ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
03 Dec 2024 04:10 PM IST
| ICICIPRULI 26DEC2024 660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.73
Vega: 0.57
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.73
Historical price for 660 CE is as follows
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: -0.26
Vega: 0.56
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.26
Historical price for 660 PE is as follows
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
