ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 04:10 PM IST
| ICICIPRULI 28NOV2024 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.36
Theta: -0.86
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 678.55 | 15.6 | -5.15 | 29.50 | 83 | 1.5 | 54 | |||
| 20 Nov | 685.20 | 20.75 | 0.00 | 28.52 | 516.5 | 41 | 53 | |||
| 19 Nov | 685.20 | 20.75 | -8.55 | 28.52 | 516.5 | 41.5 | 53 | |||
| 18 Nov | 693.20 | 29.3 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 14 Nov | 693.90 | 29.3 | -7.70 | 23.61 | 22 | 8.5 | 12 | |||
| 13 Nov | 688.00 | 37 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 702.10 | 37 | -5.70 | 20.76 | 1.5 | 0.5 | 4 | |||
| 11 Nov | 704.30 | 42.7 | -10.05 | 33.28 | 2 | 1 | 3 | |||
| 8 Nov | 710.35 | 52.75 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 7 Nov | 713.85 | 52.75 | -2.50 | 34.56 | 2 | 1 | 1.5 | |||
| 6 Nov | 716.25 | 55.25 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 5 Nov | 732.15 | 55.25 | -70.85 | - | 0.5 | 0 | 0 | |||
| 4 Nov | 735.80 | 126.1 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 31 Oct | 741.00 | 126.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 768.40 | 126.1 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 670 expiring on 28NOV2024
Delta for 670 CE is 0.63
Historical price for 670 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 15.6, which was -5.15 lower than the previous day. The implied volatity was 29.50, the open interest changed by 3 which increased total open position to 108
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 28.52, the open interest changed by 82 which increased total open position to 106
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 20.75, which was -8.55 lower than the previous day. The implied volatity was 28.52, the open interest changed by 83 which increased total open position to 106
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 29.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 29.3, which was -7.70 lower than the previous day. The implied volatity was 23.61, the open interest changed by 17 which increased total open position to 24
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 37, 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 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 37, which was -5.70 lower than the previous day. The implied volatity was 20.76, the open interest changed by 1 which increased total open position to 8
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 42.7, which was -10.05 lower than the previous day. The implied volatity was 33.28, the open interest changed by 2 which increased total open position to 6
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 52.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 52.75, which was -2.50 lower than the previous day. The implied volatity was 34.56, the open interest changed by 2 which increased total open position to 3
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 55.25, 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 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 55.25, which was -70.85 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 126.1, 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 126.1, 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 126.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIPRULI 28NOV2024 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.35
Theta: -0.57
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 678.55 | 5.9 | -0.20 | 25.48 | 383 | -1 | 136 |
| 20 Nov | 685.20 | 6.1 | 0.00 | 28.39 | 1,335 | 91.5 | 137.5 |
| 19 Nov | 685.20 | 6.1 | 1.85 | 28.39 | 1,335 | 92 | 137.5 |
| 18 Nov | 693.20 | 4.25 | -0.15 | 28.31 | 67.5 | -1 | 47 |
| 14 Nov | 693.90 | 4.4 | -2.25 | 25.44 | 95.5 | 11.5 | 47.5 |
| 13 Nov | 688.00 | 6.65 | 2.80 | 26.76 | 143 | -14 | 36.5 |
| 12 Nov | 702.10 | 3.85 | 0.10 | 27.13 | 138 | -7.5 | 53.5 |
| 11 Nov | 704.30 | 3.75 | -0.15 | 26.41 | 41 | 8.5 | 60.5 |
| 8 Nov | 710.35 | 3.9 | 0.50 | 28.31 | 60 | 10 | 54.5 |
| 7 Nov | 713.85 | 3.4 | -0.60 | 26.72 | 85.5 | 14 | 44.5 |
| 6 Nov | 716.25 | 4 | 0.50 | 29.78 | 66.5 | 9.5 | 29 |
| 5 Nov | 732.15 | 3.5 | 0.35 | 30.68 | 81 | 8 | 19.5 |
| 4 Nov | 735.80 | 3.15 | -2.35 | 32.10 | 18.5 | 12 | 12 |
| 31 Oct | 741.00 | 5.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 768.40 | 5.5 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 670 expiring on 28NOV2024
Delta for 670 PE is -0.36
Historical price for 670 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 5.9, which was -0.20 lower than the previous day. The implied volatity was 25.48, the open interest changed by -2 which decreased total open position to 272
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was 28.39, the open interest changed by 183 which increased total open position to 275
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 6.1, which was 1.85 higher than the previous day. The implied volatity was 28.39, the open interest changed by 184 which increased total open position to 275
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 4.25, which was -0.15 lower than the previous day. The implied volatity was 28.31, the open interest changed by -2 which decreased total open position to 94
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 4.4, which was -2.25 lower than the previous day. The implied volatity was 25.44, the open interest changed by 23 which increased total open position to 95
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 6.65, which was 2.80 higher than the previous day. The implied volatity was 26.76, the open interest changed by -28 which decreased total open position to 73
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 3.85, which was 0.10 higher than the previous day. The implied volatity was 27.13, the open interest changed by -15 which decreased total open position to 107
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 3.75, which was -0.15 lower than the previous day. The implied volatity was 26.41, the open interest changed by 17 which increased total open position to 121
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 3.9, which was 0.50 higher than the previous day. The implied volatity was 28.31, the open interest changed by 20 which increased total open position to 109
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 3.4, which was -0.60 lower than the previous day. The implied volatity was 26.72, the open interest changed by 28 which increased total open position to 89
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 4, which was 0.50 higher than the previous day. The implied volatity was 29.78, the open interest changed by 19 which increased total open position to 58
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 3.5, which was 0.35 higher than the previous day. The implied volatity was 30.68, the open interest changed by 16 which increased total open position to 39
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 3.15, which was -2.35 lower than the previous day. The implied volatity was 32.10, the open interest changed by 24 which increased total open position to 24
On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 5.5, 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 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
