ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
20 Dec 2024 04:10 PM IST
| ICICIPRULI 26DEC2024 620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.18
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 653.90 | 38.35 | -16.55 | 40.09 | 1 | 0 | 3 | |||
| 19 Dec | 659.50 | 54.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 662.55 | 54.9 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 17 Dec | 670.75 | 54.9 | -21.10 | 42.61 | 2 | 0 | 4 | |||
| 16 Dec | 679.50 | 76 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 685.75 | 76 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Dec | 691.95 | 76 | 12.90 | 41.00 | 1 | 0 | 3 | |||
| 11 Dec | 695.35 | 63.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 681.00 | 63.1 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 9 Dec | 676.20 | 63.1 | 10.90 | 38.62 | 2 | 0 | 5 | |||
| 6 Dec | 674.85 | 52.2 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Dec | 674.70 | 52.2 | -25.25 | - | 4 | 1 | 3 | |||
| 4 Dec | 675.80 | 77.45 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 684.20 | 77.45 | 1.65 | 51.66 | 1 | 0 | 1 | |||
| 2 Dec | 691.90 | 75.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 29 Nov | 699.65 | 75.8 | -100.95 | - | 1 | 0 | 0 | |||
| 28 Nov | 691.85 | 176.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 680.80 | 176.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 691.25 | 176.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 687.65 | 176.75 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 26DEC2024
Delta for 620 CE is 0.87
Historical price for 620 CE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 38.35, which was -16.55 lower than the previous day. The implied volatity was 40.09, the open interest changed by 0 which decreased total open position to 3
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 54.9, 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 54.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 54.9, which was -21.10 lower than the previous day. The implied volatity was 42.61, the open interest changed by 0 which decreased total open position to 4
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 76, 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 76, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 76, which was 12.90 higher than the previous day. The implied volatity was 41.00, the open interest changed by 0 which decreased total open position to 3
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 63.1, 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 63.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 63.1, which was 10.90 higher than the previous day. The implied volatity was 38.62, the open interest changed by 0 which decreased total open position to 5
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 52.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 52.2, which was -25.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 77.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 77.45, which was 1.65 higher than the previous day. The implied volatity was 51.66, the open interest changed by 0 which decreased total open position to 1
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 75.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 75.8, which was -100.95 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 176.75, 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 176.75, 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 176.75, 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 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 176.75, 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 620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.11
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 653.90 | 0.7 | 0.05 | 28.92 | 78 | -15 | 122 |
| 19 Dec | 659.50 | 0.65 | 0.00 | 30.52 | 51 | 8 | 144 |
| 18 Dec | 662.55 | 0.65 | 0.05 | 29.86 | 27 | -7 | 137 |
| 17 Dec | 670.75 | 0.6 | 0.10 | 30.92 | 46 | -1 | 144 |
| 16 Dec | 679.50 | 0.5 | -0.10 | 31.85 | 19 | -8 | 136 |
| 13 Dec | 685.75 | 0.6 | -0.05 | 30.79 | 52 | 24 | 137 |
| 12 Dec | 691.95 | 0.65 | 0.00 | 32.34 | 73 | 2 | 113 |
| 11 Dec | 695.35 | 0.65 | -0.45 | 33.06 | 111 | -26 | 110 |
| 10 Dec | 681.00 | 1.1 | -0.30 | 30.71 | 187 | 56 | 137 |
| 9 Dec | 676.20 | 1.4 | -0.60 | 29.67 | 99 | 19 | 81 |
| 6 Dec | 674.85 | 2 | 0.05 | 29.76 | 111 | 9 | 64 |
| 5 Dec | 674.70 | 1.95 | -0.45 | 30.07 | 177 | -8 | 55 |
| 4 Dec | 675.80 | 2.4 | 0.05 | 29.40 | 74 | 5 | 63 |
| 3 Dec | 684.20 | 2.35 | 0.15 | 31.77 | 123 | 9 | 66 |
| 2 Dec | 691.90 | 2.2 | -0.10 | 32.80 | 64 | 32 | 55 |
| 29 Nov | 699.65 | 2.3 | -0.90 | 33.75 | 106 | 12 | 25 |
| 28 Nov | 691.85 | 3.2 | -1.70 | 34.54 | 279 | 2 | 13 |
| 27 Nov | 680.80 | 4.9 | 1.15 | 34.50 | 4 | 0 | 11 |
| 26 Nov | 691.25 | 3.75 | 0.40 | 33.93 | 1,521 | 11 | 11 |
| 25 Nov | 687.65 | 3.35 | 10.65 | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 26DEC2024
Delta for 620 PE is -0.07
Historical price for 620 PE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 28.92, the open interest changed by -15 which decreased total open position to 122
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 30.52, the open interest changed by 8 which increased total open position to 144
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 29.86, the open interest changed by -7 which decreased total open position to 137
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 30.92, the open interest changed by -1 which decreased total open position to 144
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 31.85, the open interest changed by -8 which decreased total open position to 136
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 30.79, the open interest changed by 24 which increased total open position to 137
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 32.34, the open interest changed by 2 which increased total open position to 113
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 33.06, the open interest changed by -26 which decreased total open position to 110
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 30.71, the open interest changed by 56 which increased total open position to 137
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 29.67, the open interest changed by 19 which increased total open position to 81
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 29.76, the open interest changed by 9 which increased total open position to 64
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 30.07, the open interest changed by -8 which decreased total open position to 55
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was 29.40, the open interest changed by 5 which increased total open position to 63
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was 31.77, the open interest changed by 9 which increased total open position to 66
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 2.2, which was -0.10 lower than the previous day. The implied volatity was 32.80, the open interest changed by 32 which increased total open position to 55
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 2.3, which was -0.90 lower than the previous day. The implied volatity was 33.75, the open interest changed by 12 which increased total open position to 25
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 3.2, which was -1.70 lower than the previous day. The implied volatity was 34.54, the open interest changed by 2 which increased total open position to 13
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 4.9, which was 1.15 higher than the previous day. The implied volatity was 34.50, the open interest changed by 0 which decreased total open position to 11
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 3.75, which was 0.40 higher than the previous day. The implied volatity was 33.93, the open interest changed by 11 which increased total open position to 11
On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was 10.65, the open interest changed by 0 which decreased total open position to 0
