ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
09 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 630 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.59
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 623.60 | 10.6 | 2.85 | 20.25 | 1,142 | -2 | 761 | |||||||||
| 8 Dec | 616.25 | 8.35 | -2.2 | 19.03 | 2,671 | 48 | 765 | |||||||||
| 5 Dec | 626.05 | 10.45 | 3.6 | 15.76 | 410 | 31 | 717 | |||||||||
| 4 Dec | 615.35 | 7.1 | 1.05 | 16.38 | 130 | 56 | 686 | |||||||||
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| 3 Dec | 611.25 | 6 | -2.6 | 17.08 | 166 | -23 | 630 | |||||||||
| 2 Dec | 616.55 | 8.55 | -2.55 | 19.26 | 136 | 8 | 653 | |||||||||
| 1 Dec | 621.55 | 11.5 | 1.4 | 18.85 | 151 | 2 | 645 | |||||||||
| 28 Nov | 619.75 | 9.9 | -3.3 | 15.72 | 233 | 7 | 643 | |||||||||
| 27 Nov | 625.25 | 13.35 | 1.55 | 16.20 | 347 | 15 | 628 | |||||||||
| 26 Nov | 621.90 | 12.2 | 3.2 | 16.95 | 1,396 | 480 | 613 | |||||||||
| 25 Nov | 612.25 | 9 | 0.2 | 17.05 | 54 | 14 | 133 | |||||||||
| 24 Nov | 607.35 | 8.5 | -1.7 | 21.12 | 56 | -5 | 119 | |||||||||
| 21 Nov | 610.90 | 10.25 | -4.35 | 19.94 | 49 | 22 | 123 | |||||||||
| 20 Nov | 618.40 | 14.5 | 1.7 | 19.75 | 155 | 38 | 99 | |||||||||
| 19 Nov | 613.95 | 12.8 | -6.7 | 19.91 | 62 | 26 | 61 | |||||||||
| 18 Nov | 626.80 | 19.5 | -4.65 | 21.77 | 24 | 10 | 34 | |||||||||
| 17 Nov | 630.60 | 24.15 | 3.6 | 24.22 | 25 | 17 | 18 | |||||||||
| 14 Nov | 629.45 | 20.55 | -2.9 | 18.15 | 1 | 0 | 0 | |||||||||
| 13 Nov | 630.10 | 23.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 632.95 | 23.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 624.70 | 23.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 614.80 | 23.45 | 0 | 1.28 | 0 | 0 | 0 | |||||||||
| 7 Nov | 615.35 | 23.45 | 0 | 0.58 | 0 | 0 | 0 | |||||||||
| 3 Nov | 599.25 | 23.45 | 0 | 2.45 | 0 | 0 | 0 | |||||||||
| 31 Oct | 591.15 | 23.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 600.40 | 23.45 | 0 | 2.41 | 0 | 0 | 0 | |||||||||
| 29 Oct | 601.00 | 23.45 | 0 | 2.17 | 0 | 0 | 0 | |||||||||
| 28 Oct | 600.50 | 23.45 | 0 | 1.98 | 0 | 0 | 0 | |||||||||
| 24 Oct | 601.95 | 23.45 | 0 | 1.95 | 0 | 0 | 0 | |||||||||
| 21 Oct | 595.30 | 23.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 596.75 | 23.45 | 0 | 2.39 | 0 | 0 | 0 | |||||||||
| 17 Oct | 595.75 | 23.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 598.05 | 23.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 593.60 | 23.45 | 0 | 2.27 | 0 | 0 | 0 | |||||||||
| 9 Oct | 593.40 | 23.45 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
| 8 Oct | 592.90 | 23.45 | 0 | 2.25 | 0 | 0 | 0 | |||||||||
| 6 Oct | 600.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 601.10 | 0 | 0 | 1.44 | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 30DEC2025
Delta for 630 CE is 0.47
Historical price for 630 CE is as follows
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 10.6, which was 2.85 higher than the previous day. The implied volatity was 20.25, the open interest changed by -2 which decreased total open position to 761
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 8.35, which was -2.2 lower than the previous day. The implied volatity was 19.03, the open interest changed by 48 which increased total open position to 765
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 10.45, which was 3.6 higher than the previous day. The implied volatity was 15.76, the open interest changed by 31 which increased total open position to 717
On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 7.1, which was 1.05 higher than the previous day. The implied volatity was 16.38, the open interest changed by 56 which increased total open position to 686
On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 6, which was -2.6 lower than the previous day. The implied volatity was 17.08, the open interest changed by -23 which decreased total open position to 630
On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 8.55, which was -2.55 lower than the previous day. The implied volatity was 19.26, the open interest changed by 8 which increased total open position to 653
On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 11.5, which was 1.4 higher than the previous day. The implied volatity was 18.85, the open interest changed by 2 which increased total open position to 645
On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 9.9, which was -3.3 lower than the previous day. The implied volatity was 15.72, the open interest changed by 7 which increased total open position to 643
On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 13.35, which was 1.55 higher than the previous day. The implied volatity was 16.20, the open interest changed by 15 which increased total open position to 628
On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 12.2, which was 3.2 higher than the previous day. The implied volatity was 16.95, the open interest changed by 480 which increased total open position to 613
On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 9, which was 0.2 higher than the previous day. The implied volatity was 17.05, the open interest changed by 14 which increased total open position to 133
On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 8.5, which was -1.7 lower than the previous day. The implied volatity was 21.12, the open interest changed by -5 which decreased total open position to 119
On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 10.25, which was -4.35 lower than the previous day. The implied volatity was 19.94, the open interest changed by 22 which increased total open position to 123
On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 14.5, which was 1.7 higher than the previous day. The implied volatity was 19.75, the open interest changed by 38 which increased total open position to 99
On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 12.8, which was -6.7 lower than the previous day. The implied volatity was 19.91, the open interest changed by 26 which increased total open position to 61
On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 19.5, which was -4.65 lower than the previous day. The implied volatity was 21.77, the open interest changed by 10 which increased total open position to 34
On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 24.15, which was 3.6 higher than the previous day. The implied volatity was 24.22, the open interest changed by 17 which increased total open position to 18
On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 20.55, which was -2.9 lower than the previous day. The implied volatity was 18.15, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 23.45, which was 0 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 624.70. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 29 Oct ICICIPRULI was trading at 601.00. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
On 28 Oct ICICIPRULI was trading at 600.50. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 24 Oct ICICIPRULI was trading at 601.95. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
On 21 Oct ICICIPRULI was trading at 595.30. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Oct ICICIPRULI was trading at 596.75. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 17 Oct ICICIPRULI was trading at 595.75. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct ICICIPRULI was trading at 598.05. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct ICICIPRULI was trading at 593.60. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0
On 9 Oct ICICIPRULI was trading at 593.40. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 8 Oct ICICIPRULI was trading at 592.90. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 6 Oct ICICIPRULI was trading at 600.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Oct ICICIPRULI was trading at 601.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 30DEC2025 630 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.59
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 623.60 | 13.05 | -4.4 | 19.09 | 188 | -2 | 169 |
| 8 Dec | 616.25 | 17 | 5 | 21.45 | 519 | 91 | 171 |
| 5 Dec | 626.05 | 12.15 | -7.65 | 18.82 | 45 | 28 | 80 |
| 4 Dec | 615.35 | 19.8 | -3.15 | 22.92 | 13 | 2 | 52 |
| 3 Dec | 611.25 | 22.95 | 4.6 | 22.88 | 66 | -7 | 50 |
| 2 Dec | 616.55 | 18.15 | 2.75 | 17.66 | 47 | -14 | 57 |
| 1 Dec | 621.55 | 15.5 | -2.2 | 19.47 | 58 | 8 | 71 |
| 28 Nov | 619.75 | 17.6 | 4.05 | 21.47 | 37 | -15 | 62 |
| 27 Nov | 625.25 | 13.6 | -3.1 | 19.64 | 92 | 41 | 76 |
| 26 Nov | 621.90 | 16 | -7.1 | 20.17 | 37 | 14 | 35 |
| 25 Nov | 612.25 | 23.1 | 0.45 | 23.78 | 8 | 0 | 19 |
| 24 Nov | 607.35 | 22.65 | 2.8 | 13.73 | 6 | 1 | 19 |
| 21 Nov | 610.90 | 19.85 | -4.5 | - | 0 | 0 | 0 |
| 20 Nov | 618.40 | 19.85 | -4.5 | 21.97 | 25 | -1 | 17 |
| 19 Nov | 613.95 | 24.35 | 6.4 | 24.32 | 16 | 9 | 17 |
| 18 Nov | 626.80 | 17.95 | 1.65 | 22.55 | 4 | 3 | 8 |
| 17 Nov | 630.60 | 16.3 | -1.2 | 22.60 | 1 | 0 | 4 |
| 14 Nov | 629.45 | 17.5 | 0.1 | 24.10 | 1 | 0 | 3 |
| 13 Nov | 630.10 | 17.4 | -31.3 | - | 0 | 3 | 0 |
| 12 Nov | 632.95 | 17.4 | -31.3 | 23.96 | 3 | 1 | 1 |
| 11 Nov | 624.70 | 48.7 | 0 | 0.33 | 0 | 0 | 0 |
| 10 Nov | 614.80 | 48.7 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 615.35 | 48.7 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 599.25 | 48.7 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 591.15 | 48.7 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 600.40 | 48.7 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 601.00 | 48.7 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 600.50 | 48.7 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 601.95 | 48.7 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 595.30 | 48.7 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 596.75 | 48.7 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 595.75 | 48.7 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 598.05 | 48.7 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 593.60 | 48.7 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 593.40 | 48.7 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 592.90 | 48.7 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 600.45 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 601.10 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 30DEC2025
Delta for 630 PE is -0.53
Historical price for 630 PE is as follows
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 13.05, which was -4.4 lower than the previous day. The implied volatity was 19.09, the open interest changed by -2 which decreased total open position to 169
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 17, which was 5 higher than the previous day. The implied volatity was 21.45, the open interest changed by 91 which increased total open position to 171
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 12.15, which was -7.65 lower than the previous day. The implied volatity was 18.82, the open interest changed by 28 which increased total open position to 80
On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 19.8, which was -3.15 lower than the previous day. The implied volatity was 22.92, the open interest changed by 2 which increased total open position to 52
On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 22.95, which was 4.6 higher than the previous day. The implied volatity was 22.88, the open interest changed by -7 which decreased total open position to 50
On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 18.15, which was 2.75 higher than the previous day. The implied volatity was 17.66, the open interest changed by -14 which decreased total open position to 57
On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 15.5, which was -2.2 lower than the previous day. The implied volatity was 19.47, the open interest changed by 8 which increased total open position to 71
On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 17.6, which was 4.05 higher than the previous day. The implied volatity was 21.47, the open interest changed by -15 which decreased total open position to 62
On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 13.6, which was -3.1 lower than the previous day. The implied volatity was 19.64, the open interest changed by 41 which increased total open position to 76
On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 16, which was -7.1 lower than the previous day. The implied volatity was 20.17, the open interest changed by 14 which increased total open position to 35
On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 23.1, which was 0.45 higher than the previous day. The implied volatity was 23.78, the open interest changed by 0 which decreased total open position to 19
On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 22.65, which was 2.8 higher than the previous day. The implied volatity was 13.73, the open interest changed by 1 which increased total open position to 19
On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 19.85, which was -4.5 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 618.40. The strike last trading price was 19.85, which was -4.5 lower than the previous day. The implied volatity was 21.97, the open interest changed by -1 which decreased total open position to 17
On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 24.35, which was 6.4 higher than the previous day. The implied volatity was 24.32, the open interest changed by 9 which increased total open position to 17
On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 17.95, which was 1.65 higher than the previous day. The implied volatity was 22.55, the open interest changed by 3 which increased total open position to 8
On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 16.3, which was -1.2 lower than the previous day. The implied volatity was 22.60, the open interest changed by 0 which decreased total open position to 4
On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 17.5, which was 0.1 higher than the previous day. The implied volatity was 24.10, the open interest changed by 0 which decreased total open position to 3
On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 17.4, which was -31.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 17.4, which was -31.3 lower than the previous day. The implied volatity was 23.96, the open interest changed by 1 which increased total open position to 1
On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 48.7, which was 0 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 615.35. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct ICICIPRULI was trading at 601.00. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct ICICIPRULI was trading at 600.50. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Oct ICICIPRULI was trading at 601.95. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct ICICIPRULI was trading at 595.30. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Oct ICICIPRULI was trading at 596.75. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Oct ICICIPRULI was trading at 595.75. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct ICICIPRULI was trading at 598.05. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct ICICIPRULI was trading at 593.60. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Oct ICICIPRULI was trading at 593.40. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Oct ICICIPRULI was trading at 592.90. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Oct ICICIPRULI was trading at 600.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Oct ICICIPRULI was trading at 601.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































