ICICIPRULI
Icici Pru Life Ins Co Ltd
680.85
-4.35 (-0.63%)
Option Chain for ICICIPRULI
21 Nov 2024 02:00 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1500 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 140.50 | 0.00 | 620 | -0.20 | 0.65 | 40.46 | 28 | -2 | 94 | -0.04 |
| 0.00 | 0 | 1 | 0 | 0.00 | 55.55 | 0.00 | 630 | -0.25 | 1.00 | 38.21 | 69.5 | 14 | 79 | -0.06 |
| 0.00 | 0 | 8 | 0 | 0.00 | 47.20 | 0.00 | 640 | -0.20 | 1.60 | 36.38 | 85 | -6 | 196 | -0.10 |
| 0.95 | 5 | 0 | 1 | 21.17 | 32.90 | -4.60 | 650 | -0.40 | 2.25 | 33.04 | 148 | -4 | 137 | -0.14 |
| 0.71 | 17 | 0 | 2 | 46.80 | 31.00 | 1.70 | 660 | 0.00 | 3.95 | 32.35 | 280.5 | -11 | 213 | -0.22 |
| 0.68 | 114 | 9 | 62.5 | 29.98 | 18.70 | -2.05 | 670 | -0.40 | 5.70 | 28.93 | 278.5 | -4 | 270 | -0.31 |
| 0.55 | 534 | 63 | 633 | 27.73 | 11.85 | -1.50 | 680 | -0.10 | 9.05 | 27.37 | 268.5 | -14 | 289 | -0.45 |
| 0.39 | 229 | 19 | 179.5 | 26.51 | 6.80 | -1.75 | 690 | -0.45 | 13.85 | 25.50 | 221.5 | 19 | 162 | -0.61 |
| 0.25 | 396 | -30 | 391 | 26.15 | 3.65 | -1.40 | 700 | 0.75 | 21.70 | 28.59 | 31 | -10 | 355 | -0.73 |
| 0.15 | 306 | -18 | 188 | 26.65 | 1.90 | -0.75 | 710 | -2.70 | 25.35 | - | 13 | -4 | 143 | - |
| 0.09 | 431 | 17 | 205.5 | 28.17 | 1.10 | -0.55 | 720 | -0.45 | 36.40 | - | 2 | -1 | 207 | - |
| 0.05 | 611 | 15 | 104.5 | 29.35 | 0.60 | -0.45 | 730 | 0.05 | 45.75 | - | 4 | -1 | 166 | - |
| 0.03 | 672 | -2 | 105 | 31.54 | 0.40 | -0.35 | 740 | 0.00 | 56.15 | 0.00 | 0 | -2 | 0 | 0.00 |
|
|
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| 0.03 | 565 | -33 | 42.5 | 34.79 | 0.35 | -0.25 | 750 | 0.00 | 77.50 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.02 | 182 | -13 | 23.5 | 38.03 | 0.30 | -0.15 | 760 | 0.00 | 79.90 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.02 | 262 | 9 | 20.5 | 39.56 | 0.20 | -0.20 | 770 | 0.00 | 64.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 492 | -141 | 102 | 42.93 | 0.20 | -0.15 | 780 | 0.00 | 64.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 74 | 0 | 3.5 | 44.81 | 0.15 | -0.10 | 790 | 0.00 | 77.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 501 | -31 | 27 | 46.06 | 0.10 | -0.15 | 800 | 0.00 | 115.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 65 | -1 | 3.5 | - | 0.10 | -0.15 | 810 | 0.00 | 91.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.25 | 0.00 | 820 | 0.00 | 90.05 | - | 0 | 0 | 0 | - |
| - | 82 | -3 | 10 | - | 0.10 | -0.20 | 830 | 0.00 | 65.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 5,538 | 2,311 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.
