ICICIPRULI
ICICI PRU LIFE INS CO LTD
724.9
23.20 (3.31%)
Option Chain for ICICIPRULI
26 Jul 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | Ltp | Chng | Chng | Ltp | Vol | Chng OI | OI | |
| 0 | 0 | 0 | 71.45 | 0.00 | 500 | -0.10 | 0.45 | 1,71,000 | 90,000 | 1,06,500 |
| 0 | 0 | 0 | 64.6 | 0.00 | 510 | 0.00 | 16.45 | 0 | 0 | 0 |
| 0 | 0 | 0 | 58.15 | 0.00 | 520 | 0.00 | 19.85 | 0 | 0 | 0 |
| 0 | 0 | 0 | 52.15 | 0.00 | 530 | 0.00 | 23.65 | 0 | 0 | 0 |
| 0 | 0 | 0 | 46.55 | 0.00 | 540 | 0.00 | 27.85 | 0 | 0 | 0 |
| 0 | 0 | 0 | 98 | 0.00 | 550 | -0.55 | 0.45 | 19,500 | -3,000 | 18,000 |
| 0 | 0 | 0 | 36.65 | 0.00 | 560 | -0.25 | 0.6 | 1,500 | -1,500 | 18,000 |
| 0 | 0 | 0 | 32.3 | 0.00 | 570 | -0.45 | 0.6 | 3,000 | -1,500 | 9,000 |
| 0 | 0 | 0 | 28.35 | 0.00 | 580 | -0.60 | 0.5 | 46,500 | -19,500 | 1,38,000 |
| 0 | 1,500 | 0 | 95 | 0.00 | 590 | -0.45 | 0.6 | 43,500 | -1,500 | 16,500 |
| 0 | 10,500 | 0 | 98.5 | 0.00 | 600 | -0.70 | 0.65 | 3,01,500 | -13,500 | 3,94,500 |
| 0 | 0 | 0 | 18.75 | 0.00 | 610 | 0.00 | 68.8 | 0 | 0 | 0 |
| 0 | 6,000 | 0 | 24.65 | 0.00 | 620 | -0.90 | 1.15 | 1,75,500 | -51,000 | 1,56,000 |
| 18,000 | -3,000 | 3,000 | 100.8 | 34.45 | 630 | -1.40 | 1.4 | 2,61,000 | 12,000 | 2,14,500 |
| 48,000 | 1,500 | 12,000 | 91.5 | 24.55 | 640 | -2.15 | 1.9 | 4,87,500 | 27,000 | 3,25,500 |
| 69,000 | -9,000 | 60,000 | 80.3 | 20.30 | 650 | -2.90 | 2.4 | 8,62,500 | 1,65,000 | 5,83,500 |
| 16,500 | 0 | 18,000 | 70.85 | 19.00 | 660 | -4.00 | 3.45 | 4,59,000 | 64,500 | 2,23,500 |
| 87,000 | -10,500 | 69,000 | 62 | 17.65 | 670 | -5.45 | 4.4 | 8,76,000 | 42,000 | 4,11,000 |
| 70,500 | 9,000 | 84,000 | 51.3 | 13.20 | 680 | -7.30 | 5.7 | 7,99,500 | 55,500 | 2,91,000 |
| 55,500 | -21,000 | 3,21,000 | 44.8 | 14.60 | 690 | -9.15 | 7.85 | 6,88,500 | 1,33,500 | 2,16,000 |
| 4,65,000 | -4,23,000 | 22,17,000 | 38.9 | 13.85 | 700 | -11.05 | 10.15 | 14,52,000 | 3,16,500 | 4,27,500 |
| 69,000 | 37,500 | 7,39,500 | 31.7 | 12.65 | 710 | -12.80 | 13.6 | 3,28,500 | 61,500 | 70,500 |
| 5,04,000 | 1,60,500 | 30,91,500 | 25.5 | 9.05 | 720 | -22.50 | 17.5 | 11,79,000 | 1,93,500 | 1,96,500 |
| 2,11,500 | -36,000 | 19,21,500 | 20.6 | 8.05 | 730 | -22.65 | 22.35 | 3,88,500 | 1,02,000 | 1,02,000 |
| 4,53,000 | -1,500 | 17,16,000 | 16.45 | 7.00 | 740 | -152.15 | 27.8 | 70,500 | 12,000 | 12,000 |
|
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| 4,81,500 | 3,75,000 | 22,95,000 | 12.7 | 4.90 | 750 | -134.80 | 34.2 | 93,000 | 13,500 | 13,500 |
| 4,33,500 | 13,500 | 15,66,000 | 9.7 | 3.30 | 760 | 0.00 | 198.9 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 770 | 0.00 | 0 | 0 | 0 | 0 |
| 1,15,500 | 1,15,500 | 4,98,000 | 5.5 | 4.45 | 780 | -160.70 | 57.35 | 3,000 | 1,500 | 1,500 |
| 0 | 0 | 0 | 0 | 0.00 | 790 | 0.00 | 0 | 0 | 0 | 0 |
| 3,07,500 | 2,56,500 | 14,07,000 | 3.2 | 1.15 | 800 | -159.85 | 75 | 10,500 | 6,000 | 6,000 |
| 34,05,000 | 39,51,000 | |||||||||
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.