[--[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 56 0.00 - 0 -1,500 0
4 Jul 633.45 56 - 1,500 -1,500 25,500
3 Jul 634.40 47.75 - 18,000 3,000 27,000
2 Jul 620.35 40.8 - 46,500 4,500 25,500
1 Jul 616.70 39.4 - 30,000 1,500 21,000
28 Jun 605.70 31.25 - 36,000 4,500 19,500
27 Jun 599.65 28 - 1,500 0 15,000
26 Jun 596.50 30.3 - 21,000 13,500 13,500
25 Jun 600.35 39.55 - 0 0 0
24 Jun 605.40 39.55 - 0 0 0
21 Jun 604.40 39.55 - 0 0 0
20 Jun 605.50 39.55 - 0 0 0
19 Jun 601.85 39.55 - 1,500 0 0
18 Jun 606.80 31.65 - 0 0 0
14 Jun 613.70 31.65 - 0 0 0
13 Jun 596.15 31.65 - 0 0 0
11 Jun 581.65 31.65 - 0 0 0
6 Jun 562.60 31.65 - 0 0 0
5 Jun 562.60 31.65 - 0 0 0
31 May 548.95 0.00 - 0 0 0
30 May 548.95 0.00 - 0 0 0


For ICICI PRU LIFE INS CO LTD - strike price 590 expiring on 25JUL2024

Delta for 590 CE is -

Historical price for 590 CE is as follows

On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 56, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 0


On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 56, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 25500


On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 47.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 27000


On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 40.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 25500


On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 39.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 21000


On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 31.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 19500


On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 28, 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 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 30.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 13500


On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 39.55, 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 39.55, 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 39.55, 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 39.55, 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 39.55, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 6 Jun ICICIPRULI was trading at 562.60. The strike last trading price was 31.65, 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 5 Jun ICICIPRULI was trading at 562.60. The strike last trading price was 31.65, 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 31 May ICICIPRULI was trading at 548.95. The strike last trading price was 0.00, 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 30 May ICICIPRULI was trading at 548.95. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 643.00 2.85 -1.15 - 1,12,500 39,000 1,33,500
4 Jul 633.45 4 - 2,32,500 -16,500 94,500
3 Jul 634.40 5.2 - 1,56,000 10,500 1,11,000
2 Jul 620.35 8.95 - 3,52,500 -25,500 1,02,000
1 Jul 616.70 8.2 - 1,96,500 24,000 1,27,500
28 Jun 605.70 11.7 - 97,500 18,000 1,03,500
27 Jun 599.65 14.3 - 36,000 7,500 85,500
26 Jun 596.50 16.95 - 88,500 63,000 63,000
25 Jun 600.35 15 - 0 0 0
24 Jun 605.40 15 - 0 0 0
21 Jun 604.40 15.00 - 0 0 0
20 Jun 605.50 15.00 - 0 0 0
19 Jun 601.85 15.00 - 0 0 0
18 Jun 606.80 15.00 - 0 -1,500 0
14 Jun 613.70 15.00 - 3,000 -1,500 1,500
13 Jun 596.15 40.00 - 0 0 0
11 Jun 581.65 40.00 - 0 0 0
6 Jun 562.60 40.00 - 0 3,000 3,000
5 Jun 562.60 40.00 - 0 3,000 3,000
31 May 548.95 40.00 - 1,500 1,500 1,500
30 May 548.95 40.00 - 1,500 1,500 1,500


For ICICI PRU LIFE INS CO LTD - strike price 590 expiring on 25JUL2024

Delta for 590 PE is -

Historical price for 590 PE is as follows

On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 2.85, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 39000 which increased total open position to 133500


On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 94500


On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 111000


On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -25500 which decreased total open position to 102000


On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 127500


On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 11.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 103500


On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 14.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 85500


On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 16.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 63000 which increased total open position to 63000


On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 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 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 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 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 15.00, 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 15.00, 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 19 Jun ICICIPRULI was trading at 601.85. The strike last trading price was 15.00, 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 18 Jun ICICIPRULI was trading at 606.80. The strike last trading price was 15.00, 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 14 Jun ICICIPRULI was trading at 613.70. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 1500


On 13 Jun ICICIPRULI was trading at 596.15. The strike last trading price was 40.00, 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 11 Jun ICICIPRULI was trading at 581.65. The strike last trading price was 40.00, 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 6 Jun ICICIPRULI was trading at 562.60. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000


On 5 Jun ICICIPRULI was trading at 562.60. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000


On 31 May ICICIPRULI was trading at 548.95. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500


On 30 May ICICIPRULI was trading at 548.95. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500