ICICIPRULI
ICICI PRU LIFE INS CO LTD
Historical option data for ICICIPRULI
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 643.00 | 21 | 2.80 | - | 10,86,000 | -1,87,500 | 2,52,000 | |||
| 4 Jul | 633.45 | 18.2 | - | 25,62,000 | 1,74,000 | 4,39,500 | ||||
| 3 Jul | 634.40 | 18.3 | - | 23,11,500 | -13,500 | 2,65,500 | ||||
| 2 Jul | 620.35 | 14.35 | - | 12,57,000 | 1,78,500 | 2,77,500 | ||||
| 1 Jul | 616.70 | 12.7 | - | 4,08,000 | 37,500 | 99,000 | ||||
| 28 Jun | 605.70 | 9.45 | - | 2,43,000 | 10,500 | 61,500 | ||||
| 27 Jun | 599.65 | 10.65 | - | 42,000 | 33,000 | 51,000 | ||||
| 26 Jun | 596.50 | 11.05 | - | 67,500 | 19,500 | 19,500 | ||||
| 25 Jun | 600.35 | 16.15 | - | 0 | 0 | 0 | ||||
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| 24 Jun | 605.40 | 16.15 | - | 0 | 0 | 0 | ||||
| 21 Jun | 604.40 | 16.15 | - | 0 | 0 | 0 | ||||
| 20 Jun | 605.50 | 16.15 | - | 0 | 0 | 0 | ||||
| 19 Jun | 601.85 | 16.15 | - | 0 | 0 | 0 | ||||
| 18 Jun | 606.80 | 16.15 | - | 0 | 0 | 0 | ||||
| 14 Jun | 613.70 | 16.15 | - | 0 | 0 | 0 | ||||
| 13 Jun | 596.15 | 16.15 | - | 0 | 0 | 0 | ||||
| 11 Jun | 581.65 | 16.15 | - | 0 | 0 | 0 | ||||
For ICICI PRU LIFE INS CO LTD - strike price 640 expiring on 25JUL2024
Delta for 640 CE is -
Historical price for 640 CE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 21, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by -187500 which decreased total open position to 252000
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 18.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 174000 which increased total open position to 439500
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 18.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -13500 which decreased total open position to 265500
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 14.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 178500 which increased total open position to 277500
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 12.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 99000
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 61500
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 10.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 51000
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 19500
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun ICICIPRULI was trading at 605.50. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun ICICIPRULI was trading at 601.85. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun ICICIPRULI was trading at 606.80. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun ICICIPRULI was trading at 613.70. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun ICICIPRULI was trading at 596.15. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun ICICIPRULI was trading at 581.65. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 643.00 | 16.2 | -4.40 | - | 3,73,500 | -13,500 | 81,000 |
| 4 Jul | 633.45 | 20.6 | - | 4,29,000 | 60,000 | 94,500 | |
| 3 Jul | 634.40 | 21.95 | - | 2,07,000 | 19,500 | 34,500 | |
| 2 Jul | 620.35 | 31.5 | - | 54,000 | 15,000 | 15,000 | |
| 1 Jul | 616.70 | 31.15 | - | 3,000 | 0 | 0 | |
| 28 Jun | 605.70 | 80.45 | - | 0 | 0 | 0 | |
| 27 Jun | 599.65 | 80.45 | - | 0 | 0 | 0 | |
| 26 Jun | 596.50 | 80.45 | - | 0 | 0 | 0 | |
| 25 Jun | 600.35 | 80.45 | - | 0 | 0 | 0 | |
| 24 Jun | 605.40 | 80.45 | - | 0 | 0 | 0 | |
| 21 Jun | 604.40 | 80.45 | - | 0 | 0 | 0 | |
| 20 Jun | 605.50 | 80.45 | - | 0 | 0 | 0 | |
| 19 Jun | 601.85 | 80.45 | - | 0 | 0 | 0 | |
| 18 Jun | 606.80 | 80.45 | - | 0 | 0 | 0 | |
| 14 Jun | 613.70 | 80.45 | - | 0 | 0 | 0 | |
| 13 Jun | 596.15 | 80.45 | - | 0 | 0 | 0 | |
| 11 Jun | 581.65 | 80.45 | - | 0 | 0 | 0 | |
For ICICI PRU LIFE INS CO LTD - strike price 640 expiring on 25JUL2024
Delta for 640 PE is -
Historical price for 640 PE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 16.2, which was -4.40 lower than the previous day. The implied volatity was -, the open interest changed by -13500 which decreased total open position to 81000
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 20.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 94500
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 21.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 34500
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 31.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 15000
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 31.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 80.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 80.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 80.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 80.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 80.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 80.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun ICICIPRULI was trading at 605.50. The strike last trading price was 80.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun ICICIPRULI was trading at 601.85. The strike last trading price was 80.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun ICICIPRULI was trading at 606.80. The strike last trading price was 80.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun ICICIPRULI was trading at 613.70. The strike last trading price was 80.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun ICICIPRULI was trading at 596.15. The strike last trading price was 80.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun ICICIPRULI was trading at 581.65. The strike last trading price was 80.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0