ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
20 Dec 2024 04:10 PM IST
| ICICIPRULI 26DEC2024 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.26
Theta: -0.58
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 653.90 | 2.95 | -1.95 | 24.52 | 1,411 | 80 | 618 | |||
| 19 Dec | 659.50 | 4.9 | -2.65 | 21.55 | 792 | 148 | 543 | |||
| 18 Dec | 662.55 | 7.55 | -5.25 | 24.35 | 1,123 | 194 | 394 | |||
| 17 Dec | 670.75 | 12.8 | -5.35 | 27.17 | 525 | 104 | 200 | |||
| 16 Dec | 679.50 | 18.15 | -5.25 | 26.11 | 76 | 5 | 97 | |||
| 13 Dec | 685.75 | 23.4 | -5.70 | 26.58 | 77 | 9 | 91 | |||
| 12 Dec | 691.95 | 29.1 | -3.80 | 27.90 | 35 | -1 | 82 | |||
| 11 Dec | 695.35 | 32.9 | 9.65 | 25.69 | 169 | -23 | 85 | |||
| 10 Dec | 681.00 | 23.25 | 2.85 | 26.15 | 1,206 | -54 | 109 | |||
| 9 Dec | 676.20 | 20.4 | 0.60 | 26.08 | 338 | 12 | 163 | |||
| 6 Dec | 674.85 | 19.8 | -1.90 | 23.53 | 343 | 23 | 152 | |||
| 5 Dec | 674.70 | 21.7 | -0.30 | 22.34 | 492 | 72 | 132 | |||
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| 4 Dec | 675.80 | 22 | -6.80 | 26.15 | 58 | 7 | 59 | |||
| 3 Dec | 684.20 | 28.8 | -6.75 | 27.62 | 21 | 10 | 52 | |||
| 2 Dec | 691.90 | 35.55 | -5.45 | 29.96 | 3 | -1 | 41 | |||
| 29 Nov | 699.65 | 41 | 1.95 | 26.90 | 56 | 12 | 43 | |||
| 28 Nov | 691.85 | 39.05 | 11.65 | 29.63 | 127 | 27 | 29 | |||
| 27 Nov | 680.80 | 27.4 | -60.90 | 23.64 | 2 | 0 | 0 | |||
| 26 Nov | 691.25 | 88.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 687.65 | 88.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 687.20 | 88.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 678.55 | 88.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 685.20 | 88.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 685.20 | 88.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 693.90 | 88.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 702.10 | 88.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 710.35 | 88.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 713.85 | 88.3 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 670 expiring on 26DEC2024
Delta for 670 CE is 0.25
Historical price for 670 CE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 2.95, which was -1.95 lower than the previous day. The implied volatity was 24.52, the open interest changed by 80 which increased total open position to 618
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 4.9, which was -2.65 lower than the previous day. The implied volatity was 21.55, the open interest changed by 148 which increased total open position to 543
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 7.55, which was -5.25 lower than the previous day. The implied volatity was 24.35, the open interest changed by 194 which increased total open position to 394
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 12.8, which was -5.35 lower than the previous day. The implied volatity was 27.17, the open interest changed by 104 which increased total open position to 200
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 18.15, which was -5.25 lower than the previous day. The implied volatity was 26.11, the open interest changed by 5 which increased total open position to 97
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 23.4, which was -5.70 lower than the previous day. The implied volatity was 26.58, the open interest changed by 9 which increased total open position to 91
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 29.1, which was -3.80 lower than the previous day. The implied volatity was 27.90, the open interest changed by -1 which decreased total open position to 82
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 32.9, which was 9.65 higher than the previous day. The implied volatity was 25.69, the open interest changed by -23 which decreased total open position to 85
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 23.25, which was 2.85 higher than the previous day. The implied volatity was 26.15, the open interest changed by -54 which decreased total open position to 109
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 20.4, which was 0.60 higher than the previous day. The implied volatity was 26.08, the open interest changed by 12 which increased total open position to 163
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 19.8, which was -1.90 lower than the previous day. The implied volatity was 23.53, the open interest changed by 23 which increased total open position to 152
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 21.7, which was -0.30 lower than the previous day. The implied volatity was 22.34, the open interest changed by 72 which increased total open position to 132
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 22, which was -6.80 lower than the previous day. The implied volatity was 26.15, the open interest changed by 7 which increased total open position to 59
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 28.8, which was -6.75 lower than the previous day. The implied volatity was 27.62, the open interest changed by 10 which increased total open position to 52
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 35.55, which was -5.45 lower than the previous day. The implied volatity was 29.96, the open interest changed by -1 which decreased total open position to 41
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 41, which was 1.95 higher than the previous day. The implied volatity was 26.90, the open interest changed by 12 which increased total open position to 43
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 39.05, which was 11.65 higher than the previous day. The implied volatity was 29.63, the open interest changed by 27 which increased total open position to 29
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 27.4, which was -60.90 lower than the previous day. The implied volatity was 23.64, 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 88.3, 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 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 88.3, 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 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 88.3, 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 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 88.3, 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 88.3, 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 88.3, 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 88.3, 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 88.3, 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 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 88.3, 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 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 88.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 26DEC2024 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.25
Theta: -0.34
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 653.90 | 17.15 | 3.90 | 22.79 | 503 | -47 | 161 |
| 19 Dec | 659.50 | 13.25 | 1.30 | 25.37 | 383 | -53 | 215 |
| 18 Dec | 662.55 | 11.95 | 3.00 | 24.39 | 815 | -18 | 269 |
| 17 Dec | 670.75 | 8.95 | 3.00 | 24.42 | 842 | -6 | 286 |
| 16 Dec | 679.50 | 5.95 | 0.85 | 23.99 | 677 | -30 | 293 |
| 13 Dec | 685.75 | 5.1 | 0.35 | 22.69 | 1,560 | 42 | 324 |
| 12 Dec | 691.95 | 4.75 | 0.65 | 24.89 | 1,214 | 22 | 280 |
| 11 Dec | 695.35 | 4.1 | -4.25 | 25.44 | 796 | 36 | 257 |
| 10 Dec | 681.00 | 8.35 | -1.75 | 25.82 | 708 | 45 | 221 |
| 9 Dec | 676.20 | 10.1 | -2.40 | 24.94 | 238 | 0 | 176 |
| 6 Dec | 674.85 | 12.5 | 0.90 | 26.66 | 342 | 25 | 168 |
| 5 Dec | 674.70 | 11.6 | -2.15 | 26.83 | 387 | 38 | 150 |
| 4 Dec | 675.80 | 13.75 | 2.95 | 27.20 | 242 | 3 | 113 |
| 3 Dec | 684.20 | 10.8 | 1.85 | 27.08 | 271 | 9 | 120 |
| 2 Dec | 691.90 | 8.95 | 0.30 | 27.17 | 111 | 12 | 113 |
| 29 Nov | 699.65 | 8.65 | -2.60 | 28.89 | 431 | 11 | 101 |
| 28 Nov | 691.85 | 11.25 | -3.40 | 30.11 | 519 | 71 | 89 |
| 27 Nov | 680.80 | 14.65 | 4.55 | 29.03 | 13 | 5 | 18 |
| 26 Nov | 691.25 | 10.1 | 0.00 | 0.00 | 0 | 7 | 0 |
| 25 Nov | 687.65 | 10.1 | -6.25 | 25.11 | 17 | 1 | 8 |
| 22 Nov | 687.20 | 16.35 | 1.10 | 33.09 | 1 | 0 | 7 |
| 21 Nov | 678.55 | 15.25 | 0.00 | 0.00 | 0 | 7 | 0 |
| 20 Nov | 685.20 | 15.25 | 0.00 | 27.87 | 20 | 7 | 8 |
| 19 Nov | 685.20 | 15.25 | 5.40 | 27.87 | 20 | 8 | 8 |
| 14 Nov | 693.90 | 9.85 | 0.00 | 3.74 | 0 | 0 | 0 |
| 12 Nov | 702.10 | 9.85 | 0.00 | 4.71 | 0 | 0 | 0 |
| 8 Nov | 710.35 | 9.85 | 0.00 | 5.51 | 0 | 0 | 0 |
| 7 Nov | 713.85 | 9.85 | 5.70 | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 670 expiring on 26DEC2024
Delta for 670 PE is -0.77
Historical price for 670 PE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 17.15, which was 3.90 higher than the previous day. The implied volatity was 22.79, the open interest changed by -47 which decreased total open position to 161
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 13.25, which was 1.30 higher than the previous day. The implied volatity was 25.37, the open interest changed by -53 which decreased total open position to 215
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 11.95, which was 3.00 higher than the previous day. The implied volatity was 24.39, the open interest changed by -18 which decreased total open position to 269
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 8.95, which was 3.00 higher than the previous day. The implied volatity was 24.42, the open interest changed by -6 which decreased total open position to 286
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 5.95, which was 0.85 higher than the previous day. The implied volatity was 23.99, the open interest changed by -30 which decreased total open position to 293
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 5.1, which was 0.35 higher than the previous day. The implied volatity was 22.69, the open interest changed by 42 which increased total open position to 324
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 4.75, which was 0.65 higher than the previous day. The implied volatity was 24.89, the open interest changed by 22 which increased total open position to 280
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 4.1, which was -4.25 lower than the previous day. The implied volatity was 25.44, the open interest changed by 36 which increased total open position to 257
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 8.35, which was -1.75 lower than the previous day. The implied volatity was 25.82, the open interest changed by 45 which increased total open position to 221
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 10.1, which was -2.40 lower than the previous day. The implied volatity was 24.94, the open interest changed by 0 which decreased total open position to 176
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 12.5, which was 0.90 higher than the previous day. The implied volatity was 26.66, the open interest changed by 25 which increased total open position to 168
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 11.6, which was -2.15 lower than the previous day. The implied volatity was 26.83, the open interest changed by 38 which increased total open position to 150
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 13.75, which was 2.95 higher than the previous day. The implied volatity was 27.20, the open interest changed by 3 which increased total open position to 113
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 10.8, which was 1.85 higher than the previous day. The implied volatity was 27.08, the open interest changed by 9 which increased total open position to 120
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 8.95, which was 0.30 higher than the previous day. The implied volatity was 27.17, the open interest changed by 12 which increased total open position to 113
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 8.65, which was -2.60 lower than the previous day. The implied volatity was 28.89, the open interest changed by 11 which increased total open position to 101
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 11.25, which was -3.40 lower than the previous day. The implied volatity was 30.11, the open interest changed by 71 which increased total open position to 89
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 14.65, which was 4.55 higher than the previous day. The implied volatity was 29.03, the open interest changed by 5 which increased total open position to 18
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 10.1, 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 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 10.1, which was -6.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by 1 which increased total open position to 8
On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 16.35, which was 1.10 higher than the previous day. The implied volatity was 33.09, the open interest changed by 0 which decreased total open position to 7
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 15.25, 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 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 27.87, the open interest changed by 7 which increased total open position to 8
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 15.25, which was 5.40 higher than the previous day. The implied volatity was 27.87, the open interest changed by 8 which increased total open position to 8
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 9.85, which was 0.00 lower than the previous day. The implied volatity was 3.74, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 9.85, which was 0.00 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was 5.70, the open interest changed by 0 which decreased total open position to 0
