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 | 47.8 | 5.20 | - | 70,500 | -7,500 | 1,74,000 | |||
| 4 Jul | 633.45 | 42.6 | - | 1,32,000 | -33,000 | 1,81,500 | ||||
| 3 Jul | 634.40 | 43.65 | - | 4,95,000 | 24,000 | 2,14,500 | ||||
| 2 Jul | 620.35 | 34.8 | - | 5,68,500 | -3,000 | 1,90,500 | ||||
| 1 Jul | 616.70 | 32.5 | - | 4,72,500 | -76,500 | 1,93,500 | ||||
| 28 Jun | 605.70 | 25.55 | - | 5,88,000 | 37,500 | 2,70,000 | ||||
| 27 Jun | 599.65 | 23.5 | - | 3,79,500 | 96,000 | 2,32,500 | ||||
| 26 Jun | 596.50 | 23 | - | 2,68,500 | 69,000 | 1,36,500 | ||||
| 25 Jun | 600.35 | 24 | - | 60,000 | 18,000 | 67,500 | ||||
| 24 Jun | 605.40 | 30.45 | - | 54,000 | 21,000 | 48,000 | ||||
| 21 Jun | 604.40 | 30.05 | - | 18,000 | 1,500 | 24,000 | ||||
| 20 Jun | 605.50 | 30.00 | - | 36,000 | 21,000 | 22,500 | ||||
| 19 Jun | 601.85 | 33.80 | - | 1,500 | 0 | 1,500 | ||||
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| 18 Jun | 606.80 | 32.25 | - | 1,500 | 0 | 0 | ||||
| 14 Jun | 613.70 | 27.85 | - | 0 | 0 | 0 | ||||
| 13 Jun | 596.15 | 27.85 | - | 0 | 0 | 0 | ||||
| 11 Jun | 581.65 | 27.85 | - | 0 | 0 | 0 | ||||
| 6 Jun | 562.60 | 27.85 | - | 0 | 0 | 0 | ||||
| 5 Jun | 562.60 | 27.85 | - | 0 | 0 | 0 | ||||
| 4 Jun | 552.05 | 27.85 | - | 0 | 0 | 0 | ||||
| 3 Jun | 552.05 | 27.85 | - | 0 | 0 | 0 | ||||
| 31 May | 548.95 | 27.85 | - | 0 | 0 | 0 | ||||
| 30 May | 548.95 | 27.85 | - | 0 | 0 | 0 | ||||
For ICICI PRU LIFE INS CO LTD - strike price 600 expiring on 25JUL2024
Delta for 600 CE is -
Historical price for 600 CE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 47.8, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 174000
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 42.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -33000 which decreased total open position to 181500
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 43.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 214500
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 34.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 190500
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 32.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -76500 which decreased total open position to 193500
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 25.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 270000
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 23.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 96000 which increased total open position to 232500
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 23, which was lower than the previous day. The implied volatity was -, the open interest changed by 69000 which increased total open position to 136500
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 24, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 67500
On 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 30.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 48000
On 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 30.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 24000
On 20 Jun ICICIPRULI was trading at 605.50. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 22500
On 19 Jun ICICIPRULI was trading at 601.85. The strike last trading price was 33.80, 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 18 Jun ICICIPRULI was trading at 606.80. The strike last trading price was 32.25, 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 27.85, 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 27.85, 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 27.85, 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 27.85, 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 27.85, 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 4 Jun ICICIPRULI was trading at 552.05. The strike last trading price was 27.85, 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 Jun ICICIPRULI was trading at 552.05. The strike last trading price was 27.85, 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 27.85, 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 27.85, 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 | 4.2 | -1.75 | - | 2,65,500 | -51,000 | 3,42,000 |
| 4 Jul | 633.45 | 5.95 | - | 5,43,000 | -48,000 | 3,93,000 | |
| 3 Jul | 634.40 | 7.15 | - | 8,41,500 | -7,500 | 4,41,000 | |
| 2 Jul | 620.35 | 11.75 | - | 14,01,000 | 1,02,000 | 4,53,000 | |
| 1 Jul | 616.70 | 11.5 | - | 5,13,000 | 58,500 | 3,51,000 | |
| 28 Jun | 605.70 | 15.55 | - | 2,92,500 | 40,500 | 2,92,500 | |
| 27 Jun | 599.65 | 18.5 | - | 2,26,500 | 1,14,000 | 2,52,000 | |
| 26 Jun | 596.50 | 21.15 | - | 2,43,000 | 82,500 | 1,38,000 | |
| 25 Jun | 600.35 | 20 | - | 49,500 | 22,500 | 55,500 | |
| 24 Jun | 605.40 | 20 | - | 22,500 | 18,000 | 33,000 | |
| 21 Jun | 604.40 | 19.05 | - | 10,500 | 7,500 | 15,000 | |
| 20 Jun | 605.50 | 22.10 | - | 1,500 | 6,000 | 6,000 | |
| 19 Jun | 601.85 | 20.50 | - | 0 | 0 | 0 | |
| 18 Jun | 606.80 | 20.50 | - | 3,000 | 3,000 | 7,500 | |
| 14 Jun | 613.70 | 17.00 | - | 4,500 | 1,500 | 4,500 | |
| 13 Jun | 596.15 | 30.00 | - | 1,500 | 0 | 3,000 | |
| 11 Jun | 581.65 | 56.00 | - | 0 | 0 | 0 | |
| 6 Jun | 562.60 | 56.00 | - | 0 | 3,000 | 3,000 | |
| 5 Jun | 562.60 | 56.00 | - | 0 | 3,000 | 3,000 | |
| 4 Jun | 552.05 | 56.00 | - | 0 | 0 | 3,000 | |
| 3 Jun | 552.05 | 56.00 | - | 0 | 0 | 3,000 | |
| 31 May | 548.95 | 56.00 | - | 1,500 | 1,500 | 1,500 | |
| 30 May | 548.95 | 56.00 | - | 1,500 | 1,500 | 1,500 | |
For ICICI PRU LIFE INS CO LTD - strike price 600 expiring on 25JUL2024
Delta for 600 PE is -
Historical price for 600 PE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 4.2, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -51000 which decreased total open position to 342000
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -48000 which decreased total open position to 393000
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 441000
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 102000 which increased total open position to 453000
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 11.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 58500 which increased total open position to 351000
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 40500 which increased total open position to 292500
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 18.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 114000 which increased total open position to 252000
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 21.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 138000
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 20, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 55500
On 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 20, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 33000
On 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 19.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 15000
On 20 Jun ICICIPRULI was trading at 605.50. The strike last trading price was 22.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 6000
On 19 Jun ICICIPRULI was trading at 601.85. The strike last trading price was 20.50, 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 20.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 7500
On 14 Jun ICICIPRULI was trading at 613.70. The strike last trading price was 17.00, 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 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000
On 11 Jun ICICIPRULI was trading at 581.65. The strike last trading price was 56.00, 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 56.00, 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 56.00, 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 4 Jun ICICIPRULI was trading at 552.05. The strike last trading price was 56.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000
On 3 Jun ICICIPRULI was trading at 552.05. The strike last trading price was 56.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000
On 31 May ICICIPRULI was trading at 548.95. The strike last trading price was 56.00, 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 56.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500