ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
20 Dec 2024 04:10 PM IST
| ICICIPRULI 26DEC2024 640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.26
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 653.90 | 18.3 | -4.55 | 25.89 | 21 | 1 | 13 | |||
| 19 Dec | 659.50 | 22.85 | -3.45 | - | 25 | 6 | 11 | |||
| 18 Dec | 662.55 | 26.3 | -9.90 | 19.47 | 1 | 0 | 5 | |||
| 17 Dec | 670.75 | 36.2 | -21.05 | 35.03 | 1 | 0 | 6 | |||
| 16 Dec | 679.50 | 57.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 685.75 | 57.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 691.95 | 57.25 | 5.35 | 40.39 | 1 | 0 | 6 | |||
| 11 Dec | 695.35 | 51.9 | 4.00 | - | 2 | 0 | 6 | |||
| 10 Dec | 681.00 | 47.9 | 5.40 | 31.05 | 2 | -1 | 5 | |||
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| 9 Dec | 676.20 | 42.5 | -0.25 | 26.96 | 8 | 0 | 6 | |||
| 6 Dec | 674.85 | 42.75 | -0.05 | 26.62 | 1 | 0 | 6 | |||
| 5 Dec | 674.70 | 42.8 | -9.25 | 12.84 | 3 | 0 | 6 | |||
| 4 Dec | 675.80 | 52.05 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 3 Dec | 684.20 | 52.05 | -7.00 | 30.21 | 4 | 2 | 6 | |||
| 2 Dec | 691.90 | 59.05 | -5.60 | 31.70 | 1 | 0 | 3 | |||
| 29 Nov | 699.65 | 64.65 | -94.25 | 23.69 | 3 | 0 | 0 | |||
| 28 Nov | 691.85 | 158.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 680.80 | 158.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 691.25 | 158.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 687.65 | 158.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 678.55 | 158.9 | 158.90 | - | 0 | 0 | 0 | |||
| 22 Oct | 731.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 735.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 733.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 739.15 | 0 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 26DEC2024
Delta for 640 CE is 0.77
Historical price for 640 CE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 18.3, which was -4.55 lower than the previous day. The implied volatity was 25.89, the open interest changed by 1 which increased total open position to 13
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 22.85, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 11
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 26.3, which was -9.90 lower than the previous day. The implied volatity was 19.47, the open interest changed by 0 which decreased total open position to 5
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 36.2, which was -21.05 lower than the previous day. The implied volatity was 35.03, the open interest changed by 0 which decreased total open position to 6
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 57.25, 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 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 57.25, 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 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 57.25, which was 5.35 higher than the previous day. The implied volatity was 40.39, the open interest changed by 0 which decreased total open position to 6
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 51.9, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 47.9, which was 5.40 higher than the previous day. The implied volatity was 31.05, the open interest changed by -1 which decreased total open position to 5
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 42.5, which was -0.25 lower than the previous day. The implied volatity was 26.96, the open interest changed by 0 which decreased total open position to 6
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 42.75, which was -0.05 lower than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 6
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 42.8, which was -9.25 lower than the previous day. The implied volatity was 12.84, the open interest changed by 0 which decreased total open position to 6
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 52.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 52.05, which was -7.00 lower than the previous day. The implied volatity was 30.21, the open interest changed by 2 which increased total open position to 6
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 59.05, which was -5.60 lower than the previous day. The implied volatity was 31.70, the open interest changed by 0 which decreased total open position to 3
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 64.65, which was -94.25 lower than the previous day. The implied volatity was 23.69, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 158.9, 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 158.9, 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 158.9, 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 158.9, 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 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 158.9, which was 158.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Oct ICICIPRULI was trading at 731.05. The strike last trading price was 0, 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 17 Oct ICICIPRULI was trading at 735.15. The strike last trading price was 0, 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 15 Oct ICICIPRULI was trading at 733.75. The strike last trading price was 0, 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 14 Oct ICICIPRULI was trading at 739.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIPRULI 26DEC2024 640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.25
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 653.90 | 2.6 | 0.80 | 24.31 | 820 | 98 | 351 |
| 19 Dec | 659.50 | 1.8 | -0.05 | 24.96 | 304 | -38 | 262 |
| 18 Dec | 662.55 | 1.85 | 0.25 | 25.28 | 360 | 56 | 303 |
| 17 Dec | 670.75 | 1.6 | 0.40 | 26.82 | 160 | -4 | 254 |
| 16 Dec | 679.50 | 1.2 | 0.00 | 27.74 | 117 | -4 | 268 |
| 13 Dec | 685.75 | 1.2 | -0.10 | 26.54 | 237 | 51 | 273 |
| 12 Dec | 691.95 | 1.3 | 0.10 | 28.65 | 335 | 34 | 215 |
| 11 Dec | 695.35 | 1.2 | -1.10 | 29.23 | 290 | -52 | 180 |
| 10 Dec | 681.00 | 2.3 | -0.60 | 27.72 | 382 | -20 | 232 |
| 9 Dec | 676.20 | 2.9 | -1.10 | 26.73 | 179 | 20 | 254 |
| 6 Dec | 674.85 | 4 | 0.00 | 27.38 | 355 | 56 | 234 |
| 5 Dec | 674.70 | 4 | -1.30 | 28.21 | 390 | 26 | 181 |
| 4 Dec | 675.80 | 5.3 | 1.05 | 28.98 | 295 | 48 | 153 |
| 3 Dec | 684.20 | 4.25 | 0.50 | 29.41 | 190 | 5 | 112 |
| 2 Dec | 691.90 | 3.75 | 0.05 | 30.16 | 132 | -6 | 106 |
| 29 Nov | 699.65 | 3.7 | -1.30 | 31.13 | 326 | -10 | 111 |
| 28 Nov | 691.85 | 5 | -0.85 | 31.90 | 3,070 | 65 | 124 |
| 27 Nov | 680.80 | 5.85 | -5.75 | 29.14 | 304 | 42 | 59 |
| 26 Nov | 691.25 | 11.6 | 6.40 | 41.77 | 3,254 | 2 | 17 |
| 25 Nov | 687.65 | 5.2 | -1.80 | 29.32 | 457 | 12 | 14 |
| 21 Nov | 678.55 | 7 | 7.00 | 27.45 | 1 | 0 | 1 |
| 22 Oct | 731.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 735.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 733.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 739.15 | 0 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 26DEC2024
Delta for 640 PE is -0.22
Historical price for 640 PE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 2.6, which was 0.80 higher than the previous day. The implied volatity was 24.31, the open interest changed by 98 which increased total open position to 351
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 24.96, the open interest changed by -38 which decreased total open position to 262
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 1.85, which was 0.25 higher than the previous day. The implied volatity was 25.28, the open interest changed by 56 which increased total open position to 303
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 1.6, which was 0.40 higher than the previous day. The implied volatity was 26.82, the open interest changed by -4 which decreased total open position to 254
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 27.74, the open interest changed by -4 which decreased total open position to 268
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 26.54, the open interest changed by 51 which increased total open position to 273
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 28.65, the open interest changed by 34 which increased total open position to 215
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 1.2, which was -1.10 lower than the previous day. The implied volatity was 29.23, the open interest changed by -52 which decreased total open position to 180
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 2.3, which was -0.60 lower than the previous day. The implied volatity was 27.72, the open interest changed by -20 which decreased total open position to 232
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 2.9, which was -1.10 lower than the previous day. The implied volatity was 26.73, the open interest changed by 20 which increased total open position to 254
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 27.38, the open interest changed by 56 which increased total open position to 234
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 4, which was -1.30 lower than the previous day. The implied volatity was 28.21, the open interest changed by 26 which increased total open position to 181
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 5.3, which was 1.05 higher than the previous day. The implied volatity was 28.98, the open interest changed by 48 which increased total open position to 153
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 4.25, which was 0.50 higher than the previous day. The implied volatity was 29.41, the open interest changed by 5 which increased total open position to 112
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 3.75, which was 0.05 higher than the previous day. The implied volatity was 30.16, the open interest changed by -6 which decreased total open position to 106
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 3.7, which was -1.30 lower than the previous day. The implied volatity was 31.13, the open interest changed by -10 which decreased total open position to 111
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 5, which was -0.85 lower than the previous day. The implied volatity was 31.90, the open interest changed by 65 which increased total open position to 124
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 5.85, which was -5.75 lower than the previous day. The implied volatity was 29.14, the open interest changed by 42 which increased total open position to 59
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 11.6, which was 6.40 higher than the previous day. The implied volatity was 41.77, the open interest changed by 2 which increased total open position to 17
On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 5.2, which was -1.80 lower than the previous day. The implied volatity was 29.32, the open interest changed by 12 which increased total open position to 14
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 7, which was 7.00 higher than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 1
On 22 Oct ICICIPRULI was trading at 731.05. The strike last trading price was 0, 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 17 Oct ICICIPRULI was trading at 735.15. The strike last trading price was 0, 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 15 Oct ICICIPRULI was trading at 733.75. The strike last trading price was 0, 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 14 Oct ICICIPRULI was trading at 739.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
