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Option Chain For ICICIPRULI - ICICI PRU LIFE INS CO LTD
Last updated on 30 Sep 2020 02:40 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 290 - - - - -
- - - - - 300 - - - - -
- - - - - 310 - - - - -
- - - - - 320 - - - - -
- - - - - 330 - - - - 1,500
- - - - - 340 - - - - -
- - - - - 350 0.15 1.15 44.10 -1,500 48,000
- - - - - 360 - - - - 13,500
- - - - - 370 -0.85 2.45 41.06 13,500 27,000
3,000 - - - - 380 0.55 4.10 41.71 -6,000 115,500
- - - - - 390 0.55 5.85 39.95 4,500 48,000
43,500 - - 25.40 -7.95 400 0.30 8.00 39.01 37,500 450,000
10,500 4,500 32.68 26.10 1.35 410 -0.90 10.15 38.34 -3,000 48,000
132,000 9,000 33.12 20.50 1.70 420 -1.65 13.25 40.78 3,000 69,000
97,500 18,000 31.52 15.40 0.80 430 0.30 20.30 38.37 -3,000 27,000
99,000 1,500 32.14 11.35 0.25 440 - - - - -
160,500 22,500 32.10 8.30 0.60 450 -6.00 35.00 43.15 - 13,500
52,500 6,000 33.94 6.00 0.80 460 - - - - -
61,500 9,000 33.51 3.25 -1.20 470 - - - - -
1,500 - 35.01 2.50 0.10 480 - - - - -
7,500 - - - - 490 - - - - 3,000
88,500 7,500 35.36 1.05 -0.20 500 - - - - -
- - - - - 510 - - - - -
16,500 1,500 41.96 1.05 0.40 520 - - - - -
- - - - - 530 - - - - -
- - - - - 540 - - - - -
- - - - - 550 - - - - -
- - - - - 560 - - - - -
Total 774,000 864,000
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.