Related Pages for ICICIPRULI
[--[65.84.65.76]--]
ICICIPRULI
ICICI PRU LIFE INS CO LTD
602.5 -6.00 (-0.99%)

Option Chain for ICICIPRULI

18 Apr 2024 03:47 PM IST

Note:- Click on the strike price to open the historical data.

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
0 0 0 - 30.00 500 0.30 - 22,500 4,500 63,000
0 0 0 - 46.75 505 13.45 - 0 0 0
0 0 0 - 25.85 510 0.20 - 0 0 0
0 0 0 - 40.45 515 17.00 - 0 0 0
0 -1,500 0 - 96.00 520 0.45 - 1,15,500 18,000 22,500
0 0 0 - 34.70 525 21.15 - 0 0 0
0 0 0 - 18.95 530 53.35 - 0 0 0
0 0 0 - 29.50 535 0.35 - 0 -1,500 0
0 0 0 - 67.65 540 0.70 - 31,500 3,000 1,14,000
0 0 0 - 24.90 545 31.15 - 0 0 0
75,000 0 1,500 - 59.30 550 1.25 - 1,12,500 3,000 3,06,000
0 0 0 - 37.65 555 36.95 - 0 0 0
6,000 0 1,500 - 45.10 560 2.20 - 55,500 3,000 1,21,500
0 0 0 - 17.30 565 2.80 - 27,000 9,000 12,000
0 0 0 - 56.70 570 3.65 - 96,000 12,000 1,12,500
4,500 4,500 6,000 - 34.35 575 5.00 - 63,000 6,000 34,500
48,000 4,500 19,500 - 25.75 580 5.75 - 1,59,000 4,500 1,90,500
0 1,500 0 - 32.05 585 8.35 - 66,000 4,500 31,500
34,500 -1,500 10,500 - 19.10 590 8.90 - 1,74,000 -6,000 1,06,500
7,500 3,000 28,500 - 15.30 595 13.10 - 79,500 7,500 30,000
2,07,000 9,000 2,17,500 - 13.55 600 13.50 - 8,40,000 2,49,000 5,58,000
40,500 7,500 1,06,500 - 9.75 605 16.10 - 1,09,500 -13,500 39,000
2,19,000 60,000 4,92,000 - 9.45 610 19.35 - 1,86,000 -40,500 1,02,000
87,000 31,500 1,32,000 - 7.40 615 23.00 - 52,500 -13,500 52,500
3,93,000 -48,000 12,18,000 - 5.95 620 26.05 - 1,18,500 -3,000 1,77,000
1,38,000 -7,500 2,04,000 - 4.70 625 30.95 - 49,500 -10,500 43,500
4,23,000 -33,000 6,46,500 - 3.85 630 35.55 - 25,500 -4,500 79,500
87,000 -10,500 1,06,500 - 2.85 635 36.30 - 13,500 10,500 46,500
3,82,500 -19,500 3,63,000 - 2.50 640 42.80 - 3,000 0 55,500
96,000 3,000 91,500 - 1.70 645 22.40 - 0 0 0
4,60,500 -18,000 5,49,000 - 1.70 650 47.70 - 3,000 0 19,500
73,500 7,500 46,500 - 1.50 655 43.55 - 0 0 0
2,14,500 -12,000 1,17,000 - 1.05 660 32.65 - 0 0 0
31,500 0 21,000 - 1.20 665 45.45 - 0 0 0
1,12,500 1,500 97,500 - 0.80 670 145.55 - 0 0 0
42,000 7,500 21,000 - 0.85 675 51.45 - 0 0 0
1,62,000 -22,500 1,45,500 - 0.60 680 182.80 - 0 0 0
0 0 0 - 1.05 685 145.70 - 0 0 0
52,500 -6,000 9,000 - 0.70 690 150.50 - 0 0 0
0 0 0 - 0.30 695 141.85 - 0 0 0
5,97,000 -10,500 1,47,000 - 0.50 700 81.00 - 0 0 0
0 0 0 - 0.00 705 0.00 - 0 0 0
2,34,000 0 25,500 - 0.40 710 169.90 - 0 0 0
0 0 0 - 0.00 715 0.00 - 0 0 0
43,500 0 4,500 - 0.35 720 221.50 - 0 0 0
42,72,000 23,17,500
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.