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 | 38.2 | 1.10 | - | 18,000 | -9,000 | 69,000 | |||
| 4 Jul | 633.45 | 37.1 | - | 13,500 | 3,000 | 78,000 | ||||
| 3 Jul | 634.40 | 32.25 | - | 1,08,000 | 4,500 | 75,000 | ||||
| 2 Jul | 620.35 | 25.15 | - | 3,46,500 | 12,000 | 70,500 | ||||
| 1 Jul | 616.70 | 23.55 | - | 2,07,000 | 9,000 | 58,500 | ||||
| 28 Jun | 605.70 | 17.75 | - | 81,000 | 6,000 | 49,500 | ||||
| 27 Jun | 599.65 | 15.55 | - | 7,500 | 0 | 43,500 | ||||
| 26 Jun | 596.50 | 16.5 | - | 2,13,000 | 45,000 | 45,000 | ||||
| 25 Jun | 600.35 | 21.55 | - | 0 | 0 | 0 | ||||
| 24 Jun | 605.40 | 21.55 | - | 0 | 0 | 0 | ||||
| 21 Jun | 604.40 | 21.55 | - | 4,500 | 0 | 6,000 | ||||
| 20 Jun | 605.50 | 19.05 | - | 0 | 4,500 | 0 | ||||
| 19 Jun | 601.85 | 19.05 | - | 0 | 4,500 | 0 | ||||
| 18 Jun | 606.80 | 19.05 | - | 13,500 | 7,500 | 7,500 | ||||
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| 14 Jun | 613.70 | 22.45 | - | 1,500 | 0 | 0 | ||||
| 13 Jun | 596.15 | 0.00 | - | 0 | 0 | 0 | ||||
| 11 Jun | 581.65 | 0.00 | - | 0 | 0 | 0 | ||||
For ICICI PRU LIFE INS CO LTD - strike price 615 expiring on 25JUL2024
Delta for 615 CE is -
Historical price for 615 CE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 38.2, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 69000
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 37.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 78000
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 32.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 75000
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 25.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 70500
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 23.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 58500
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 17.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 49500
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43500
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 16.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 45000 which increased total open position to 45000
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 21.55, 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 21.55, 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 21.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6000
On 20 Jun ICICIPRULI was trading at 605.50. The strike last trading price was 19.05, 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 19 Jun ICICIPRULI was trading at 601.85. The strike last trading price was 19.05, 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 18 Jun ICICIPRULI was trading at 606.80. 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 7500
On 14 Jun ICICIPRULI was trading at 613.70. The strike last trading price was 22.45, 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 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 11 Jun ICICIPRULI was trading at 581.65. 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
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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 | 7.1 | -2.75 | - | 75,000 | -1,500 | 39,000 |
| 4 Jul | 633.45 | 9.85 | - | 90,000 | 3,000 | 40,500 | |
| 3 Jul | 634.40 | 11.1 | - | 1,32,000 | 3,000 | 37,500 | |
| 2 Jul | 620.35 | 17.25 | - | 1,77,000 | 19,500 | 36,000 | |
| 1 Jul | 616.70 | 17.2 | - | 76,500 | 16,500 | 16,500 | |
| 28 Jun | 605.70 | 25 | - | 0 | 0 | 0 | |
| 27 Jun | 599.65 | 25 | - | 0 | 0 | 0 | |
| 26 Jun | 596.50 | 25 | - | 0 | 1,500 | 0 | |
| 25 Jun | 600.35 | 25 | - | 0 | 1,500 | 0 | |
| 24 Jun | 605.40 | 25 | - | 1,500 | 0 | 0 | |
| 21 Jun | 604.40 | 68.95 | - | 0 | 0 | 0 | |
| 20 Jun | 605.50 | 68.95 | - | 0 | 0 | 0 | |
| 19 Jun | 601.85 | 68.95 | - | 0 | 0 | 0 | |
| 18 Jun | 606.80 | 68.95 | - | 0 | 0 | 0 | |
| 14 Jun | 613.70 | 68.95 | - | 0 | 0 | 0 | |
| 13 Jun | 596.15 | 68.95 | - | 0 | 0 | 0 | |
| 11 Jun | 581.65 | 68.95 | - | 0 | 0 | 0 | |
For ICICI PRU LIFE INS CO LTD - strike price 615 expiring on 25JUL2024
Delta for 615 PE is -
Historical price for 615 PE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 7.1, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 39000
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 40500
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 11.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 37500
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 17.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 36000
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 17.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 16500
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 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 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 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 25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 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 68.95, 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 68.95, 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 68.95, 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 68.95, 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 68.95, 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 68.95, 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 68.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0