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[--[65.84.65.76]--]
ICICIPRULI
Icici Pru Life Ins Co Ltd

653.9 -5.60 (-0.85%)

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Historical option data for ICICIPRULI

20 Dec 2024 04:10 PM IST
ICICIPRULI 26DEC2024 660 CE
Delta: 0.41
Vega: 0.33
Theta: -0.70
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 653.90 5.7 -3.40 23.26 2,259 198 475
19 Dec 659.50 9.1 -3.85 20.63 2,263 74 270
18 Dec 662.55 12.95 -6.15 25.35 271 54 193
17 Dec 670.75 19.1 -7.15 28.06 29 3 137
16 Dec 679.50 26.25 -8.65 29.20 4 3 135
13 Dec 685.75 34.9 -3.35 37.05 1 0 133
12 Dec 691.95 38.25 -2.20 31.96 6 -1 134
11 Dec 695.35 40.45 12.70 23.44 25 -1 135
10 Dec 681.00 27.75 -0.70 20.39 24 3 137
9 Dec 676.20 28.45 2.30 29.37 14 3 134
6 Dec 674.85 26.15 -2.40 23.51 27 -5 133
5 Dec 674.70 28.55 0.80 22.51 133 5 142
4 Dec 675.80 27.75 -8.50 25.54 15 3 135
3 Dec 684.20 36.25 -12.00 28.96 21 -3 132
2 Dec 691.90 48.25 1.35 39.80 2 0 136
29 Nov 699.65 46.9 -1.55 23.20 208 108 135
28 Nov 691.85 48.45 3.45 33.52 70 22 27
27 Nov 680.80 45 0.00 0.00 0 0 0
26 Nov 691.25 45 0.00 0.00 0 1 0
25 Nov 687.65 45 6.00 28.26 1 4 4
22 Nov 687.20 39 -102.80 19.13 4 0 0
21 Nov 678.55 141.8 0.00 - 0 0 0
20 Nov 685.20 141.8 0.00 - 0 0 0
19 Nov 685.20 141.8 0.00 - 0 0 0
14 Nov 693.90 141.8 0.00 - 0 0 0
12 Nov 702.10 141.8 141.80 - 0 0 0
31 Oct 741.00 0 0.00 - 0 0 0
30 Oct 747.55 0 0.00 - 0 0 0
28 Oct 749.55 0 0.00 - 0 0 0
25 Oct 742.85 0 0.00 - 0 0 0
23 Oct 746.45 0 0.00 - 0 0 0
22 Oct 731.05 0 0.00 - 0 0 0
21 Oct 749.60 0 0.00 - 0 0 0
18 Oct 745.35 0 0.00 - 0 0 0
17 Oct 735.15 0 0.00 - 0 0 0
16 Oct 745.40 0 0.00 - 0 0 0
15 Oct 733.75 0 0.00 - 0 0 0
14 Oct 739.15 0 0.00 - 0 0 0
11 Oct 742.55 0 0.00 - 0 0 0
10 Oct 745.60 0 0.00 - 0 0 0
9 Oct 755.65 0 0.00 - 0 0 0
8 Oct 742.60 0 0.00 - 0 0 0
7 Oct 744.95 0 0.00 - 0 0 0
4 Oct 755.75 0 0.00 - 0 0 0
3 Oct 757.45 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 660 expiring on 26DEC2024

Delta for 660 CE is 0.41

Historical price for 660 CE is as follows

On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 5.7, which was -3.40 lower than the previous day. The implied volatity was 23.26, the open interest changed by 198 which increased total open position to 475


On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 9.1, which was -3.85 lower than the previous day. The implied volatity was 20.63, the open interest changed by 74 which increased total open position to 270


On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 12.95, which was -6.15 lower than the previous day. The implied volatity was 25.35, the open interest changed by 54 which increased total open position to 193


On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 19.1, which was -7.15 lower than the previous day. The implied volatity was 28.06, the open interest changed by 3 which increased total open position to 137


On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 26.25, which was -8.65 lower than the previous day. The implied volatity was 29.20, the open interest changed by 3 which increased total open position to 135


On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 34.9, which was -3.35 lower than the previous day. The implied volatity was 37.05, the open interest changed by 0 which decreased total open position to 133


On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 38.25, which was -2.20 lower than the previous day. The implied volatity was 31.96, the open interest changed by -1 which decreased total open position to 134


On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 40.45, which was 12.70 higher than the previous day. The implied volatity was 23.44, the open interest changed by -1 which decreased total open position to 135


On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 27.75, which was -0.70 lower than the previous day. The implied volatity was 20.39, the open interest changed by 3 which increased total open position to 137


On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 28.45, which was 2.30 higher than the previous day. The implied volatity was 29.37, the open interest changed by 3 which increased total open position to 134


On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 26.15, which was -2.40 lower than the previous day. The implied volatity was 23.51, the open interest changed by -5 which decreased total open position to 133


On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 28.55, which was 0.80 higher than the previous day. The implied volatity was 22.51, the open interest changed by 5 which increased total open position to 142


On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 27.75, which was -8.50 lower than the previous day. The implied volatity was 25.54, the open interest changed by 3 which increased total open position to 135


On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 36.25, which was -12.00 lower than the previous day. The implied volatity was 28.96, the open interest changed by -3 which decreased total open position to 132


On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 48.25, which was 1.35 higher than the previous day. The implied volatity was 39.80, the open interest changed by 0 which decreased total open position to 136


On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 46.9, which was -1.55 lower than the previous day. The implied volatity was 23.20, the open interest changed by 108 which increased total open position to 135


On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 48.45, which was 3.45 higher than the previous day. The implied volatity was 33.52, the open interest changed by 22 which increased total open position to 27


On 27 Nov ICICIPRULI was trading at 680.80. 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 0 which decreased total open position to 0


On 26 Nov ICICIPRULI was trading at 691.25. 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 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 45, which was 6.00 higher than the previous day. The implied volatity was 28.26, the open interest changed by 4 which increased total open position to 4


On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 39, which was -102.80 lower than the previous day. The implied volatity was 19.13, 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 141.8, 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 141.8, 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 141.8, 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 141.8, 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 141.8, which was 141.80 higher 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 0, 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 30 Oct ICICIPRULI was trading at 747.55. The strike last trading price was 0, 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 28 Oct ICICIPRULI was trading at 749.55. The strike last trading price was 0, 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 25 Oct ICICIPRULI was trading at 742.85. The strike last trading price was 0, 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 23 Oct ICICIPRULI was trading at 746.45. The strike last trading price was 0, 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 22 Oct ICICIPRULI was trading at 731.05. The strike last trading price was 0, 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 21 Oct ICICIPRULI was trading at 749.60. The strike last trading price was 0, 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 18 Oct ICICIPRULI was trading at 745.35. The strike last trading price was 0, 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 17 Oct ICICIPRULI was trading at 735.15. The strike last trading price was 0, 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 16 Oct ICICIPRULI was trading at 745.40. The strike last trading price was 0, 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 15 Oct ICICIPRULI was trading at 733.75. The strike last trading price was 0, 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 14 Oct ICICIPRULI was trading at 739.15. The strike last trading price was 0, 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 11 Oct ICICIPRULI was trading at 742.55. The strike last trading price was 0, 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 10 Oct ICICIPRULI was trading at 745.60. The strike last trading price was 0, 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 9 Oct ICICIPRULI was trading at 755.65. The strike last trading price was 0, 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 8 Oct ICICIPRULI was trading at 742.60. The strike last trading price was 0, 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 7 Oct ICICIPRULI was trading at 744.95. The strike last trading price was 0, 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 4 Oct ICICIPRULI was trading at 755.75. The strike last trading price was 0, 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 3 Oct ICICIPRULI was trading at 757.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIPRULI 26DEC2024 660 PE
Delta: -0.59
Vega: 0.33
Theta: -0.55
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 653.90 10.6 3.05 23.98 1,145 -96 328
19 Dec 659.50 7.55 0.60 24.55 552 -2 423
18 Dec 662.55 6.95 1.65 24.29 1,623 57 428
17 Dec 670.75 5.3 1.75 25.06 461 2 368
16 Dec 679.50 3.55 0.45 25.13 503 5 366
13 Dec 685.75 3.1 -0.05 23.71 474 -37 361
12 Dec 691.95 3.15 0.45 26.25 885 178 396
11 Dec 695.35 2.7 -2.80 26.58 515 -3 217
10 Dec 681.00 5.5 -1.25 26.21 655 60 219
9 Dec 676.20 6.75 -1.75 25.26 166 16 156
6 Dec 674.85 8.5 0.25 26.25 268 -28 141
5 Dec 674.70 8.25 -1.85 27.10 423 22 170
4 Dec 675.80 10.1 2.25 27.59 185 -23 149
3 Dec 684.20 7.85 1.15 27.53 153 4 175
2 Dec 691.90 6.7 0.35 28.07 161 0 171
29 Nov 699.65 6.35 -2.05 29.19 506 82 170
28 Nov 691.85 8.4 -2.65 30.21 335 41 88
27 Nov 680.80 11.05 2.55 29.02 11 1 47
26 Nov 691.25 8.5 -0.20 28.04 23 -1 44
25 Nov 687.65 8.7 -3.15 27.50 4 2 45
22 Nov 687.20 11.85 0.35 31.57 1 0 43
21 Nov 678.55 11.5 0.00 0.00 0 43 0
20 Nov 685.20 11.5 0.00 27.56 72 43 43
19 Nov 685.20 11.5 3.80 27.56 72 43 43
14 Nov 693.90 7.7 0.00 4.91 0 0 0
12 Nov 702.10 7.7 0.00 6.02 0 0 0
31 Oct 741.00 7.7 0.00 - 0 0 0
30 Oct 747.55 7.7 0.00 - 0 0 0
28 Oct 749.55 7.7 0.00 - 0 0 0
25 Oct 742.85 7.7 7.70 - 0 0 0
23 Oct 746.45 0 0.00 - 0 0 0
22 Oct 731.05 0 0.00 - 0 0 0
21 Oct 749.60 0 0.00 - 0 0 0
18 Oct 745.35 0 0.00 - 0 0 0
17 Oct 735.15 0 0.00 - 0 0 0
16 Oct 745.40 0 0.00 - 0 0 0
15 Oct 733.75 0 0.00 - 0 0 0
14 Oct 739.15 0 0.00 - 0 0 0
11 Oct 742.55 0 0.00 - 0 0 0
10 Oct 745.60 0 0.00 - 0 0 0
9 Oct 755.65 0 0.00 - 0 0 0
8 Oct 742.60 0 0.00 - 0 0 0
7 Oct 744.95 0 0.00 - 0 0 0
4 Oct 755.75 0 0.00 - 0 0 0
3 Oct 757.45 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 660 expiring on 26DEC2024

Delta for 660 PE is -0.59

Historical price for 660 PE is as follows

On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 10.6, which was 3.05 higher than the previous day. The implied volatity was 23.98, the open interest changed by -96 which decreased total open position to 328


On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 7.55, which was 0.60 higher than the previous day. The implied volatity was 24.55, the open interest changed by -2 which decreased total open position to 423


On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 6.95, which was 1.65 higher than the previous day. The implied volatity was 24.29, the open interest changed by 57 which increased total open position to 428


On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 5.3, which was 1.75 higher than the previous day. The implied volatity was 25.06, the open interest changed by 2 which increased total open position to 368


On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 3.55, which was 0.45 higher than the previous day. The implied volatity was 25.13, the open interest changed by 5 which increased total open position to 366


On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 3.1, which was -0.05 lower than the previous day. The implied volatity was 23.71, the open interest changed by -37 which decreased total open position to 361


On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 3.15, which was 0.45 higher than the previous day. The implied volatity was 26.25, the open interest changed by 178 which increased total open position to 396


On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 2.7, which was -2.80 lower than the previous day. The implied volatity was 26.58, the open interest changed by -3 which decreased total open position to 217


On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 5.5, which was -1.25 lower than the previous day. The implied volatity was 26.21, the open interest changed by 60 which increased total open position to 219


On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 6.75, which was -1.75 lower than the previous day. The implied volatity was 25.26, the open interest changed by 16 which increased total open position to 156


On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 8.5, which was 0.25 higher than the previous day. The implied volatity was 26.25, the open interest changed by -28 which decreased total open position to 141


On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 8.25, which was -1.85 lower than the previous day. The implied volatity was 27.10, the open interest changed by 22 which increased total open position to 170


On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 10.1, which was 2.25 higher than the previous day. The implied volatity was 27.59, the open interest changed by -23 which decreased total open position to 149


On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 7.85, which was 1.15 higher than the previous day. The implied volatity was 27.53, the open interest changed by 4 which increased total open position to 175


On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 6.7, which was 0.35 higher than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 171


On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 6.35, which was -2.05 lower than the previous day. The implied volatity was 29.19, the open interest changed by 82 which increased total open position to 170


On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 8.4, which was -2.65 lower than the previous day. The implied volatity was 30.21, the open interest changed by 41 which increased total open position to 88


On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 11.05, which was 2.55 higher than the previous day. The implied volatity was 29.02, the open interest changed by 1 which increased total open position to 47


On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 8.5, which was -0.20 lower than the previous day. The implied volatity was 28.04, the open interest changed by -1 which decreased total open position to 44


On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 8.7, which was -3.15 lower than the previous day. The implied volatity was 27.50, the open interest changed by 2 which increased total open position to 45


On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 11.85, which was 0.35 higher than the previous day. The implied volatity was 31.57, the open interest changed by 0 which decreased total open position to 43


On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 11.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0


On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 11.5, which was 0.00 lower than the previous day. The implied volatity was 27.56, the open interest changed by 43 which increased total open position to 43


On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 11.5, which was 3.80 higher than the previous day. The implied volatity was 27.56, the open interest changed by 43 which increased total open position to 43


On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 7.7, which was 0.00 lower than the previous day. The implied volatity was 4.91, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 6.02, 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 7.7, 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 30 Oct ICICIPRULI was trading at 747.55. The strike last trading price was 7.7, 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 28 Oct ICICIPRULI was trading at 749.55. The strike last trading price was 7.7, 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 25 Oct ICICIPRULI was trading at 742.85. The strike last trading price was 7.7, which was 7.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ICICIPRULI was trading at 746.45. The strike last trading price was 0, 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 22 Oct ICICIPRULI was trading at 731.05. The strike last trading price was 0, 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 21 Oct ICICIPRULI was trading at 749.60. The strike last trading price was 0, 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 18 Oct ICICIPRULI was trading at 745.35. The strike last trading price was 0, 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 17 Oct ICICIPRULI was trading at 735.15. The strike last trading price was 0, 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 16 Oct ICICIPRULI was trading at 745.40. The strike last trading price was 0, 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 15 Oct ICICIPRULI was trading at 733.75. The strike last trading price was 0, 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 14 Oct ICICIPRULI was trading at 739.15. The strike last trading price was 0, 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 11 Oct ICICIPRULI was trading at 742.55. The strike last trading price was 0, 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 10 Oct ICICIPRULI was trading at 745.60. The strike last trading price was 0, 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 9 Oct ICICIPRULI was trading at 755.65. The strike last trading price was 0, 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 8 Oct ICICIPRULI was trading at 742.60. The strike last trading price was 0, 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 7 Oct ICICIPRULI was trading at 744.95. The strike last trading price was 0, 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 4 Oct ICICIPRULI was trading at 755.75. The strike last trading price was 0, 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 3 Oct ICICIPRULI was trading at 757.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to