ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 04:10 PM IST
| ICICIPRULI 28NOV2024 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.26
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 678.55 | 32 | -5.50 | 36.60 | 2 | 0.5 | 3 | |||
| 20 Nov | 685.20 | 37.5 | 0.00 | 33.34 | 6.5 | 2 | 2.5 | |||
| 19 Nov | 685.20 | 37.5 | -7.50 | 33.34 | 6.5 | 2 | 2.5 | |||
| 18 Nov | 693.20 | 45 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 14 Nov | 693.90 | 45 | -98.75 | - | 0.5 | 0 | 0 | |||
| 13 Nov | 688.00 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 702.10 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 704.30 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 710.35 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 713.85 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 716.25 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 732.15 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 735.80 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 741.00 | 143.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 768.40 | 143.75 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 28NOV2024
Delta for 650 CE is 0.81
Historical price for 650 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 32, which was -5.50 lower than the previous day. The implied volatity was 36.60, the open interest changed by 1 which increased total open position to 6
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 37.5, which was 0.00 lower than the previous day. The implied volatity was 33.34, the open interest changed by 4 which increased total open position to 5
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 37.5, which was -7.50 lower than the previous day. The implied volatity was 33.34, the open interest changed by 4 which increased total open position to 5
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 45, 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 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 45, which was -98.75 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 143.75, 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 143.75, 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 143.75, 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 143.75, 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 143.75, 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 143.75, 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 143.75, 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 143.75, 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 143.75, 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 143.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIPRULI 28NOV2024 650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.21
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 678.55 | 2.05 | -0.60 | 29.38 | 164 | -6 | 64.5 |
| 20 Nov | 685.20 | 2.65 | 0.00 | 32.15 | 359 | 20 | 71.5 |
| 19 Nov | 685.20 | 2.65 | 0.85 | 32.15 | 359 | 21 | 71.5 |
| 18 Nov | 693.20 | 1.8 | -0.35 | 31.60 | 64.5 | 25.5 | 51 |
| 14 Nov | 693.90 | 2.15 | -0.75 | 29.01 | 66 | 1.5 | 27 |
| 13 Nov | 688.00 | 2.9 | 1.10 | 28.39 | 101.5 | 5.5 | 28 |
| 12 Nov | 702.10 | 1.8 | 0.15 | 29.52 | 41.5 | 2 | 24.5 |
| 11 Nov | 704.30 | 1.65 | -0.45 | 28.29 | 36.5 | 13.5 | 24 |
| 8 Nov | 710.35 | 2.1 | 0.25 | 30.80 | 15 | 6.5 | 12.5 |
| 7 Nov | 713.85 | 1.85 | -1.55 | 29.40 | 11 | 6 | 6 |
| 6 Nov | 716.25 | 3.4 | 0.00 | 11.50 | 0 | 0 | 0 |
| 5 Nov | 732.15 | 3.4 | 0.00 | 13.95 | 0 | 0 | 0 |
| 4 Nov | 735.80 | 3.4 | 0.00 | 13.95 | 0 | 0 | 0 |
| 31 Oct | 741.00 | 3.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 768.40 | 3.4 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 28NOV2024
Delta for 650 PE is -0.14
Historical price for 650 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 2.05, which was -0.60 lower than the previous day. The implied volatity was 29.38, the open interest changed by -12 which decreased total open position to 129
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 32.15, the open interest changed by 40 which increased total open position to 143
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 2.65, which was 0.85 higher than the previous day. The implied volatity was 32.15, the open interest changed by 42 which increased total open position to 143
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 31.60, the open interest changed by 51 which increased total open position to 102
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 2.15, which was -0.75 lower than the previous day. The implied volatity was 29.01, the open interest changed by 3 which increased total open position to 54
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 2.9, which was 1.10 higher than the previous day. The implied volatity was 28.39, the open interest changed by 11 which increased total open position to 56
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 29.52, the open interest changed by 4 which increased total open position to 49
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 28.29, the open interest changed by 27 which increased total open position to 48
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was 30.80, the open interest changed by 13 which increased total open position to 25
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 1.85, which was -1.55 lower than the previous day. The implied volatity was 29.40, the open interest changed by 12 which increased total open position to 12
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 11.50, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 13.95, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 13.95, 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 3.4, 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 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
