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Related Pages for ICICIPRULI
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ICICIPRULI
Icici Pru Life Ins Co Ltd
594.7 -3.34 (-0.56%)

Option Chain for ICICIPRULI

23 Jan 2025 04:10 PM IST

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

Call
Put

Lot Size : 750
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 230.80 0.00 520 -0.20 0.25 46.48 73 -36 216 -0.02
- 0 0 0 - 169.05 0.00 530 -0.35 0.25 40.74 14 -4 146 -0.02
0.84 17 -27 46 74.44 59.60 -0.40 540 -0.45 0.30 36.04 238 -92 394 -0.03
0.83 41 -1 8 61.62 48.90 -0.75 550 -0.35 0.45 32.47 311 3 472 -0.04
0.87 71 5 14 39.43 36.30 -4.00 560 -0.35 1.00 31.40 643 -157 638 -0.08
0.83 74 3 22 32.19 26.55 -4.00 570 -0.40 1.80 28.87 702 -68 506 -0.15
0.74 425 -4 173 28.14 17.85 -4.05 580 -0.20 3.55 27.43 1,266 -126 1,472 -0.26
0.59 530 26 846 24.40 10.20 -4.80 590 0.05 6.75 26.52 1,152 -75 588 -0.42
0.40 1,069 196 2,997 25.05 5.65 -3.70 600 0.50 11.50 25.05 1,244 -48 801 -0.60
0.24 460 61 1,246 26.67 3.10 -2.50 610 1.95 19.00 26.94 424 12 375 -0.75
0.16 1,142 319 1,777 30.02 2.00 -1.10 620 2.85 26.90 24.89 172 2 200 -0.89
0.10 862 164 1,552 32.88 1.30 -0.60 630 4.55 36.75 30.39 42 -4 215 -0.91
0.07 757 -144 959 35.85 0.90 -0.35 640 4.15 46.30 32.00 91 29 404 -0.95
0.05 2,182 378 1,854 38.78 0.65 -0.25 650 2.25 54.00 - 19 -6 106 -
0.03 1,149 -40 485 41.09 0.45 -0.20 660 -5.05 58.45 - 7 -2 198 -
0.03 551 -22 168 43.98 0.35 -0.20 670 -0.40 70.80 - 1 0 161 -
0.02 1,038 -1 278 47.33 0.30 -0.20 680 0.00 99.00 0.00 0 -1 0 0.00
0.02 337 -28 120 50.24 0.25 -0.10 690 0.00 47.60 0.00 0 0 0 0.00
0.00 683 -65 364 44.72 0.05 -0.20 700 0.00 60.60 0.00 0 0 0 0.00
- 151 -19 53 - 0.10 -0.15 710 0.00 75.50 0.00 0 0 0 0.00
- 140 -12 33 - 0.20 -0.05 720 52.30 124.30 - 2 0 29 -
- 182 -16 28 - 0.15 -0.10 730 0.00 66.65 0.00 0 0 0 0.00
- 65 -3 5 - 0.20 0.00 740 0.00 95.00 0.00 0 0 0 0.00
- 182 -2 16 - 0.15 -0.05 750 0.00 67.50 - 0 0 0 -
- 9 -3 7 - 0.10 -0.15 760 0.00 51.85 - 0 0 0 -
- 521 -1 10 - 0.10 -0.05 770 0.00 82.35 0.00 0 0 0 0.00
0.00 0 0 0 30.00 38.30 0.00 780 0.00 63.25 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 790 0.00 0.00 0.00 0 0 0 0.00
- 68 -20 52 - 0.05 -0.10 800 0.00 129.50 0.00 0 0 0 0.00
12,706 6,921
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.