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[--[65.84.65.76]--]
ICICIPRULI
Icici Pru Life Ins Co Ltd

653.9 -5.60 (-0.85%)

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Historical option data for ICICIPRULI

20 Dec 2024 04:10 PM IST
ICICIPRULI 26DEC2024 580 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 0.02
Theta: -0.07
Gamma: 0.00
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