[--[65.84.65.76]--]
ICICIPRULI
ICICI PRU LIFE INS CO LTD

643 9.55 (1.51%)

Back to Option Chain


Historical option data for ICICIPRULI

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 643.00 48.15 0.00 - 0 0 0
4 Jul 633.45 48.15 - 0 0 0
3 Jul 634.40 48.15 - 0 0 0
2 Jul 620.35 48.15 - 0 4,500 0
1 Jul 616.70 48.15 - 12,000 4,500 13,500
28 Jun 605.70 39.8 - 3,000 1,500 9,000
27 Jun 599.65 36.2 - 7,500 6,000 7,500
26 Jun 596.50 40 - 1,500 0 0
25 Jun 600.35 35.8 - 0 0 0
24 Jun 605.40 35.8 - 0 0 0
21 Jun 604.40 35.80 - 0 0 0
20 Jun 605.50 35.80 - 0 0 0
19 Jun 601.85 35.80 - 0 0 0
18 Jun 606.80 35.80 - 0 0 0
14 Jun 613.70 35.80 - 0 0 0
13 Jun 596.15 35.80 - 0 0 0
11 Jun 581.65 35.80 - 0 0 0


For ICICI PRU LIFE INS CO LTD - strike price 580 expiring on 25JUL2024

Delta for 580 CE is -

Historical price for 580 CE is as follows

On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 48.15, 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 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 48.15, 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 48.15, 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 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 48.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 0


On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 48.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 13500


On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 39.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 9000


On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 36.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 7500


On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 40, 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 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 35.8, 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 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 35.8, 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 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 35.80, 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 35.80, 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 35.80, 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 35.80, 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 35.80, 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 35.80, 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 35.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 643.00 1.95 -1.10 - 88,500 -3,000 4,90,500
4 Jul 633.45 3.05 - 2,32,500 7,500 4,93,500
3 Jul 634.40 3.7 - 2,25,000 -4,500 4,86,000
2 Jul 620.35 6.7 - 11,43,000 3,25,500 4,87,500
1 Jul 616.70 5.7 - 2,34,000 28,500 1,62,000
28 Jun 605.70 8.5 - 1,74,000 39,000 1,33,500
27 Jun 599.65 11 - 63,000 16,500 94,500
26 Jun 596.50 13 - 2,34,000 64,500 75,000
25 Jun 600.35 11.65 - 15,000 9,000 10,500
24 Jun 605.40 8.5 - 1,500 0 0
21 Jun 604.40 41.15 - 0 0 0
20 Jun 605.50 41.15 - 0 0 0
19 Jun 601.85 41.15 - 0 0 0
18 Jun 606.80 41.15 - 0 0 0
14 Jun 613.70 41.15 - 0 0 0
13 Jun 596.15 41.15 - 0 0 0
11 Jun 581.65 41.15 - 0 0 0


For ICICI PRU LIFE INS CO LTD - strike price 580 expiring on 25JUL2024

Delta for 580 PE is -

Historical price for 580 PE is as follows

On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 1.95, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 490500


On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 493500


On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 486000


On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 325500 which increased total open position to 487500


On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 28500 which increased total open position to 162000


On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 39000 which increased total open position to 133500


On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 94500


On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 64500 which increased total open position to 75000


On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 10500


On 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 8.5, 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 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, 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 41.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0