ICICIPRULI
ICICI PRU LIFE INS CO LTD
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