ICICIPRULI
ICICI PRU LIFE INS CO LTD
Historical option data for ICICIPRULI
04 Jul 2024 12:10 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 639.65 | 40.25 | 3.85 | - | 45,000 | 0 | 1,42,500 | |||
| 3 Jul | 634.40 | 36.4 | - | 2,85,000 | -40,500 | 1,42,500 | ||||
| 2 Jul | 620.35 | 28.15 | - | 12,09,000 | 21,000 | 1,83,000 | ||||
| 1 Jul | 616.70 | 25.5 | - | 8,07,000 | -78,000 | 1,62,000 | ||||
| 28 Jun | 605.70 | 20.25 | - | 8,16,000 | 1,05,000 | 2,40,000 | ||||
| 27 Jun | 599.65 | 19 | - | 1,48,500 | 36,000 | 1,35,000 | ||||
| 26 Jun | 596.50 | 18.25 | - | 2,64,000 | 90,000 | 1,00,500 | ||||
|
|
||||||||||
| 25 Jun | 600.35 | 21.5 | - | 16,500 | 6,000 | 10,500 | ||||
| 24 Jun | 605.40 | 25.2 | - | 6,000 | 3,000 | 3,000 | ||||
| 21 Jun | 604.40 | 24.40 | - | 0 | 0 | 0 | ||||
| 20 Jun | 605.50 | 24.40 | - | 0 | 0 | 0 | ||||
| 19 Jun | 601.85 | 24.40 | - | 0 | 0 | 0 | ||||
| 18 Jun | 606.80 | 24.40 | - | 0 | 0 | 0 | ||||
| 14 Jun | 613.70 | 24.40 | - | 0 | 0 | 0 | ||||
| 13 Jun | 596.15 | 24.40 | - | 0 | 0 | 0 | ||||
| 11 Jun | 581.65 | 24.40 | - | 0 | 0 | 0 | ||||
For ICICI PRU LIFE INS CO LTD - strike price 610 expiring on 25JUL2024
Delta for 610 CE is -
Historical price for 610 CE is as follows
On 4 Jul ICICIPRULI was trading at 639.65. The strike last trading price was 40.25, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 142500
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 36.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -40500 which decreased total open position to 142500
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 28.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 183000
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 25.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -78000 which decreased total open position to 162000
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 20.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 105000 which increased total open position to 240000
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 19, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 135000
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 18.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 90000 which increased total open position to 100500
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 21.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 10500
On 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 25.2, 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 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 24.40, 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 20 Jun ICICIPRULI was trading at 605.50. The strike last trading price was 24.40, 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 19 Jun ICICIPRULI was trading at 601.85. The strike last trading price was 24.40, 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 18 Jun ICICIPRULI was trading at 606.80. The strike last trading price was 24.40, 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 14 Jun ICICIPRULI was trading at 613.70. The strike last trading price was 24.40, 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 13 Jun ICICIPRULI was trading at 596.15. The strike last trading price was 24.40, 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 11 Jun ICICIPRULI was trading at 581.65. The strike last trading price was 24.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 639.65 | 8 | -1.85 | - | 1,11,000 | 55,500 | 2,83,500 |
| 3 Jul | 634.40 | 9.85 | - | 8,35,500 | 30,000 | 2,28,000 | |
| 2 Jul | 620.35 | 15.5 | - | 5,29,500 | 49,500 | 1,98,000 | |
| 1 Jul | 616.70 | 15.05 | - | 2,41,500 | 82,500 | 1,48,500 | |
| 28 Jun | 605.70 | 20.15 | - | 1,38,000 | 66,000 | 66,000 | |
| 27 Jun | 599.65 | 59.25 | - | 0 | 0 | 0 | |
| 26 Jun | 596.50 | 59.25 | - | 0 | 0 | 0 | |
| 25 Jun | 600.35 | 59.25 | - | 0 | 0 | 0 | |
| 24 Jun | 605.40 | 59.25 | - | 0 | 0 | 0 | |
| 21 Jun | 604.40 | 59.25 | - | 0 | 0 | 0 | |
| 20 Jun | 605.50 | 59.25 | - | 0 | 0 | 0 | |
| 19 Jun | 601.85 | 59.25 | - | 0 | 0 | 0 | |
| 18 Jun | 606.80 | 59.25 | - | 0 | 0 | 0 | |
| 14 Jun | 613.70 | 59.25 | - | 0 | 0 | 0 | |
| 13 Jun | 596.15 | 59.25 | - | 0 | 0 | 0 | |
| 11 Jun | 581.65 | 59.25 | - | 0 | 0 | 0 | |
For ICICI PRU LIFE INS CO LTD - strike price 610 expiring on 25JUL2024
Delta for 610 PE is -
Historical price for 610 PE is as follows
On 4 Jul ICICIPRULI was trading at 639.65. The strike last trading price was 8, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 55500 which increased total open position to 283500
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 228000
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 15.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 198000
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 15.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 148500
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 20.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 66000
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 59.25, 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 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 59.25, 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 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 59.25, 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 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 59.25, 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 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 59.25, 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 20 Jun ICICIPRULI was trading at 605.50. The strike last trading price was 59.25, 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 19 Jun ICICIPRULI was trading at 601.85. The strike last trading price was 59.25, 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 18 Jun ICICIPRULI was trading at 606.80. The strike last trading price was 59.25, 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 59.25, 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 13 Jun ICICIPRULI was trading at 596.15. The strike last trading price was 59.25, 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 11 Jun ICICIPRULI was trading at 581.65. The strike last trading price was 59.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0