ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
20 Dec 2024 04:10 PM IST
| ICICIPRULI 26DEC2024 600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 653.90 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 659.50 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 18 Dec | 662.55 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 670.75 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 679.50 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 685.75 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 691.95 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 695.35 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 681.00 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 676.20 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 674.85 | 75.95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 674.70 | 75.95 | -119.15 | - | 2 | 1 | 1 | |||
| 4 Dec | 675.80 | 195.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 684.20 | 195.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 691.90 | 195.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 699.65 | 195.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 691.85 | 195.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 680.80 | 195.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 691.25 | 195.1 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 600 expiring on 26DEC2024
Delta for 600 CE is 0.00
Historical price for 600 CE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 75.95, which was -119.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 195.1, 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 195.1, 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 195.1, 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 195.1, 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 195.1, 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 195.1, 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 195.1, 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 600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.06
Theta: -0.16
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 653.90 | 0.35 | 0.00 | 36.74 | 29 | 0 | 186 |
| 19 Dec | 659.50 | 0.35 | -0.05 | 37.66 | 5 | -2 | 187 |
| 18 Dec | 662.55 | 0.4 | 0.00 | 0.00 | 0 | -6 | 0 |
| 17 Dec | 670.75 | 0.4 | 0.00 | 38.00 | 21 | -7 | 188 |
| 16 Dec | 679.50 | 0.4 | 0.00 | 39.36 | 4 | 2 | 193 |
| 13 Dec | 685.75 | 0.4 | 0.00 | 36.24 | 22 | -1 | 188 |
| 12 Dec | 691.95 | 0.4 | -0.05 | 36.94 | 19 | 1 | 192 |
| 11 Dec | 695.35 | 0.45 | -0.30 | 38.06 | 65 | -19 | 191 |
| 10 Dec | 681.00 | 0.75 | 0.00 | 35.82 | 51 | 14 | 208 |
| 9 Dec | 676.20 | 0.75 | -0.20 | 33.17 | 68 | 43 | 194 |
| 6 Dec | 674.85 | 0.95 | -0.05 | 31.89 | 94 | 11 | 151 |
| 5 Dec | 674.70 | 1 | -0.45 | 32.52 | 250 | -33 | 141 |
| 4 Dec | 675.80 | 1.45 | 0.05 | 33.17 | 82 | 14 | 170 |
| 3 Dec | 684.20 | 1.4 | 0.00 | 34.73 | 131 | -36 | 157 |
| 2 Dec | 691.90 | 1.4 | -0.15 | 36.01 | 38 | 0 | 194 |
| 29 Nov | 699.65 | 1.55 | -0.95 | 36.95 | 351 | 85 | 194 |
| 28 Nov | 691.85 | 2.5 | 0.80 | 38.95 | 160 | 105 | 109 |
| 27 Nov | 680.80 | 1.7 | -0.90 | 31.73 | 3 | 0 | 4 |
| 26 Nov | 691.25 | 2.6 | 37.10 | 20 | 3 | 4 | |
For Icici Pru Life Ins Co Ltd - strike price 600 expiring on 26DEC2024
Delta for 600 PE is -0.03
Historical price for 600 PE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 36.74, the open interest changed by 0 which decreased total open position to 186
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 37.66, the open interest changed by -2 which decreased total open position to 187
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 38.00, the open interest changed by -7 which decreased total open position to 188
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 39.36, the open interest changed by 2 which increased total open position to 193
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 36.24, the open interest changed by -1 which decreased total open position to 188
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 36.94, the open interest changed by 1 which increased total open position to 192
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 0.45, which was -0.30 lower than the previous day. The implied volatity was 38.06, the open interest changed by -19 which decreased total open position to 191
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 35.82, the open interest changed by 14 which increased total open position to 208
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 33.17, the open interest changed by 43 which increased total open position to 194
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 31.89, the open interest changed by 11 which increased total open position to 151
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 32.52, the open interest changed by -33 which decreased total open position to 141
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 33.17, the open interest changed by 14 which increased total open position to 170
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 34.73, the open interest changed by -36 which decreased total open position to 157
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 36.01, the open interest changed by 0 which decreased total open position to 194
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 36.95, the open interest changed by 85 which increased total open position to 194
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 2.5, which was 0.80 higher than the previous day. The implied volatity was 38.95, the open interest changed by 105 which increased total open position to 109
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 1.7, which was -0.90 lower than the previous day. The implied volatity was 31.73, the open interest changed by 0 which decreased total open position to 4
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was 37.10, the open interest changed by 3 which increased total open position to 4
