[--[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 12.05 2.40 - 7,500 1,500 18,000
4 Jul 633.45 9.65 - 36,000 -12,000 16,500
3 Jul 634.40 9.75 - 36,000 3,000 28,500
2 Jul 620.35 8.25 - 57,000 -4,500 19,500
1 Jul 616.70 8.45 - 18,000 6,000 24,000
28 Jun 605.70 4.9 - 36,000 18,000 18,000
27 Jun 599.65 3.25 - 0 0 0
26 Jun 596.50 3.25 - 0 0 0
25 Jun 600.35 3.25 - 0 0 0
24 Jun 605.40 3.25 - 0 0 0


For ICICI PRU LIFE INS CO LTD - strike price 665 expiring on 25JUL2024

Delta for 665 CE is -

Historical price for 665 CE is as follows

On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 12.05, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 18000


On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 9.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 16500


On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 28500


On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 19500


On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 24000


On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 18000


On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 3.25, 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 3.25, 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 3.25, 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 3.25, 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 643.00 111.9 0.00 - 0 0 0
4 Jul 633.45 111.9 - 0 0 0
3 Jul 634.40 111.9 - 0 0 0
2 Jul 620.35 111.9 - 0 0 0
1 Jul 616.70 111.9 - 0 0 0
28 Jun 605.70 111.9 - 0 0 0
27 Jun 599.65 111.9 - 0 0 0
26 Jun 596.50 111.9 - 0 0 0
25 Jun 600.35 111.9 - 0 0 0
24 Jun 605.40 111.9 - 0 0 0


For ICICI PRU LIFE INS CO LTD - strike price 665 expiring on 25JUL2024

Delta for 665 PE is -

Historical price for 665 PE is as follows

On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 111.9, 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 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 111.9, 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 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 111.9, 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 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 111.9, 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 111.9, 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 111.9, 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 111.9, 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 111.9, 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 111.9, 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 111.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0