ICICIPRULI
ICICI PRU LIFE INS CO LTD
602.5
-6.00 (-0.99%)
Option Chain for ICICIPRULI
18 Apr 2024 03:47 PM IST
Note:- Click on the strike price to open the historical data.
Call | Put | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
OI | Chng OI | Vol | IV | Ltp | Ltp | IV | Vol | Chng OI | OI | |
0 | 0 | 0 | - | 30.00 | 500 | 0.30 | - | 22,500 | 4,500 | 63,000 |
0 | 0 | 0 | - | 46.75 | 505 | 13.45 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 25.85 | 510 | 0.20 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 40.45 | 515 | 17.00 | - | 0 | 0 | 0 |
0 | -1,500 | 0 | - | 96.00 | 520 | 0.45 | - | 1,15,500 | 18,000 | 22,500 |
0 | 0 | 0 | - | 34.70 | 525 | 21.15 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 18.95 | 530 | 53.35 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 29.50 | 535 | 0.35 | - | 0 | -1,500 | 0 |
0 | 0 | 0 | - | 67.65 | 540 | 0.70 | - | 31,500 | 3,000 | 1,14,000 |
0 | 0 | 0 | - | 24.90 | 545 | 31.15 | - | 0 | 0 | 0 |
75,000 | 0 | 1,500 | - | 59.30 | 550 | 1.25 | - | 1,12,500 | 3,000 | 3,06,000 |
0 | 0 | 0 | - | 37.65 | 555 | 36.95 | - | 0 | 0 | 0 |
6,000 | 0 | 1,500 | - | 45.10 | 560 | 2.20 | - | 55,500 | 3,000 | 1,21,500 |
0 | 0 | 0 | - | 17.30 | 565 | 2.80 | - | 27,000 | 9,000 | 12,000 |
0 | 0 | 0 | - | 56.70 | 570 | 3.65 | - | 96,000 | 12,000 | 1,12,500 |
4,500 | 4,500 | 6,000 | - | 34.35 | 575 | 5.00 | - | 63,000 | 6,000 | 34,500 |
48,000 | 4,500 | 19,500 | - | 25.75 | 580 | 5.75 | - | 1,59,000 | 4,500 | 1,90,500 |
0 | 1,500 | 0 | - | 32.05 | 585 | 8.35 | - | 66,000 | 4,500 | 31,500 |
34,500 | -1,500 | 10,500 | - | 19.10 | 590 | 8.90 | - | 1,74,000 | -6,000 | 1,06,500 |
7,500 | 3,000 | 28,500 | - | 15.30 | 595 | 13.10 | - | 79,500 | 7,500 | 30,000 |
2,07,000 | 9,000 | 2,17,500 | - | 13.55 | 600 | 13.50 | - | 8,40,000 | 2,49,000 | 5,58,000 |
40,500 | 7,500 | 1,06,500 | - | 9.75 | 605 | 16.10 | - | 1,09,500 | -13,500 | 39,000 |
2,19,000 | 60,000 | 4,92,000 | - | 9.45 | 610 | 19.35 | - | 1,86,000 | -40,500 | 1,02,000 |
|
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87,000 | 31,500 | 1,32,000 | - | 7.40 | 615 | 23.00 | - | 52,500 | -13,500 | 52,500 |
3,93,000 | -48,000 | 12,18,000 | - | 5.95 | 620 | 26.05 | - | 1,18,500 | -3,000 | 1,77,000 |
1,38,000 | -7,500 | 2,04,000 | - | 4.70 | 625 | 30.95 | - | 49,500 | -10,500 | 43,500 |
4,23,000 | -33,000 | 6,46,500 | - | 3.85 | 630 | 35.55 | - | 25,500 | -4,500 | 79,500 |
87,000 | -10,500 | 1,06,500 | - | 2.85 | 635 | 36.30 | - | 13,500 | 10,500 | 46,500 |
3,82,500 | -19,500 | 3,63,000 | - | 2.50 | 640 | 42.80 | - | 3,000 | 0 | 55,500 |
96,000 | 3,000 | 91,500 | - | 1.70 | 645 | 22.40 | - | 0 | 0 | 0 |
4,60,500 | -18,000 | 5,49,000 | - | 1.70 | 650 | 47.70 | - | 3,000 | 0 | 19,500 |
73,500 | 7,500 | 46,500 | - | 1.50 | 655 | 43.55 | - | 0 | 0 | 0 |
2,14,500 | -12,000 | 1,17,000 | - | 1.05 | 660 | 32.65 | - | 0 | 0 | 0 |
31,500 | 0 | 21,000 | - | 1.20 | 665 | 45.45 | - | 0 | 0 | 0 |
1,12,500 | 1,500 | 97,500 | - | 0.80 | 670 | 145.55 | - | 0 | 0 | 0 |
42,000 | 7,500 | 21,000 | - | 0.85 | 675 | 51.45 | - | 0 | 0 | 0 |
1,62,000 | -22,500 | 1,45,500 | - | 0.60 | 680 | 182.80 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 1.05 | 685 | 145.70 | - | 0 | 0 | 0 |
52,500 | -6,000 | 9,000 | - | 0.70 | 690 | 150.50 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.30 | 695 | 141.85 | - | 0 | 0 | 0 |
5,97,000 | -10,500 | 1,47,000 | - | 0.50 | 700 | 81.00 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.00 | 705 | 0.00 | - | 0 | 0 | 0 |
2,34,000 | 0 | 25,500 | - | 0.40 | 710 | 169.90 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.00 | 715 | 0.00 | - | 0 | 0 | 0 |
43,500 | 0 | 4,500 | - | 0.35 | 720 | 221.50 | - | 0 | 0 | 0 |
42,72,000 | 23,17,500 |
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.