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Related Pages for ICICIPRULI
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ICICIPRULI
Icici Pru Life Ins Co Ltd
600.5 19.30 (3.32%)

Option Chain for ICICIPRULI

12 May 2025 10:25 AM 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 - 77.45 0.00 500 -0.80 0.30 40.60 9 1 89 -0.02
0.00 0 0 0 0.00 95.50 0.00 505 0.00 2.80 0.00 0 0 0 0.00
- 0 0 0 - 91.10 0.00 510 0.00 1.45 0.00 0 4 0 0.00
0.00 0 0 0 0.00 86.75 0.00 515 0.00 3.90 0.00 0 0 0 0.00
- 0 0 0 - 62.95 0.00 520 -1.45 0.70 38.14 2 0 64 -0.03
- 0 0 0 - 78.30 0.00 525 0.00 5.30 17.02 0 0 0 -0.00
- 0 0 0 - 74.20 0.00 530 -2.15 0.90 35.75 6 -3 13 -0.05
- 0 0 0 - 70.20 0.00 535 -2.60 1.15 35.40 17 -3 41 -0.06
0.00 0 12 0 0.00 42.85 0.00 540 -3.20 1.30 34.11 42 -16 31 -0.07
0.00 0 2 0 0.00 38.35 0.00 545 -3.75 1.60 33.51 3 1 36 -0.08
- 22 0 3 - 50.05 15.50 550 -4.30 2.05 33.28 73 7 145 -0.10
0.00 0 0 0 0.00 31.50 0.00 555 -4.90 2.65 33.24 4 3 29 -0.12
- 3 0 2 - 41.00 10.05 560 -5.35 3.20 32.55 24 -4 47 -0.14
0.00 0 -1 0 0.00 24.35 0.00 565 -5.70 4.50 33.84 5 0 77 -0.18
0.88 42 0 2 22.45 34.10 10.05 570 -7.35 4.65 31.31 38 -6 76 -0.20
0.83 48 0 4 23.55 30.25 9.25 575 -8.10 6.05 31.86 21 2 68 -0.24
0.76 143 -41 75 25.22 26.95 9.10 580 -8.70 7.30 31.47 133 -14 170 -0.28
0.73 36 -1 2 22.94 22.40 6.95 585 -10.60 8.10 29.76 27 -3 59 -0.31
0.65 67 -31 65 27.14 21.00 8.25 590 -16.50 9.55 29.05 47 -6 134 -0.36
0.60 60 -4 59 26.85 18.05 7.15 595 -12.95 11.50 28.88 36 -8 62 -0.41
0.54 404 16 327 27.21 15.35 6.30 600 -13.25 13.85 28.95 159 -38 255 -0.46
0.48 77 5 24 26.21 12.40 4.65 605 -12.60 17.75 31.59 1 1 48 -0.51
0.42 433 -20 122 25.99 10.15 3.90 610 -16.10 18.85 28.28 4 -2 140 -0.57
0.36 87 -3 16 24.27 7.45 2.15 615 0.00 40.70 0.00 0 0 0 0.00
0.32 502 -3 366 26.26 6.80 2.60 620 -16.00 26.80 31.47 11 0 64 -0.65
0.27 86 -4 14 26.25 5.45 1.95 625 -14.25 31.35 33.89 2 -2 21 -0.68
0.23 228 -2 63 26.47 4.40 1.45 630 -4.50 35.80 35.80 3 26 26 -0.70
0.19 70 -3 16 26.75 3.55 1.15 635 0.00 43.00 0.00 0 0 0 0.00
0.16 156 11 44 27.21 2.90 0.85 640 0.00 50.00 0.00 0 0 0 0.00
0.00 0 1 0 0.00 1.65 0.00 645 0.00 49.60 0.00 0 0 0 0.00
0.11 372 11 123 27.32 1.75 0.35 650 0.00 42.15 0.00 0 0 0 0.00
0.00 0 -1 0 0.00 1.00 0.00 655 0.00 44.85 0.00 0 0 0 0.00
0.07 72 -4 9 27.93 1.10 0.10 660 0.00 58.35 0.00 0 0 0 0.00
0.00 0 0 0 13.42 8.90 0.00 665 0.00 74.20 - 0 0 0 -
0.00 0 -18 0 0.00 0.65 0.00 670 0.00 78.25 - 0 0 0 -
0.00 0 0 0 0.00 7.25 0.00 675 0.00 82.40 0.00 0 0 0 0.00
0.05 72 0 2 33.36 0.90 0.10 680 0.00 68.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 685 0.00 0.00 0.00 0 0 0 0.00
0.02 138 1 2 30.28 0.30 -0.35 690 0.00 95.20 - 0 0 0 -
3,118 1,695
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.