ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 04:10 PM IST
| ICICIPRULI 28NOV2024 640 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 | 47.2 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 20 Nov | 685.20 | 47.2 | 0.00 | 38.58 | 4.5 | 4 | 3.5 | |||
| 19 Nov | 685.20 | 47.2 | -76.85 | 38.58 | 4.5 | 3.5 | 3.5 | |||
| 18 Nov | 693.20 | 124.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 693.90 | 124.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 688.00 | 124.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 702.10 | 124.05 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Nov | 704.30 | 124.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 710.35 | 124.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 713.85 | 124.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 716.25 | 124.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 732.15 | 124.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 735.80 | 124.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 741.00 | 124.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 768.40 | 124.05 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 28NOV2024
Delta for 640 CE is 0.00
Historical price for 640 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 38.58, the open interest changed by 8 which increased total open position to 7
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 47.2, which was -76.85 lower than the previous day. The implied volatity was 38.58, the open interest changed by 7 which increased total open position to 7
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 124.05, 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 124.05, 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 124.05, 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 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 124.05, 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 124.05, 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 124.05, 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 124.05, 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 124.05, 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 124.05, 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 124.05, 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 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 124.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIPRULI was trading at 768.40. The strike last trading price was 124.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIPRULI 28NOV2024 640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.15
Theta: -0.33
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 678.55 | 1.25 | -0.55 | 31.71 | 94 | -4 | 97 |
| 20 Nov | 685.20 | 1.8 | 0.00 | 34.34 | 331 | 21 | 101.5 |
| 19 Nov | 685.20 | 1.8 | 0.55 | 34.34 | 331 | 21.5 | 101.5 |
| 18 Nov | 693.20 | 1.25 | -0.15 | 33.80 | 18.5 | 5.5 | 80.5 |
| 14 Nov | 693.90 | 1.4 | -0.60 | 30.17 | 53.5 | -11 | 76 |
| 13 Nov | 688.00 | 2 | 0.70 | 29.84 | 103 | 19.5 | 89 |
| 12 Nov | 702.10 | 1.3 | -0.05 | 31.15 | 78.5 | 28.5 | 71.5 |
| 11 Nov | 704.30 | 1.35 | 0.05 | 30.75 | 15 | 2 | 45 |
| 8 Nov | 710.35 | 1.3 | 0.05 | 30.85 | 19 | 2 | 42.5 |
| 7 Nov | 713.85 | 1.25 | -0.30 | 30.13 | 23.5 | -13.5 | 41 |
| 6 Nov | 716.25 | 1.55 | 0.00 | 32.62 | 97 | 19.5 | 54.5 |
| 5 Nov | 732.15 | 1.55 | 0.15 | 34.19 | 235.5 | 28 | 36 |
| 4 Nov | 735.80 | 1.4 | -0.50 | 35.25 | 13 | 5 | 8 |
| 31 Oct | 741.00 | 1.9 | 1.30 | - | 2 | 0 | 2 |
| 29 Oct | 768.40 | 0.6 | - | 1 | 0 | 1 | |
For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 28NOV2024
Delta for 640 PE is -0.09
Historical price for 640 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 31.71, the open interest changed by -8 which decreased total open position to 194
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 34.34, the open interest changed by 42 which increased total open position to 203
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 1.8, which was 0.55 higher than the previous day. The implied volatity was 34.34, the open interest changed by 43 which increased total open position to 203
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 33.80, the open interest changed by 11 which increased total open position to 161
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 30.17, the open interest changed by -22 which decreased total open position to 152
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 2, which was 0.70 higher than the previous day. The implied volatity was 29.84, the open interest changed by 39 which increased total open position to 178
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 31.15, the open interest changed by 57 which increased total open position to 143
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 30.75, the open interest changed by 4 which increased total open position to 90
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 30.85, the open interest changed by 4 which increased total open position to 85
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was 30.13, the open interest changed by -27 which decreased total open position to 82
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 32.62, the open interest changed by 39 which increased total open position to 109
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 34.19, the open interest changed by 56 which increased total open position to 72
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 35.25, the open interest changed by 10 which increased total open position to 16
On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 1.9, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIPRULI was trading at 768.40. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
