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Option Chain For ICICIPRULI - ICICI PRU LIFE INS CO LTD
Last updated on 03 Jul 2020 02:55 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 250 - - - - -
- - - - - 260 - - - - -
- - - - - 270 -25.90 0.25 76.55 1,500 1,500
- - - - - 280 -29.30 0.25 71.32 1,500 1,500
- - - - - 290 - - - - -
- - - - - 300 - - - - 6,000
- - - - - 310 - - - - -
- - - - - 320 - - - - -
- - - - - 330 - - - - -
- - - - - 340 -0.20 0.50 47.66 -4,500 79,500
- - - - - 350 - - - - 9,000
- - - - - 360 -1.20 1.10 44.45 1,500 123,000
- - 44.49 68.30 -47.80 370 -0.75 1.85 44.35 -1,500 57,000
9,000 - - - - 380 -1.65 2.20 40.64 -4,500 114,000
3,000 - 36.81 49.20 14.00 390 -1.45 4.00 42.23 13,500 81,000
43,500 -1,500 36.95 41.00 8.00 400 -1.90 5.95 41.94 33,000 118,500
76,500 45,000 48.55 38.00 12.00 410 -2.95 8.00 40.26 -7,500 55,500
336,000 3,000 39.89 28.00 7.20 420 -3.50 11.65 40.92 25,500 117,000
232,500 46,500 33.92 19.30 3.20 430 -3.85 16.50 42.32 18,000 34,500
169,500 22,500 33.86 14.50 2.50 440 -4.50 21.90 43.09 12,000 27,000
334,500 94,500 35.08 10.80 2.05 450 -10.00 25.00 37.20 4,500 7,500
181,500 46,500 35.35 8.00 1.50 460 -11.50 32.70 39.57 4,500 7,500
70,500 22,500 36.49 6.00 1.60 470 -13.30 39.05 37.06 -1,500 1,500
49,500 9,000 37.44 4.45 1.30 480 -89.05 48.45 41.15 - -
97,500 6,000 38.02 3.20 1.15 490 -38.05 56.95 41.75 3,000 6,000
91,500 22,500 38.19 2.20 0.50 500 - - - - -
58,500 - 38.71 1.55 0.20 510 - - - - -
Total 1,753,500 847,500
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 prices, 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.