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 | 16.55 | 2.45 | - | 10,92,000 | 1,47,000 | 6,03,000 | |||
| 4 Jul | 633.45 | 14.1 | - | 13,96,500 | -97,500 | 4,56,000 | ||||
| 3 Jul | 634.40 | 14.2 | - | 25,66,500 | -1,03,500 | 5,53,500 | ||||
| 2 Jul | 620.35 | 11 | - | 39,99,000 | 88,500 | 6,72,000 | ||||
| 1 Jul | 616.70 | 9.6 | - | 19,48,500 | 78,000 | 5,83,500 | ||||
| 28 Jun | 605.70 | 7 | - | 8,64,000 | 4,500 | 5,05,500 | ||||
| 27 Jun | 599.65 | 7.45 | - | 3,36,000 | 4,500 | 5,01,000 | ||||
| 26 Jun | 596.50 | 7.8 | - | 11,91,000 | 2,31,000 | 4,96,500 | ||||
| 25 Jun | 600.35 | 8 | - | 81,000 | 33,000 | 2,65,500 | ||||
| 24 Jun | 605.40 | 11 | - | 69,000 | 43,500 | 2,34,000 | ||||
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| 21 Jun | 604.40 | 10.40 | - | 1,29,000 | 88,500 | 1,90,500 | ||||
| 20 Jun | 605.50 | 11.20 | - | 55,500 | 46,500 | 1,00,500 | ||||
| 19 Jun | 601.85 | 9.25 | - | 13,500 | 9,000 | 54,000 | ||||
| 18 Jun | 606.80 | 8.75 | - | 16,500 | 12,000 | 43,500 | ||||
| 14 Jun | 613.70 | 12.00 | - | 43,500 | 21,000 | 31,500 | ||||
| 13 Jun | 596.15 | 7.50 | - | 10,500 | 4,500 | 9,000 | ||||
| 11 Jun | 581.65 | 7.80 | - | 3,000 | 0 | 1,500 | ||||
For ICICI PRU LIFE INS CO LTD - strike price 650 expiring on 25JUL2024
Delta for 650 CE is -
Historical price for 650 CE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 16.55, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 147000 which increased total open position to 603000
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 14.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -97500 which decreased total open position to 456000
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 14.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -103500 which decreased total open position to 553500
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by 88500 which increased total open position to 672000
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 9.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 78000 which increased total open position to 583500
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 505500
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 501000
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 7.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 231000 which increased total open position to 496500
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 8, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 265500
On 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by 43500 which increased total open position to 234000
On 21 Jun ICICIPRULI was trading at 604.40. The strike last trading price was 10.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 88500 which increased total open position to 190500
On 20 Jun ICICIPRULI was trading at 605.50. The strike last trading price was 11.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 46500 which increased total open position to 100500
On 19 Jun ICICIPRULI was trading at 601.85. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 54000
On 18 Jun ICICIPRULI was trading at 606.80. The strike last trading price was 8.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 43500
On 14 Jun ICICIPRULI was trading at 613.70. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 31500
On 13 Jun ICICIPRULI was trading at 596.15. The strike last trading price was 7.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 9000
On 11 Jun ICICIPRULI was trading at 581.65. The strike last trading price was 7.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500
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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 | 21.6 | -4.50 | - | 1,51,500 | 33,000 | 72,000 |
| 4 Jul | 633.45 | 26.1 | - | 1,63,500 | 13,500 | 39,000 | |
| 3 Jul | 634.40 | 27.5 | - | 93,000 | -4,500 | 25,500 | |
| 2 Jul | 620.35 | 37.85 | - | 37,500 | 3,000 | 30,000 | |
| 1 Jul | 616.70 | 37.55 | - | 33,000 | 16,500 | 27,000 | |
| 28 Jun | 605.70 | 44.8 | - | 3,000 | 0 | 10,500 | |
| 27 Jun | 599.65 | 55 | - | 7,500 | 6,000 | 10,500 | |
| 26 Jun | 596.50 | 56.15 | - | 1,500 | 3,000 | 3,000 | |
| 25 Jun | 600.35 | 51 | - | 3,000 | 0 | 0 | |
| 24 Jun | 605.40 | 88.1 | - | 0 | 0 | 0 | |
| 21 Jun | 604.40 | 88.10 | - | 0 | 0 | 0 | |
| 20 Jun | 605.50 | 88.10 | - | 0 | 0 | 0 | |
| 19 Jun | 601.85 | 88.10 | - | 0 | 0 | 0 | |
| 18 Jun | 606.80 | 88.10 | - | 0 | 0 | 0 | |
| 14 Jun | 613.70 | 88.10 | - | 0 | 0 | 0 | |
| 13 Jun | 596.15 | 88.10 | - | 0 | 0 | 0 | |
| 11 Jun | 581.65 | 88.10 | - | 0 | 0 | 0 | |
For ICICI PRU LIFE INS CO LTD - strike price 650 expiring on 25JUL2024
Delta for 650 PE is -
Historical price for 650 PE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 21.6, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 72000
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 26.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 39000
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 27.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 25500
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 37.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 30000
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 37.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 27000
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 44.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10500
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 55, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 10500
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 56.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000
On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 51, 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 88.1, 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 88.10, 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 88.10, 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 88.10, 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 88.10, 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 88.10, 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 88.10, 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 88.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0