ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 04:00 PM IST
| ICICIPRULI 28NOV2024 660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.73
Vega: 0.31
Theta: -0.85
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 678.55 | 23.4 | -5.90 | 32.92 | 2.5 | 0.5 | 9 | |||
| 20 Nov | 685.20 | 29.3 | 0.00 | 32.45 | 28.5 | 2.5 | 9.5 | |||
| 19 Nov | 685.20 | 29.3 | -9.85 | 32.45 | 28.5 | 3.5 | 9.5 | |||
| 18 Nov | 693.20 | 39.15 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 14 Nov | 693.90 | 39.15 | 1.95 | 28.76 | 10.5 | 3 | 5.5 | |||
| 13 Nov | 688.00 | 37.2 | -8.90 | 33.24 | 2.5 | 1 | 2.5 | |||
| 12 Nov | 702.10 | 46.1 | -6.55 | 21.09 | 1.5 | -0.5 | 1.5 | |||
| 11 Nov | 704.30 | 52.65 | -1.05 | 38.56 | 0.5 | 0 | 2.5 | |||
| 8 Nov | 710.35 | 53.7 | -18.55 | - | 1.5 | 0 | 1.5 | |||
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| 7 Nov | 713.85 | 72.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 716.25 | 72.25 | 8.50 | 48.11 | 1 | 0 | 1.5 | |||
| 5 Nov | 732.15 | 63.75 | -44.85 | - | 1.5 | 0 | 0 | |||
| 4 Nov | 735.80 | 108.6 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 741.00 | 108.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 768.40 | 108.6 | 108.60 | - | 0 | 0 | 0 | |||
| 19 Sept | 755.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 750.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 750.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 749.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 755.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 755.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 750.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 746.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 758.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 750.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 758.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 753.45 | 0 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 660 expiring on 28NOV2024
Delta for 660 CE is 0.73
Historical price for 660 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 23.4, which was -5.90 lower than the previous day. The implied volatity was 32.92, the open interest changed by 1 which increased total open position to 18
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 29.3, which was 0.00 lower than the previous day. The implied volatity was 32.45, the open interest changed by 5 which increased total open position to 19
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 29.3, which was -9.85 lower than the previous day. The implied volatity was 32.45, the open interest changed by 7 which increased total open position to 19
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 39.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 39.15, which was 1.95 higher than the previous day. The implied volatity was 28.76, the open interest changed by 6 which increased total open position to 11
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 37.2, which was -8.90 lower than the previous day. The implied volatity was 33.24, the open interest changed by 2 which increased total open position to 5
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 46.1, which was -6.55 lower than the previous day. The implied volatity was 21.09, the open interest changed by -1 which decreased total open position to 3
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 52.65, which was -1.05 lower than the previous day. The implied volatity was 38.56, the open interest changed by 0 which decreased total open position to 5
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 53.7, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 72.25, 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 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 72.25, which was 8.50 higher than the previous day. The implied volatity was 48.11, the open interest changed by 0 which decreased total open position to 3
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 63.75, which was -44.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 108.6, 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 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 108.6, 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 29 Oct ICICIPRULI was trading at 768.40. The strike last trading price was 108.6, which was 108.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept ICICIPRULI was trading at 755.10. 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 Sept ICICIPRULI was trading at 750.65. 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 17 Sept ICICIPRULI was trading at 750.00. 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 16 Sept ICICIPRULI was trading at 749.90. 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 13 Sept ICICIPRULI was trading at 755.25. 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 12 Sept 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 11 Sept ICICIPRULI was trading at 750.90. 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 Sept ICICIPRULI was trading at 746.00. 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 9 Sept ICICIPRULI was trading at 758.15. 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 6 Sept ICICIPRULI was trading at 750.65. 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 5 Sept ICICIPRULI was trading at 758.05. 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 2 Sept ICICIPRULI was trading at 753.45. 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 28NOV2024 660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.29
Theta: -0.52
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 678.55 | 3.55 | -0.40 | 27.59 | 333 | -3 | 109 |
| 20 Nov | 685.20 | 3.95 | 0.00 | 30.01 | 1,033 | 70.5 | 112.5 |
| 19 Nov | 685.20 | 3.95 | 1.25 | 30.01 | 1,033 | 71 | 112.5 |
| 18 Nov | 693.20 | 2.7 | -0.40 | 29.69 | 59 | 3.5 | 42.5 |
| 14 Nov | 693.90 | 3.1 | -1.10 | 27.33 | 108.5 | -10 | 39.5 |
| 13 Nov | 688.00 | 4.2 | 1.55 | 26.94 | 129 | 2 | 52.5 |
| 12 Nov | 702.10 | 2.65 | 0.10 | 28.35 | 204.5 | 3.5 | 51 |
| 11 Nov | 704.30 | 2.55 | -0.40 | 27.50 | 69 | 12.5 | 47 |
| 8 Nov | 710.35 | 2.95 | 0.55 | 29.82 | 46.5 | 5 | 35 |
| 7 Nov | 713.85 | 2.4 | -0.50 | 27.72 | 67.5 | -5.5 | 29.5 |
| 6 Nov | 716.25 | 2.9 | 0.35 | 30.62 | 73.5 | 9 | 35 |
| 5 Nov | 732.15 | 2.55 | -0.45 | 31.46 | 146.5 | 27 | 27.5 |
| 4 Nov | 735.80 | 3 | -11.40 | 35.12 | 0.5 | 0 | 0 |
| 31 Oct | 741.00 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 768.40 | 14.4 | 14.40 | - | 0 | 0 | 0 |
| 19 Sept | 755.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 750.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 750.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 749.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 755.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 755.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 750.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 746.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 758.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 750.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 758.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 753.45 | 0 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 660 expiring on 28NOV2024
Delta for 660 PE is -0.23
Historical price for 660 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 3.55, which was -0.40 lower than the previous day. The implied volatity was 27.59, the open interest changed by -6 which decreased total open position to 218
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 3.95, which was 0.00 lower than the previous day. The implied volatity was 30.01, the open interest changed by 141 which increased total open position to 225
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 3.95, which was 1.25 higher than the previous day. The implied volatity was 30.01, the open interest changed by 142 which increased total open position to 225
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 2.7, which was -0.40 lower than the previous day. The implied volatity was 29.69, the open interest changed by 7 which increased total open position to 85
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 3.1, which was -1.10 lower than the previous day. The implied volatity was 27.33, the open interest changed by -20 which decreased total open position to 79
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 4.2, which was 1.55 higher than the previous day. The implied volatity was 26.94, the open interest changed by 4 which increased total open position to 105
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 2.65, which was 0.10 higher than the previous day. The implied volatity was 28.35, the open interest changed by 7 which increased total open position to 102
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 2.55, which was -0.40 lower than the previous day. The implied volatity was 27.50, the open interest changed by 25 which increased total open position to 94
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 2.95, which was 0.55 higher than the previous day. The implied volatity was 29.82, the open interest changed by 10 which increased total open position to 70
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 2.4, which was -0.50 lower than the previous day. The implied volatity was 27.72, the open interest changed by -11 which decreased total open position to 59
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 2.9, which was 0.35 higher than the previous day. The implied volatity was 30.62, the open interest changed by 18 which increased total open position to 70
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 31.46, the open interest changed by 54 which increased total open position to 55
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 3, which was -11.40 lower than the previous day. The implied volatity was 35.12, 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 14.4, 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 29 Oct ICICIPRULI was trading at 768.40. The strike last trading price was 14.4, which was 14.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept ICICIPRULI was trading at 755.10. 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 Sept ICICIPRULI was trading at 750.65. 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 17 Sept ICICIPRULI was trading at 750.00. 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 16 Sept ICICIPRULI was trading at 749.90. 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 13 Sept ICICIPRULI was trading at 755.25. 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 12 Sept 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 11 Sept ICICIPRULI was trading at 750.90. 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 Sept ICICIPRULI was trading at 746.00. 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 9 Sept ICICIPRULI was trading at 758.15. 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 6 Sept ICICIPRULI was trading at 750.65. 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 5 Sept ICICIPRULI was trading at 758.05. 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 2 Sept ICICIPRULI was trading at 753.45. 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
