ICICIPRULI
ICICI PRU LIFE INS CO LTD
Historical option data for ICICIPRULI
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 643.00 | 92 | 4.00 | - | 6,000 | 13,500 | 13,500 | |||
| 4 Jul | 633.45 | 88 | - | 0 | 0 | 0 | ||||
| 3 Jul | 634.40 | 88 | - | 3,000 | 0 | 15,000 | ||||
| 2 Jul | 620.35 | 82 | - | 6,000 | 3,000 | 13,500 | ||||
| 1 Jul | 616.70 | 67.9 | - | 1,500 | 10,500 | 10,500 | ||||
| 28 Jun | 605.70 | 58.85 | - | 0 | -1,500 | 0 | ||||
| 27 Jun | 599.65 | 58.85 | - | 3,000 | -1,500 | 9,000 | ||||
| 26 Jun | 596.50 | 56.95 | - | 13,500 | 7,500 | 9,000 | ||||
| 25 Jun | 600.35 | 60 | - | 3,000 | 0 | 1,500 | ||||
| 24 Jun | 605.40 | 61 | - | 0 | 1,500 | 0 | ||||
| 21 Jun | 604.40 | 61.00 | - | 1,500 | 0 | 0 | ||||
| 20 Jun | 605.50 | 50.70 | - | 0 | 0 | 0 | ||||
| 19 Jun | 601.85 | 50.70 | - | 0 | 0 | 0 | ||||
| 18 Jun | 606.80 | 50.70 | - | 0 | 0 | 0 | ||||
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| 14 Jun | 613.70 | 50.70 | - | 0 | 0 | 0 | ||||
| 13 Jun | 596.15 | 50.70 | - | 0 | 0 | 0 | ||||
| 11 Jun | 581.65 | 50.70 | - | 0 | 0 | 0 | ||||
For ICICI PRU LIFE INS CO LTD - strike price 550 expiring on 25JUL2024
Delta for 550 CE is -
Historical price for 550 CE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 92, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 13500
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 88, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 88, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15000
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 82, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 13500
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 67.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 10500
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 58.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 0
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 58.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 9000
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 56.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 9000
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500
On 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 61, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 61.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun ICICIPRULI was trading at 605.50. The strike last trading price was 50.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun ICICIPRULI was trading at 601.85. The strike last trading price was 50.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun ICICIPRULI was trading at 606.80. The strike last trading price was 50.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun ICICIPRULI was trading at 613.70. The strike last trading price was 50.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun ICICIPRULI was trading at 596.15. The strike last trading price was 50.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun ICICIPRULI was trading at 581.65. The strike last trading price was 50.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 643.00 | 0.7 | -0.15 | - | 36,000 | -15,000 | 1,77,000 |
| 4 Jul | 633.45 | 0.85 | - | 52,500 | -30,000 | 1,92,000 | |
| 3 Jul | 634.40 | 1.1 | - | 3,39,000 | 19,500 | 2,22,000 | |
| 2 Jul | 620.35 | 2.25 | - | 3,81,000 | 82,500 | 2,01,000 | |
| 1 Jul | 616.70 | 1.9 | - | 1,27,500 | 18,000 | 1,18,500 | |
| 28 Jun | 605.70 | 3.1 | - | 1,20,000 | 25,500 | 1,00,500 | |
| 27 Jun | 599.65 | 4.65 | - | 93,000 | 9,000 | 75,000 | |
| 26 Jun | 596.50 | 5.75 | - | 1,12,500 | 12,000 | 66,000 | |
| 25 Jun | 600.35 | 4.45 | - | 55,500 | 42,000 | 54,000 | |
| 24 Jun | 605.40 | 4 | - | 9,000 | 7,500 | 10,500 | |
| 21 Jun | 604.40 | 4.30 | - | 4,500 | 1,500 | 4,500 | |
| 20 Jun | 605.50 | 2.90 | - | 0 | 0 | 0 | |
| 19 Jun | 601.85 | 2.90 | - | 0 | 0 | 0 | |
| 18 Jun | 606.80 | 2.90 | - | 0 | 0 | 0 | |
| 14 Jun | 613.70 | 2.90 | - | 3,000 | 1,500 | 4,500 | |
| 13 Jun | 596.15 | 9.60 | - | 0 | 0 | 0 | |
| 11 Jun | 581.65 | 9.60 | - | 4,500 | 3,000 | 3,000 | |
For ICICI PRU LIFE INS CO LTD - strike price 550 expiring on 25JUL2024
Delta for 550 PE is -
Historical price for 550 PE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -15000 which decreased total open position to 177000
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -30000 which decreased total open position to 192000
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 222000
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 201000
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 118500
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 100500
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 75000
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 66000
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 54000
On 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 10500
On 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 4.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 4500
On 20 Jun ICICIPRULI was trading at 605.50. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun ICICIPRULI was trading at 601.85. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun ICICIPRULI was trading at 606.80. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun ICICIPRULI was trading at 613.70. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 4500
On 13 Jun ICICIPRULI was trading at 596.15. The strike last trading price was 9.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun ICICIPRULI was trading at 581.65. The strike last trading price was 9.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000