2,800	19.76%	1,290ATM	21.57%	0	-33.60%	33.00
42.00	+59.09%	1,98,800	21.07%	1,300	21.03%	98,000	-39.59%	36.70
42.50	-1.16%	1,400	23.91%	1,310	—	0	-100.00%	0.00
30.00	+31.00%	23,800	19.58%	1,320	36.54%	0	0.00%	76.25
16.90	0.00%	700	14.53%	1,330	—	0	-100.00%	0.00
24.05	+56.68%	42,700	20.50%	1,340	20.52%	11,900	-26.88%	58.50
21.30	+62.60%	1,69,400	20.80%	1,350	20.44%	700	-23.93%	65.00
19.80	+65.00%	18,900	21.67%	1,360	19.11%	9,100	-22.78%	69.85
0.00	-100.00%	0	—	1,370	—	0	-100.00%	0.00
0.00	-100.00%	0	—	1,380	—	0	-100.00%	0.00
0.00	-100.00%	0	—	1,390	—	0	-100.00%	0.00
9.90	+54.69%	2,21,900	21.03%	1,400	—	8,400	-22.04%	104.00
—	—	—	—	1,410	—	—	—	—
7.25	+51.04%	37,100	21.27%	1,420	—	4,200	-14.40%	113.25
—	—	—	—	1,430	—	—	—	—
4.00	-80.34%	3,500	20.02%	1,440	36.82%	1,400	+6.87%	157.85
—	—	—	—	1,450	—	—	—	—
4.00	+166.67%	1,400	22.05%	1,460	55.72%	700	0.00%	203.35
—	—	—	—	1,470	—	—	—	—
2.70	-10.00%	30,800	21.99%	1,480	—	—	—	—
—	—	—	—	1,490	—	—	—	—
—	—	—	—	1,500	—	—	—	—
—	—	—	—	1,510	—	—	—	—
—	—	—	—	1,520	—	—	—	—
—	—	—	—	1,530	—	—	—	—
—	—	—	—	1,540	—	—	—	—
—	—	—	—	1,550	—	—	—	—
—	—	—	—	1,560	—	—	—	—
—	—	—	—	1,570	—	—	—	—
—	—	—	—	1,580	—	—	—	—
—	—	—	—	1,590	—	—	—	—
—	—	—	—	1,600	—	—	—	—
—	—	—	—	1,610	—	—	—	—
—	—	—	—	1,620	—	—	—	—
—	—	—	—	1,630	—	—	—	—
—	—	—	—	1,640	—	—	—	—
—	—	—	—	1,660	—	—	—	—
—	—	—	—	1,680	—	—	—	—
—	—	—	—	1,700	—	—	—	—
—	—	—	—	1,720	—	—	—	—
—	—	—	—	1,740	—	—	—	—
—	—	—	—	1,760	—	—	—	—
—	—	—	—	1,780	—	—	—	—
—	—	—	—	1,800	—	—	—	—
—	—	—	—	1,820	—	—	—	—

HFT

Implied volatility (smile + term)

Educational — IV smile shows how implied volatility varies by strike for the selected expiry. Term structure shows ATM IV across expiries. Data sourced live from XTS option chain feed.

Vol Smile

2026-07-28

28 Jun 26 26 Jul 26 23 Aug 26

Term Structure

ICICIBANK · 3 expiries

HFT

Greeks-by-strike grid

Educational — Black-Scholes Greeks computed in-house from live IV + spot. Select a Greek to visualise its distribution across all strikes and expiries. r = 7% constant. Not investment advice.

Spot ₹1,293.3 · r=7.000000000000001%

HFT

Vol Surface (3D)

Implied volatility surface — strike × tenor × IV. Heatmap shows how IV varies across strikes and expiries. Darker red = higher IV. Education only — not investment advice.

Loading IV surface…

Implied volatility surface — strike × tenor × IV. Mean of CE and PE IV where both available. IV filter: 0–200%. Source: XTS live option chain feed. Education only.

HFT

Dealer Gamma Exposure

Estimated dealer net GEX per strike for the nearest expiry. Green = dealer long gamma (pinning tendency). Red = dealer short gamma (momentum-amplifying). Education only.

GEX requires a major index — switch to NIFTY · BANKNIFTY · FINNIFTY · MIDCPNIFTY

HFT

Volatility Skew (Risk Reversal)

25-delta risk reversal for major indices. Negative skew = put IV > call IV = market paying up for downside protection (risk-off). Positive skew = call IV > put IV (risk-on). Education only.

NIFTY

No 25Δ data available

BANKNIFTY

No 25Δ data available

FINNIFTY

No 25Δ data available

MIDCPNIFTY

No 25Δ data available

25Δ computed via Black-Scholes from live IV. Nearest-expiry only. Negative skew = put IV > call IV = risk-off sentiment. Positive skew = call IV > put IV (risk-on). Education only. Not investment advice.

TAPE

Recent prints

Latest 1m bars from the XTS intraday feed. Side (▲/▼) is an aggressor approximation: close > open = buy pressure, else sell pressure. Auto-refreshes every 30 s. Education only.

No recent intraday bars for ICICIBANK.

Data and analytics on this page are educational research, not investment advice. MintByte is an AMFI-registered mutual fund distributor (ARN-314872). MintByte does not issue buy/sell recommendations on specific securities — the site is an educational data and analytics platform. Not investment advice. Methodology · How we earn.