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 | 33.1 | 4.75 | - | 2,07,000 | 48,000 | 2,86,500 | |||
| 4 Jul | 633.45 | 28.35 | - | 3,78,000 | -45,000 | 2,38,500 | ||||
| 3 Jul | 634.40 | 29.25 | - | 15,84,000 | -2,55,000 | 2,83,500 | ||||
| 2 Jul | 620.35 | 22.9 | - | 38,01,000 | 1,38,000 | 5,44,500 | ||||
| 1 Jul | 616.70 | 20.2 | - | 21,73,500 | 1,03,500 | 4,06,500 | ||||
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| 28 Jun | 605.70 | 15.85 | - | 7,26,000 | 46,500 | 3,03,000 | ||||
| 27 Jun | 599.65 | 15.25 | - | 2,29,500 | -16,500 | 2,56,500 | ||||
| 26 Jun | 596.50 | 14.7 | - | 12,46,500 | 1,74,000 | 2,71,500 | ||||
| 25 Jun | 600.35 | 15.8 | - | 1,08,000 | 72,000 | 97,500 | ||||
| 24 Jun | 605.40 | 20 | - | 34,500 | 19,500 | 25,500 | ||||
| 21 Jun | 604.40 | 19.50 | - | 12,000 | 6,000 | 6,000 | ||||
| 20 Jun | 605.50 | 21.35 | - | 0 | 0 | 0 | ||||
| 19 Jun | 601.85 | 21.35 | - | 0 | 0 | 0 | ||||
| 18 Jun | 606.80 | 21.35 | - | 0 | 0 | 0 | ||||
| 14 Jun | 613.70 | 21.35 | - | 0 | 0 | 0 | ||||
| 13 Jun | 596.15 | 21.35 | - | 0 | 0 | 0 | ||||
| 11 Jun | 581.65 | 21.35 | - | 0 | 0 | 0 | ||||
For ICICI PRU LIFE INS CO LTD - strike price 620 expiring on 25JUL2024
Delta for 620 CE is -
Historical price for 620 CE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 33.1, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 286500
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 28.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -45000 which decreased total open position to 238500
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 29.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -255000 which decreased total open position to 283500
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 22.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 138000 which increased total open position to 544500
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 20.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 103500 which increased total open position to 406500
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 15.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 46500 which increased total open position to 303000
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 15.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 256500
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 14.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 174000 which increased total open position to 271500
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 15.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 97500
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 19500 which increased total open position to 25500
On 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 19.50, 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 20 Jun ICICIPRULI was trading at 605.50. The strike last trading price was 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 | 8.45 | -3.05 | - | 2,94,000 | 45,000 | 2,41,500 |
| 4 Jul | 633.45 | 11.5 | - | 4,27,500 | 16,500 | 1,96,500 | |
| 3 Jul | 634.40 | 13.15 | - | 9,52,500 | 34,500 | 1,80,000 | |
| 2 Jul | 620.35 | 19.85 | - | 6,22,500 | 55,500 | 1,45,500 | |
| 1 Jul | 616.70 | 19.75 | - | 2,35,500 | 40,500 | 90,000 | |
| 28 Jun | 605.70 | 25.85 | - | 1,03,500 | 24,000 | 49,500 | |
| 27 Jun | 599.65 | 31 | - | 9,000 | 7,500 | 25,500 | |
| 26 Jun | 596.50 | 32.85 | - | 27,000 | 15,000 | 16,500 | |
| 25 Jun | 600.35 | 28 | - | 3,000 | 1,500 | 1,500 | |
| 24 Jun | 605.40 | 66 | - | 0 | 0 | 0 | |
| 21 Jun | 604.40 | 66.00 | - | 0 | 0 | 0 | |
| 20 Jun | 605.50 | 66.00 | - | 0 | 0 | 0 | |
| 19 Jun | 601.85 | 66.00 | - | 0 | 0 | 0 | |
| 18 Jun | 606.80 | 66.00 | - | 0 | 0 | 0 | |
| 14 Jun | 613.70 | 66.00 | - | 0 | 0 | 0 | |
| 13 Jun | 596.15 | 66.00 | - | 0 | 0 | 0 | |
| 11 Jun | 581.65 | 66.00 | - | 0 | 0 | 0 | |
For ICICI PRU LIFE INS CO LTD - strike price 620 expiring on 25JUL2024
Delta for 620 PE is -
Historical price for 620 PE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 8.45, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 45000 which increased total open position to 241500
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 11.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 196500
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 13.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 34500 which increased total open position to 180000
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 19.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 55500 which increased total open position to 145500
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 19.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 40500 which increased total open position to 90000
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 25.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 49500
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 31, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 25500
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 32.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 16500
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 28, 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 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 66, 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 66.00, 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 20 Jun ICICIPRULI was trading at 605.50. The strike last trading price was 66.00, 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 19 Jun ICICIPRULI was trading at 601.85. The strike last trading price was 66.00, 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 18 Jun ICICIPRULI was trading at 606.80. The strike last trading price was 66.00, 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 14 Jun ICICIPRULI was trading at 613.70. The strike last trading price was 66.00, 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 13 Jun ICICIPRULI was trading at 596.15. The strike last trading price was 66.00, 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 66.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0