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 | 14.8 | 2.95 | - | 22,500 | 3,000 | 24,000 | |||
| 4 Jul | 633.45 | 11.85 | - | 33,000 | 4,500 | 21,000 | ||||
| 3 Jul | 634.40 | 11.35 | - | 69,000 | -10,500 | 16,500 | ||||
| 2 Jul | 620.35 | 5.2 | - | 3,000 | -6,000 | 28,500 | ||||
| 1 Jul | 616.70 | 8.5 | - | 55,500 | 18,000 | 34,500 | ||||
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| 28 Jun | 605.70 | 6.35 | - | 12,000 | 16,500 | 16,500 | ||||
| 27 Jun | 599.65 | 5.8 | - | 15,000 | 0 | 0 | ||||
| 26 Jun | 596.50 | 4.1 | - | 0 | 0 | 0 | ||||
| 25 Jun | 600.35 | 4.1 | - | 0 | 0 | 0 | ||||
| 24 Jun | 605.40 | 4.1 | - | 0 | 0 | 0 | ||||
For ICICI PRU LIFE INS CO LTD - strike price 655 expiring on 25JUL2024
Delta for 655 CE is -
Historical price for 655 CE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 14.8, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 24000
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 21000
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 16500
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -6000 which decreased total open position to 28500
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 34500
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 16500
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 5.8, 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 4.1, 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 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 4.1, 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 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 102.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 633.45 | 102.85 | - | 0 | 0 | 0 | |
| 3 Jul | 634.40 | 102.85 | - | 0 | 0 | 0 | |
| 2 Jul | 620.35 | 102.85 | - | 0 | 0 | 0 | |
| 1 Jul | 616.70 | 102.85 | - | 0 | 0 | 0 | |
| 28 Jun | 605.70 | 102.85 | - | 0 | 0 | 0 | |
| 27 Jun | 599.65 | 102.85 | - | 0 | 0 | 0 | |
| 26 Jun | 596.50 | 102.85 | - | 0 | 0 | 0 | |
| 25 Jun | 600.35 | 102.85 | - | 0 | 0 | 0 | |
| 24 Jun | 605.40 | 102.85 | - | 0 | 0 | 0 | |
For ICICI PRU LIFE INS CO LTD - strike price 655 expiring on 25JUL2024
Delta for 655 PE is -
Historical price for 655 PE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 102.85, 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 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 102.85, 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 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 102.85, 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 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 102.85, 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 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 102.85, 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 102.85, 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 102.85, 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 102.85, 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 102.85, 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 102.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0