ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
20 Dec 2024 04:10 PM IST
| ICICIPRULI 26DEC2024 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.61
Vega: 0.32
Theta: -0.74
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 653.90 | 10.85 | -4.70 | 23.73 | 651 | 24 | 67 | |||
| 19 Dec | 659.50 | 15.55 | -3.55 | 20.25 | 119 | 2 | 44 | |||
| 18 Dec | 662.55 | 19.1 | -8.90 | 24.03 | 14 | 2 | 41 | |||
| 17 Dec | 670.75 | 28 | -5.60 | 33.45 | 10 | 2 | 40 | |||
| 16 Dec | 679.50 | 33.6 | -11.65 | 27.38 | 7 | 2 | 36 | |||
| 13 Dec | 685.75 | 45.25 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 12 Dec | 691.95 | 45.25 | -5.65 | 28.32 | 2 | 0 | 35 | |||
| 11 Dec | 695.35 | 50.9 | 15.35 | 29.82 | 16 | -7 | 36 | |||
| 10 Dec | 681.00 | 35.55 | 0.90 | 17.79 | 24 | 4 | 44 | |||
| 9 Dec | 676.20 | 34.65 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 6 Dec | 674.85 | 34.65 | 1.15 | 26.06 | 33 | 4 | 41 | |||
| 5 Dec | 674.70 | 33.5 | -13.45 | 14.34 | 13 | 5 | 37 | |||
| 4 Dec | 675.80 | 46.95 | 2.60 | 47.03 | 6 | 2 | 31 | |||
| 3 Dec | 684.20 | 44.35 | -15.00 | 30.51 | 6 | 1 | 29 | |||
| 2 Dec | 691.90 | 59.35 | 3.75 | 47.06 | 5 | 0 | 28 | |||
| 29 Nov | 699.65 | 55.6 | 8.65 | 23.54 | 66 | 17 | 26 | |||
| 28 Nov | 691.85 | 46.95 | -3.55 | - | 9 | 1 | 2 | |||
| 27 Nov | 680.80 | 50.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 691.25 | 50.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 25 Nov | 687.65 | 50.5 | -54.00 | 28.77 | 1 | 0 | 0 | |||
| 22 Nov | 687.20 | 104.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 678.55 | 104.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 685.20 | 104.5 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 19 Nov | 685.20 | 104.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 693.90 | 104.5 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 26DEC2024
Delta for 650 CE is 0.61
Historical price for 650 CE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 10.85, which was -4.70 lower than the previous day. The implied volatity was 23.73, the open interest changed by 24 which increased total open position to 67
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 15.55, which was -3.55 lower than the previous day. The implied volatity was 20.25, the open interest changed by 2 which increased total open position to 44
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 19.1, which was -8.90 lower than the previous day. The implied volatity was 24.03, the open interest changed by 2 which increased total open position to 41
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 28, which was -5.60 lower than the previous day. The implied volatity was 33.45, the open interest changed by 2 which increased total open position to 40
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 33.6, which was -11.65 lower than the previous day. The implied volatity was 27.38, the open interest changed by 2 which increased total open position to 36
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 45.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 45.25, which was -5.65 lower than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 35
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 50.9, which was 15.35 higher than the previous day. The implied volatity was 29.82, the open interest changed by -7 which decreased total open position to 36
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 35.55, which was 0.90 higher than the previous day. The implied volatity was 17.79, the open interest changed by 4 which increased total open position to 44
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 34.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 34.65, which was 1.15 higher than the previous day. The implied volatity was 26.06, the open interest changed by 4 which increased total open position to 41
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 33.5, which was -13.45 lower than the previous day. The implied volatity was 14.34, the open interest changed by 5 which increased total open position to 37
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 46.95, which was 2.60 higher than the previous day. The implied volatity was 47.03, the open interest changed by 2 which increased total open position to 31
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 44.35, which was -15.00 lower than the previous day. The implied volatity was 30.51, the open interest changed by 1 which increased total open position to 29
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 59.35, which was 3.75 higher than the previous day. The implied volatity was 47.06, the open interest changed by 0 which decreased total open position to 28
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 55.6, which was 8.65 higher than the previous day. The implied volatity was 23.54, the open interest changed by 17 which increased total open position to 26
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 46.95, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 50.5, 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 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 50.5, 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 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 50.5, which was -54.00 lower than the previous day. The implied volatity was 28.77, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 104.5, 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 104.5, 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 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 104.5, 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 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 104.5, 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 104.5, 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 650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.32
Theta: -0.59
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 653.90 | 5.8 | 1.80 | 24.56 | 1,654 | 179 | 495 |
| 19 Dec | 659.50 | 4 | 0.20 | 24.96 | 598 | 29 | 319 |
| 18 Dec | 662.55 | 3.8 | 0.90 | 24.91 | 749 | 82 | 289 |
| 17 Dec | 670.75 | 2.9 | 0.80 | 25.62 | 548 | -6 | 212 |
| 16 Dec | 679.50 | 2.1 | 0.15 | 26.50 | 378 | 5 | 226 |
| 13 Dec | 685.75 | 1.95 | -0.05 | 25.19 | 695 | -32 | 223 |
| 12 Dec | 691.95 | 2 | 0.20 | 27.32 | 705 | 26 | 259 |
| 11 Dec | 695.35 | 1.8 | -1.70 | 27.89 | 611 | -92 | 234 |
| 10 Dec | 681.00 | 3.5 | -1.00 | 26.67 | 610 | 108 | 326 |
| 9 Dec | 676.20 | 4.5 | -1.65 | 26.03 | 277 | 13 | 219 |
| 6 Dec | 674.85 | 6.15 | 0.40 | 27.31 | 371 | 22 | 206 |
| 5 Dec | 674.70 | 5.75 | -1.45 | 27.52 | 310 | -24 | 185 |
| 4 Dec | 675.80 | 7.2 | 1.45 | 27.94 | 479 | -60 | 211 |
| 3 Dec | 684.20 | 5.75 | 0.80 | 28.36 | 282 | 28 | 272 |
| 2 Dec | 691.90 | 4.95 | 0.15 | 28.95 | 167 | 20 | 247 |
| 29 Nov | 699.65 | 4.8 | -1.75 | 30.03 | 543 | 10 | 226 |
| 28 Nov | 691.85 | 6.55 | -1.65 | 31.14 | 1,478 | -12 | 217 |
| 27 Nov | 680.80 | 8.2 | -0.10 | 29.16 | 91 | 18 | 230 |
| 26 Nov | 691.25 | 8.3 | 1.05 | 31.88 | 199 | -6 | 213 |
| 25 Nov | 687.65 | 7.25 | -0.20 | 29.29 | 729 | 158 | 218 |
| 22 Nov | 687.20 | 7.45 | -2.30 | 28.96 | 20 | 3 | 63 |
| 21 Nov | 678.55 | 9.75 | 0.00 | 0.00 | 0 | 60 | 0 |
| 20 Nov | 685.20 | 9.75 | 0.00 | 29.25 | 111 | 60 | 61 |
| 19 Nov | 685.20 | 9.75 | 3.50 | 29.25 | 111 | 61 | 61 |
| 14 Nov | 693.90 | 6.25 | 6.06 | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 26DEC2024
Delta for 650 PE is -0.39
Historical price for 650 PE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 5.8, which was 1.80 higher than the previous day. The implied volatity was 24.56, the open interest changed by 179 which increased total open position to 495
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 4, which was 0.20 higher than the previous day. The implied volatity was 24.96, the open interest changed by 29 which increased total open position to 319
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 3.8, which was 0.90 higher than the previous day. The implied volatity was 24.91, the open interest changed by 82 which increased total open position to 289
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 2.9, which was 0.80 higher than the previous day. The implied volatity was 25.62, the open interest changed by -6 which decreased total open position to 212
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 26.50, the open interest changed by 5 which increased total open position to 226
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 25.19, the open interest changed by -32 which decreased total open position to 223
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 2, which was 0.20 higher than the previous day. The implied volatity was 27.32, the open interest changed by 26 which increased total open position to 259
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 1.8, which was -1.70 lower than the previous day. The implied volatity was 27.89, the open interest changed by -92 which decreased total open position to 234
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 3.5, which was -1.00 lower than the previous day. The implied volatity was 26.67, the open interest changed by 108 which increased total open position to 326
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 4.5, which was -1.65 lower than the previous day. The implied volatity was 26.03, the open interest changed by 13 which increased total open position to 219
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 6.15, which was 0.40 higher than the previous day. The implied volatity was 27.31, the open interest changed by 22 which increased total open position to 206
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 5.75, which was -1.45 lower than the previous day. The implied volatity was 27.52, the open interest changed by -24 which decreased total open position to 185
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 7.2, which was 1.45 higher than the previous day. The implied volatity was 27.94, the open interest changed by -60 which decreased total open position to 211
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 5.75, which was 0.80 higher than the previous day. The implied volatity was 28.36, the open interest changed by 28 which increased total open position to 272
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 4.95, which was 0.15 higher than the previous day. The implied volatity was 28.95, the open interest changed by 20 which increased total open position to 247
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 4.8, which was -1.75 lower than the previous day. The implied volatity was 30.03, the open interest changed by 10 which increased total open position to 226
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 6.55, which was -1.65 lower than the previous day. The implied volatity was 31.14, the open interest changed by -12 which decreased total open position to 217
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 8.2, which was -0.10 lower than the previous day. The implied volatity was 29.16, the open interest changed by 18 which increased total open position to 230
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 8.3, which was 1.05 higher than the previous day. The implied volatity was 31.88, the open interest changed by -6 which decreased total open position to 213
On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 7.25, which was -0.20 lower than the previous day. The implied volatity was 29.29, the open interest changed by 158 which increased total open position to 218
On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 7.45, which was -2.30 lower than the previous day. The implied volatity was 28.96, the open interest changed by 3 which increased total open position to 63
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 9.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 60 which increased total open position to 0
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 9.75, which was 0.00 lower than the previous day. The implied volatity was 29.25, the open interest changed by 60 which increased total open position to 61
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 9.75, which was 3.50 higher than the previous day. The implied volatity was 29.25, the open interest changed by 61 which increased total open position to 61
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0
