ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 04:00 PM IST
| ICICIPRULI 28NOV2024 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 678.55 | 55.55 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 20 Nov | 685.20 | 55.55 | 0.00 | 35.19 | 1.5 | 0.5 | 0.5 | |||
|
|
||||||||||
| 19 Nov | 685.20 | 55.55 | -106.55 | 35.19 | 1.5 | 0.5 | 0.5 | |||
| 18 Nov | 693.20 | 162.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 693.90 | 162.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 688.00 | 162.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 704.30 | 162.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 710.35 | 162.1 | 162.10 | - | 0 | 0 | 0 | |||
| 7 Nov | 713.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 716.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 732.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 735.80 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 28NOV2024
Delta for 630 CE is 0.00
Historical price for 630 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 55.55, 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 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 55.55, which was 0.00 lower than the previous day. The implied volatity was 35.19, the open interest changed by 1 which increased total open position to 1
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 55.55, which was -106.55 lower than the previous day. The implied volatity was 35.19, the open interest changed by 1 which increased total open position to 1
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 162.1, 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 162.1, 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 162.1, 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 162.1, 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 162.1, which was 162.10 higher 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 0, 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 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 0, 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 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 0, 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 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 28NOV2024 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.11
Theta: -0.28
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 678.55 | 0.9 | -0.35 | 35.20 | 76.5 | 9 | 41.5 |
| 20 Nov | 685.20 | 1.25 | 0.00 | 36.65 | 74.5 | 6 | 34.5 |
| 19 Nov | 685.20 | 1.25 | 0.50 | 36.65 | 74.5 | 8 | 34.5 |
| 18 Nov | 693.20 | 0.75 | -0.20 | 34.85 | 10 | 2 | 25 |
| 14 Nov | 693.90 | 0.95 | -0.50 | 31.66 | 6 | 1 | 22.5 |
| 13 Nov | 688.00 | 1.45 | -0.55 | 31.67 | 37.5 | 22 | 22 |
| 11 Nov | 704.30 | 2 | 0.00 | 14.55 | 0 | 0 | 0 |
| 8 Nov | 710.35 | 2 | 2.00 | 14.68 | 0 | 0 | 0 |
| 7 Nov | 713.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 716.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 732.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 735.80 | 0 | 0.00 | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 28NOV2024
Delta for 630 PE is -0.06
Historical price for 630 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 35.20, the open interest changed by 18 which increased total open position to 83
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 36.65, the open interest changed by 12 which increased total open position to 69
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 1.25, which was 0.50 higher than the previous day. The implied volatity was 36.65, the open interest changed by 16 which increased total open position to 69
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 34.85, the open interest changed by 4 which increased total open position to 50
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 0.95, which was -0.50 lower than the previous day. The implied volatity was 31.66, the open interest changed by 2 which increased total open position to 45
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 31.67, the open interest changed by 44 which increased total open position to 44
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 14.55, 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 2, which was 2.00 higher than the previous day. The implied volatity was 14.68, 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 0, 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 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 0, 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 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 0, 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 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
