ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
20 Dec 2024 04:10 PM IST
| ICICIPRULI 26DEC2024 630 CE | ||||||||||
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Delta: 0.86
Vega: 0.19
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 653.90 | 27.15 | -8.10 | 29.51 | 26 | 5 | 10 | |||
| 19 Dec | 659.50 | 35.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 662.55 | 35.25 | -38.50 | - | 4 | 1 | 6 | |||
| 17 Dec | 670.75 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 679.50 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 685.75 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 691.95 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 695.35 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 10 Dec | 681.00 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 676.20 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 674.85 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 674.70 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 675.80 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 684.20 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 691.90 | 73.75 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 29 Nov | 699.65 | 73.75 | -48.00 | 22.09 | 5 | 1 | 1 | |||
| 28 Nov | 691.85 | 121.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 680.80 | 121.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 691.25 | 121.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 687.65 | 121.75 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 26DEC2024
Delta for 630 CE is 0.86
Historical price for 630 CE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 27.15, which was -8.10 lower than the previous day. The implied volatity was 29.51, the open interest changed by 5 which increased total open position to 10
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 35.25, 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 35.25, which was -38.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 73.75, 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 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 73.75, 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 73.75, 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 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 73.75, 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 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 73.75, 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 73.75, 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 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 73.75, 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 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 73.75, 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 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 73.75, 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 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 73.75, 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 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 73.75, 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 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 73.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 73.75, which was -48.00 lower than the previous day. The implied volatity was 22.09, the open interest changed by 1 which increased total open position to 1
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 121.75, 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 121.75, 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 121.75, 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 121.75, 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 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.15
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 653.90 | 1.1 | 0.20 | 25.10 | 434 | 54 | 201 |
| 19 Dec | 659.50 | 0.9 | -0.10 | 26.60 | 110 | 5 | 152 |
| 18 Dec | 662.55 | 1 | 0.10 | 27.01 | 98 | -39 | 150 |
| 17 Dec | 670.75 | 0.9 | 0.10 | 28.35 | 38 | -2 | 188 |
| 16 Dec | 679.50 | 0.8 | 0.00 | 30.06 | 49 | 19 | 192 |
| 13 Dec | 685.75 | 0.8 | -0.10 | 28.37 | 49 | -7 | 183 |
| 12 Dec | 691.95 | 0.9 | 0.05 | 30.40 | 159 | 13 | 179 |
| 11 Dec | 695.35 | 0.85 | -0.65 | 30.95 | 140 | 0 | 166 |
| 10 Dec | 681.00 | 1.5 | -0.55 | 28.80 | 348 | -24 | 171 |
| 9 Dec | 676.20 | 2.05 | -0.80 | 28.34 | 138 | -8 | 194 |
| 6 Dec | 674.85 | 2.85 | 0.20 | 28.61 | 298 | 9 | 202 |
| 5 Dec | 674.70 | 2.65 | -1.00 | 28.64 | 291 | 11 | 194 |
| 4 Dec | 675.80 | 3.65 | 0.55 | 29.43 | 233 | 113 | 183 |
| 3 Dec | 684.20 | 3.1 | 0.25 | 30.40 | 109 | 7 | 73 |
| 2 Dec | 691.90 | 2.85 | -0.10 | 31.41 | 52 | 6 | 66 |
| 29 Nov | 699.65 | 2.95 | -1.45 | 32.55 | 123 | 2 | 59 |
| 28 Nov | 691.85 | 4.4 | 0.30 | 34.24 | 253 | 36 | 57 |
| 27 Nov | 680.80 | 4.1 | -5.95 | 29.24 | 31 | 15 | 19 |
| 26 Nov | 691.25 | 10.05 | 7.55 | 43.39 | 615 | 2 | 4 |
| 25 Nov | 687.65 | 2.5 | 27.02 | 2 | 1 | 1 | |
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 26DEC2024
Delta for 630 PE is -0.11
Historical price for 630 PE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 25.10, the open interest changed by 54 which increased total open position to 201
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 26.60, the open interest changed by 5 which increased total open position to 152
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 27.01, the open interest changed by -39 which decreased total open position to 150
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 28.35, the open interest changed by -2 which decreased total open position to 188
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 30.06, the open interest changed by 19 which increased total open position to 192
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 28.37, the open interest changed by -7 which decreased total open position to 183
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 30.40, the open interest changed by 13 which increased total open position to 179
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 30.95, the open interest changed by 0 which decreased total open position to 166
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 28.80, the open interest changed by -24 which decreased total open position to 171
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 2.05, which was -0.80 lower than the previous day. The implied volatity was 28.34, the open interest changed by -8 which decreased total open position to 194
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 2.85, which was 0.20 higher than the previous day. The implied volatity was 28.61, the open interest changed by 9 which increased total open position to 202
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 2.65, which was -1.00 lower than the previous day. The implied volatity was 28.64, the open interest changed by 11 which increased total open position to 194
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 3.65, which was 0.55 higher than the previous day. The implied volatity was 29.43, the open interest changed by 113 which increased total open position to 183
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 3.1, which was 0.25 higher than the previous day. The implied volatity was 30.40, the open interest changed by 7 which increased total open position to 73
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 2.85, which was -0.10 lower than the previous day. The implied volatity was 31.41, the open interest changed by 6 which increased total open position to 66
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 2.95, which was -1.45 lower than the previous day. The implied volatity was 32.55, the open interest changed by 2 which increased total open position to 59
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 4.4, which was 0.30 higher than the previous day. The implied volatity was 34.24, the open interest changed by 36 which increased total open position to 57
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 4.1, which was -5.95 lower than the previous day. The implied volatity was 29.24, the open interest changed by 15 which increased total open position to 19
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 10.05, which was 7.55 higher than the previous day. The implied volatity was 43.39, the open interest changed by 2 which increased total open position to 4
On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 27.02, the open interest changed by 1 which increased total open position to 1
