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Related Pages for ICICIPRULI
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ICICIPRULI
Icici Pru Life Ins Co Ltd
562.85 -0.50 (-0.09%)

Option Chain for ICICIPRULI

03 Apr 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 - 140.85 0.00 480 -0.10 0.95 41.47 4 0 59 -0.04
0.00 0 0 0 0.00 109.20 0.00 485 0.00 0.15 0.00 0 0 0 0.00
- 0 0 0 - 78.70 0.00 490 0.00 1.20 39.11 32 16 38 -0.05
0.00 0 0 0 0.00 99.35 0.00 495 0.00 0.25 0.00 0 0 0 0.00
- 41 41 66 - 64.80 -57.75 500 -0.35 1.70 37.71 84 45 165 -0.07
0.00 0 0 0 0.00 89.60 0.00 505 0.00 0.45 0.00 0 0 0 0.00
- 0 0 0 - 62.20 0.00 510 -0.50 2.65 37.36 53 -7 72 -0.11
- 0 0 0 - 80.05 0.00 515 -0.55 3.35 37.48 35 10 33 -0.13
0.00 0 0 0 0.00 44.95 0.00 520 -0.20 4.30 37.96 68 23 200 -0.15
- 0 0 0 - 70.70 0.00 525 -0.10 5.25 37.97 39 10 51 -0.18
0.88 7 1 9 25.84 40.25 -7.70 530 -0.95 5.65 36.16 114 -7 106 -0.20
0.82 17 7 22 27.92 36.75 -3.40 535 -1.05 6.65 35.69 52 11 97 -0.23
0.00 0 1 0 0.00 33.40 0.00 540 -0.75 8.15 36.02 131 33 165 -0.26
0.73 16 2 35 29.88 30.00 -1.55 545 -1.15 9.45 35.50 116 17 88 -0.30
0.68 120 24 336 31.66 27.45 -1.05 550 -1.20 10.95 35.05 198 11 177 -0.33
0.64 46 12 73 29.56 23.25 -1.95 555 -1.05 12.90 35.12 112 1 41 -0.37
0.59 165 53 280 30.88 21.00 -1.30 560 -1.20 15.00 35.08 314 28 381 -0.41
0.55 63 24 203 31.69 18.75 -0.85 565 -1.00 17.45 35.30 170 16 55 -0.46
0.50 249 102 478 31.59 16.25 -0.90 570 -1.30 19.80 34.96 213 12 97 -0.50
0.45 90 -4 165 31.16 13.80 -1.15 575 -0.85 22.65 35.15 84 21 149 -0.54
0.41 227 11 429 31.23 11.85 -1.15 580 0.00 26.80 37.42 85 -1 135 -0.57
0.37 56 4 129 31.86 10.40 -0.80 585 0.00 30.00 0.00 0 2 0 0.00
0.33 122 1 185 32.03 8.90 -0.80 590 1.15 32.60 36.24 56 -10 92 -0.65
0.29 122 -18 128 32.12 7.55 -0.75 595 0.00 41.75 0.00 0 4 0 0.00
0.25 517 27 377 32.17 6.35 -0.65 600 -1.30 39.80 36.41 32 -9 175 -0.72
0.22 63 6 113 32.31 5.35 -0.55 605 0.00 42.55 0.00 0 -1 0 0.00
0.19 125 -9 77 32.49 4.50 -0.45 610 -2.75 48.05 37.72 2 0 13 -0.77
0.16 67 -1 88 32.31 3.65 -0.50 615 0.00 46.85 0.00 0 0 0 0.00
0.15 162 4 102 33.17 3.25 -0.40 620 0.00 47.55 0.00 0 0 0 0.00
0.13 28 0 15 33.66 2.80 -0.10 625 0.00 38.85 - 0 0 0 -
0.11 138 45 131 33.69 2.30 -0.40 630 0.00 59.50 0.00 0 0 0 0.00
0.09 15 -2 26 34.04 1.95 -0.25 635 0.00 46.50 0.00 0 0 0 0.00
0.08 167 36 70 34.86 1.75 -0.20 640 0.00 70.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 4.60 0.00 645 0.00 54.65 0.00 0 0 0 0.00
0.06 200 15 34 35.45 1.25 -0.15 650 0.00 87.00 0.00 0 1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 655 0.00 0.00 0.00 0 0 0 0.00
0.05 69 1 26 37.21 1.05 0.05 660 0.00 59.80 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 665 0.00 0.00 0.00 0 0 0 0.00
0.04 30 1 8 38.14 0.80 -0.15 670 0.00 105.65 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 675 0.00 0.00 0.00 0 0 0 0.00
0.01 11 0 2 32.93 0.20 -0.50 680 0.00 73.90 0.00 0 0 0 0.00
2,933 2,389
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.