ICICIPRULI
Icici Pru Life Ins Co Ltd
653.9
-5.60 (-0.85%)
Option Chain for ICICIPRULI
20 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 750 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 213.90 | 0.00 | 580 | -0.05 | 0.10 | 41.20 | 18 | 0 | 133 | -0.01 |
| - | 0 | 0 | 0 | - | 158.70 | 0.00 | 590 | 0.00 | 1.15 | 21.13 | 0 | 0 | 0 | -0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 75.95 | 0.00 | 600 | 0.00 | 0.35 | 36.74 | 29 | 0 | 186 | -0.03 |
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| - | 0 | 0 | 0 | - | 139.90 | 0.00 | 610 | 0.00 | 0.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.87 | 3 | 0 | 1 | 40.09 | 38.35 | -16.55 | 620 | 0.05 | 0.70 | 28.92 | 78 | -15 | 122 | -0.07 |
| 0.86 | 10 | 5 | 26 | 29.51 | 27.15 | -8.10 | 630 | 0.20 | 1.10 | 25.10 | 434 | 54 | 201 | -0.11 |
| 0.77 | 13 | 1 | 21 | 25.89 | 18.30 | -4.55 | 640 | 0.80 | 2.60 | 24.31 | 820 | 98 | 351 | -0.22 |
| 0.61 | 67 | 24 | 651 | 23.73 | 10.85 | -4.70 | 650 | 1.80 | 5.80 | 24.56 | 1,654 | 179 | 495 | -0.39 |
| 0.41 | 475 | 198 | 2,259 | 23.26 | 5.70 | -3.40 | 660 | 3.05 | 10.60 | 23.98 | 1,145 | -96 | 328 | -0.59 |
| 0.25 | 618 | 80 | 1,411 | 24.52 | 2.95 | -1.95 | 670 | 3.90 | 17.15 | 22.79 | 503 | -47 | 161 | -0.77 |
| 0.15 | 988 | -8 | 1,029 | 27.07 | 1.70 | -1.05 | 680 | 4.50 | 25.35 | 21.14 | 49 | -11 | 358 | -0.91 |
| 0.10 | 611 | 39 | 703 | 30.85 | 1.20 | -0.45 | 690 | 4.75 | 34.45 | - | 31 | -8 | 229 | - |
| 0.07 | 1,295 | -163 | 1,130 | 34.10 | 0.85 | -0.35 | 700 | 2.60 | 44.35 | - | 47 | -27 | 369 | - |
| 0.05 | 363 | -14 | 198 | 36.93 | 0.60 | -0.20 | 710 | 2.65 | 53.25 | - | 3 | -1 | 70 | - |
| 0.04 | 458 | -43 | 103 | 40.62 | 0.50 | -0.20 | 720 | 0.00 | 30.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 529 | 6 | 219 | 44.59 | 0.45 | -0.15 | 730 | 0.00 | 54.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 287 | 13 | 109 | 48.23 | 0.40 | -0.20 | 740 | 30.20 | 83.00 | - | 2 | 0 | 21 | - |
| 0.02 | 286 | -6 | 71 | 50.35 | 0.30 | -0.15 | 750 | 0.00 | 94.90 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.02 | 95 | -7 | 33 | 54.49 | 0.30 | -0.10 | 760 | 0.00 | 88.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 54 | 0 | 3 | 50.86 | 0.10 | -0.40 | 770 | 0.00 | 50.05 | - | 0 | 0 | 0 | - |
| - | 152 | 0 | 3 | - | 0.10 | -0.10 | 780 | 0.00 | 43.60 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.35 | 0.00 | 790 | 0.00 | 62.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 44 | -2 | 4 | - | 0.15 | 0.00 | 800 | 0.00 | 143.50 | 0.00 | 0 | -1 | 0 | 0.00 |
| 6,348 | 3,024 | |||||||||||||
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.
