[--[65.84.65.76]--]
ICICIPRULI
ICICI PRU LIFE INS CO LTD

643 9.55 (1.51%)

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Historical option data for ICICIPRULI

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 643.00 12.4 1.75 - 12,57,000 1,18,500 2,28,000
4 Jul 633.45 10.65 - 4,29,000 -34,500 1,09,500
3 Jul 634.40 10.7 - 11,37,000 -36,000 1,44,000
2 Jul 620.35 8.55 - 7,84,500 46,500 1,81,500
1 Jul 616.70 7.1 - 2,43,000 19,500 1,35,000
28 Jun 605.70 5.7 - 1,12,500 87,000 1,15,500
27 Jun 599.65 5.75 - 30,000 12,000 28,500
26 Jun 596.50 6.2 - 43,500 16,500 16,500
25 Jun 600.35 6.45 - 1,500 0 0
24 Jun 605.40 12.05 - 0 0 0


For ICICI PRU LIFE INS CO LTD - strike price 660 expiring on 25JUL2024

Delta for 660 CE is -

Historical price for 660 CE is as follows

On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 12.4, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 118500 which increased total open position to 228000


On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 10.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -34500 which decreased total open position to 109500


On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 10.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -36000 which decreased total open position to 144000


On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 46500 which increased total open position to 181500


On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 135000


On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 87000 which increased total open position to 115500


On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 28500


On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 6.2, 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 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 6.45, 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 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 643.00 27.3 -3.10 - 1,08,000 55,500 61,500
4 Jul 633.45 30.4 - 22,500 3,000 6,000
3 Jul 634.40 33.85 - 6,000 1,500 3,000
2 Jul 620.35 45.6 - 1,500 0 0
1 Jul 616.70 95.95 - 0 0 0
28 Jun 605.70 95.95 - 0 0 0
27 Jun 599.65 95.95 - 0 0 0
26 Jun 596.50 95.95 - 0 0 0
25 Jun 600.35 95.95 - 0 0 0
24 Jun 605.40 95.95 - 0 0 0


For ICICI PRU LIFE INS CO LTD - strike price 660 expiring on 25JUL2024

Delta for 660 PE is -

Historical price for 660 PE is as follows

On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 27.3, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by 55500 which increased total open position to 61500


On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 30.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 6000


On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 3000


On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 45.6, 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 95.95, 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 95.95, 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 95.95, 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 95.95, 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 95.95, 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 95.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0