[--[65.84.65.76]--]
ICICIPRULI
ICICI PRU LIFE INS CO LTD

532.65 9.36 (1.79%)

Option Chain for ICICIPRULI

29 Feb 2024 04:25 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 - 94.00 450 1.20 - 13,500 10,500 24,000
0 0 0 - 89.90 455 6.85 - 0 0 0
0 0 0 - 85.95 460 7.75 - 0 0 0
0 0 0 - 82.05 465 8.75 - 0 0 0
0 0 0 - 78.20 470 2.60 - 2,32,500 1,57,500 2,98,500
0 0 0 - 74.50 475 3.00 - 1,500 0 0
0 0 0 - 54.00 480 3.45 - 76,500 -7,500 94,500
0 0 0 - 67.35 485 5.10 - 0 0 0
0 0 0 - 63.90 490 5.90 - 6,000 0 0
0 0 0 - 60.60 495 16.80 - 0 0 0
30,000 1,500 34,500 - 41.85 500 5.55 - 1,81,500 12,000 2,31,000
0 0 0 - 54.30 505 20.30 - 0 0 0
0 1,500 0 - 34.00 510 8.00 - 24,000 12,000 27,000
1,500 1,500 4,500 - 27.70 515 24.25 - 0 0 0
81,000 4,500 1,32,000 - 26.70 520 10.65 - 1,33,500 21,000 58,500
21,000 15,000 58,500 - 24.00 525 16.85 - 10,500 3,000 4,500
3,28,500 39,000 10,65,000 - 21.00 530 14.00 - 1,17,000 -7,500 39,000
0 0 0 - 38.00 535 21.00 - 3,000 0 0
7,42,500 4,48,500 10,66,500 - 16.35 540 19.10 - 1,17,000 55,500 1,54,500
0 0 0 - 33.45 545 38.75 - 0 0 0
4,32,000 1,06,500 8,10,000 - 12.75 550 26.45 - 6,000 0 57,000
0 0 0 - 29.30 555 44.40 - 0 0 0
97,500 -1,500 1,47,000 - 9.75 560 39.95 - 0 0 0
12,000 12,000 13,500 - 8.70 565 50.50 - 0 0 0
81,000 22,500 82,500 - 7.50 570 53.70 - 0 0 0
0 0 0 - 22.20 575 56.95 - 0 0 0
21,000 21,000 27,000 - 5.45 580 54.95 - 0 0 0
0 0 0 - 19.20 585 63.80 - 0 0 0
0 0 0 - 17.85 590 67.35 - 0 0 0
0 0 0 - 16.55 595 71.50 - 0 1,500 0
5,16,000 1,63,500 5,29,500 - 3.65 600 71.00 - 1,500 10,500 10,500
0 0 0 - 14.25 605 78.45 - 0 0 0
0 0 0 - 13.20 610 82.30 - 0 0 0
0 0 0 - 12.15 615 86.20 - 0 0 0
15,000 15,000 12,000 - 2.50 620 90.20 - 0 0 0
23,79,000 9,99,000
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.