ICICIPRULI
Icici Pru Life Ins Co Ltd
750.65
-7.40 (-0.98%)
Option Chain for ICICIPRULI
06 Sep 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Change OI | Vol | Ltp | Change | Change | Ltp | Vol | Change OI | OI | |
| 0 | 0 | 0 | 45.1 | 0.00 | 600 | 0.50 | 0.85 | 24,000 | 3,000 | 22,500 |
| 0 | 0 | 0 | 0 | 0.00 | 610 | 0.00 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 35.9 | 0.00 | 620 | 0.00 | 45.05 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 630 | 0.00 | 0 | 0 | 0 | 0 |
|
|
||||||||||
| 0 | 0 | 0 | 28.15 | 0.00 | 640 | 0.00 | 56.95 | 0 | 0 | 0 |
| 0 | 0 | 0 | 98.05 | 0.00 | 650 | -0.10 | 0.6 | 40,500 | 0 | 2,70,000 |
| 0 | 0 | 0 | 21.8 | 0.00 | 660 | 0.25 | 1.1 | 13,500 | -1,500 | 58,500 |
| 0 | 0 | 0 | 79 | 0.00 | 670 | 0.35 | 1.55 | 30,000 | -3,000 | 1,42,500 |
| 4,500 | 0 | 1,500 | 79.45 | 2.25 | 680 | 0.45 | 2.05 | 1,68,000 | -27,000 | 3,12,000 |
| 3,000 | 3,000 | 4,500 | 65.95 | 15.30 | 690 | 0.65 | 3.05 | 76,500 | -9,000 | 96,000 |
| 76,500 | 0 | 12,000 | 57.1 | -8.10 | 700 | 0.80 | 4.1 | 3,88,500 | -51,000 | 3,99,000 |
| 3,000 | 0 | 4,500 | 50.25 | -14.95 | 710 | 1.05 | 5.65 | 3,61,500 | -66,000 | 1,48,500 |
| 6,000 | 1,500 | 3,000 | 43.9 | -4.00 | 720 | 1.50 | 7.65 | 1,53,000 | 1,500 | 1,42,500 |
| 0 | -4,500 | 0 | 45.9 | 0.00 | 730 | 2.05 | 10.5 | 1,99,500 | 66,000 | 2,43,000 |
| 1,14,000 | -3,000 | 25,500 | 27.25 | -5.20 | 740 | 2.60 | 13.9 | 1,51,500 | -40,500 | 2,23,500 |
| 4,06,500 | 64,500 | 2,94,000 | 21.3 | -4.95 | 750 | 2.80 | 18.1 | 4,48,500 | -69,000 | 3,03,000 |
| 3,31,500 | 40,500 | 7,47,000 | 17 | -3.80 | 760 | 4.55 | 24.25 | 3,04,500 | -25,500 | 2,50,500 |
| 5,29,500 | 16,500 | 6,97,500 | 13.3 | -3.25 | 770 | 4.95 | 29.9 | 54,000 | -16,500 | 1,66,500 |
| 3,88,500 | 54,000 | 4,50,000 | 10.15 | -2.60 | 780 | 0.00 | 31.55 | 0 | 0 | 0 |
| 3,04,500 | -24,000 | 2,59,500 | 7.9 | -1.95 | 790 | 0.00 | 30.25 | 0 | 4,500 | 0 |
| 7,45,500 | 10,500 | 8,83,500 | 6.1 | -1.45 | 800 | 0.00 | 45.95 | 0 | 15,000 | 0 |
| 64,500 | 16,500 | 82,500 | 4.7 | -1.50 | 810 | 0.00 | 48.85 | 0 | 0 | 0 |
| 3,49,500 | 18,000 | 3,01,500 | 3.6 | -1.10 | 820 | 0.95 | 69.85 | 6,000 | 0 | 4,500 |
| 7,500 | 7,500 | 15,000 | 3.35 | -4.45 | 830 | -48.20 | 77.55 | 1,500 | 0 | 0 |
| 6,22,500 | -9,000 | 2,41,500 | 2.15 | -0.45 | 840 | 0.00 | 226.5 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 850 | 0.00 | 0 | 0 | 0 | 0 |
| 1,48,500 | -6,000 | 78,000 | 1.25 | -0.25 | 860 | 0.00 | 158.2 | 0 | 0 | 0 |
| 41,05,500 | 27,82,500 | |||||||||
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.