ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 03:50 PM IST
| ICICIPRULI 28NOV2024 620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 678.55 | 140.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 685.20 | 140.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 685.20 | 140.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 693.90 | 140.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 688.00 | 140.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 704.30 | 140.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 710.35 | 140.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 713.85 | 140.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 716.25 | 140.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 732.15 | 140.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 735.80 | 140.5 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 28NOV2024
Delta for 620 CE is -
Historical price for 620 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 140.5, 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 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 140.5, 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 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 140.5, 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 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 140.5, 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 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 140.5, 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 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 140.5, 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 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 140.5, 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 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 140.5, 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 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 140.5, 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 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 140.5, 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 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 140.5, 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 28NOV2024 620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.09
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 678.55 | 0.65 | -0.20 | 38.46 | 56.5 | 27 | 75 |
| 20 Nov | 685.20 | 0.85 | 0.00 | 38.69 | 90 | 30.5 | 49 |
| 19 Nov | 685.20 | 0.85 | 0.05 | 38.69 | 90 | 31.5 | 49 |
| 14 Nov | 693.90 | 0.8 | -0.20 | 34.52 | 14 | -4.5 | 18 |
| 13 Nov | 688.00 | 1 | 0.75 | 33.08 | 6 | 4 | 22.5 |
| 11 Nov | 704.30 | 0.25 | -0.40 | 28.47 | 1.5 | 0 | 18.5 |
| 8 Nov | 710.35 | 0.65 | 0.00 | 33.05 | 2.5 | 0 | 18.5 |
| 7 Nov | 713.85 | 0.65 | -0.20 | 32.51 | 4 | 0 | 18 |
| 6 Nov | 716.25 | 0.85 | -0.05 | 34.89 | 11 | 4 | 18 |
| 5 Nov | 732.15 | 0.9 | -0.10 | 36.55 | 60 | 14 | 15 |
| 4 Nov | 735.80 | 1 | 38.93 | 1 | 0 | 1 | |
For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 28NOV2024
Delta for 620 PE is -0.04
Historical price for 620 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 38.46, the open interest changed by 54 which increased total open position to 150
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 38.69, the open interest changed by 61 which increased total open position to 98
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 38.69, the open interest changed by 63 which increased total open position to 98
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 34.52, the open interest changed by -9 which decreased total open position to 36
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 1, which was 0.75 higher than the previous day. The implied volatity was 33.08, the open interest changed by 8 which increased total open position to 45
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 0.25, which was -0.40 lower than the previous day. The implied volatity was 28.47, the open interest changed by 0 which decreased total open position to 37
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 33.05, the open interest changed by 0 which decreased total open position to 37
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 32.51, the open interest changed by 0 which decreased total open position to 36
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 34.89, the open interest changed by 8 which increased total open position to 36
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 36.55, the open interest changed by 28 which increased total open position to 30
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 1, which was lower than the previous day. The implied volatity was 38.93, the open interest changed by 0 which decreased total open position to 2
