ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
20 Dec 2024 04:10 PM IST
ICICIPRULI 26DEC2024 580 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 653.90 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
19 Dec | 659.50 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
18 Dec | 662.55 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 670.75 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 679.50 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 685.75 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 691.95 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 695.35 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 681.00 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 674.70 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 675.80 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 684.20 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 691.90 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 699.65 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
28 Nov | 691.85 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
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27 Nov | 680.80 | 213.9 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 691.25 | 213.9 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 580 expiring on 26DEC2024
Delta for 580 CE is -
Historical price for 580 CE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 213.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 213.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
ICICIPRULI 26DEC2024 580 PE | |||||||
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Delta: -0.01
Vega: 0.02
Theta: -0.07
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 653.90 | 0.1 | -0.05 | 41.20 | 18 | 0 | 133 |
19 Dec | 659.50 | 0.15 | 0.00 | 42.71 | 3 | 0 | 133 |
18 Dec | 662.55 | 0.15 | 0.00 | 40.96 | 19 | -6 | 133 |
17 Dec | 670.75 | 0.15 | 0.05 | 41.16 | 2 | -1 | 139 |
16 Dec | 679.50 | 0.1 | -0.05 | 39.90 | 8 | -6 | 142 |
13 Dec | 685.75 | 0.15 | 0.00 | 38.53 | 19 | 0 | 148 |
12 Dec | 691.95 | 0.15 | 0.00 | 38.69 | 40 | -6 | 148 |
11 Dec | 695.35 | 0.15 | -0.35 | 38.86 | 72 | -14 | 154 |
10 Dec | 681.00 | 0.5 | -0.10 | 40.45 | 13 | -2 | 168 |
5 Dec | 674.70 | 0.6 | 0.00 | 35.77 | 139 | 25 | 168 |
4 Dec | 675.80 | 0.6 | -0.10 | 34.06 | 59 | 38 | 137 |
3 Dec | 684.20 | 0.7 | -0.10 | 36.46 | 16 | 0 | 83 |
2 Dec | 691.90 | 0.8 | -0.30 | 38.36 | 49 | 40 | 81 |
29 Nov | 699.65 | 1.1 | -0.30 | 40.42 | 57 | 37 | 40 |
28 Nov | 691.85 | 1.4 | -0.05 | 40.33 | 1 | 0 | 2 |
27 Nov | 680.80 | 1.45 | -0.05 | 36.80 | 6 | 0 | 3 |
26 Nov | 691.25 | 1.5 | 38.64 | 26 | 4 | 4 |
For Icici Pru Life Ins Co Ltd - strike price 580 expiring on 26DEC2024
Delta for 580 PE is -0.01
Historical price for 580 PE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 41.20, the open interest changed by 0 which decreased total open position to 133
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 42.71, the open interest changed by 0 which decreased total open position to 133
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 40.96, the open interest changed by -6 which decreased total open position to 133
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 41.16, the open interest changed by -1 which decreased total open position to 139
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 39.90, the open interest changed by -6 which decreased total open position to 142
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 38.53, the open interest changed by 0 which decreased total open position to 148
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 38.69, the open interest changed by -6 which decreased total open position to 148
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 0.15, which was -0.35 lower than the previous day. The implied volatity was 38.86, the open interest changed by -14 which decreased total open position to 154
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 40.45, the open interest changed by -2 which decreased total open position to 168
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 35.77, the open interest changed by 25 which increased total open position to 168
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 34.06, the open interest changed by 38 which increased total open position to 137
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 36.46, the open interest changed by 0 which decreased total open position to 83
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 38.36, the open interest changed by 40 which increased total open position to 81
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 40.42, the open interest changed by 37 which increased total open position to 40
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 40.33, the open interest changed by 0 which decreased total open position to 2
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 36.80, the open interest changed by 0 which decreased total open position to 3
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was 38.64, the open interest changed by 4 which increased total open position to 4