ICICIPRULI
ICICI PRU LIFE INS CO LTD
Historical option data for ICICIPRULI
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 643.00 | 9.4 | 1.60 | - | 5,08,500 | -58,500 | 2,71,500 | |||
| 4 Jul | 633.45 | 7.8 | - | 5,98,500 | -12,000 | 3,30,000 | ||||
| 3 Jul | 634.40 | 7.95 | - | 11,01,000 | 1,11,000 | 3,42,000 | ||||
| 2 Jul | 620.35 | 6.4 | - | 5,22,000 | 99,000 | 2,37,000 | ||||
| 1 Jul | 616.70 | 5.2 | - | 2,43,000 | 1,38,000 | 1,38,000 | ||||
| 28 Jun | 605.70 | 5 | - | 1,500 | 0 | 0 | ||||
| 27 Jun | 599.65 | 10.35 | - | 0 | 0 | 0 | ||||
| 26 Jun | 596.50 | 10.35 | - | 0 | 0 | 0 | ||||
| 25 Jun | 600.35 | 10.35 | - | 0 | 0 | 0 | ||||
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| 24 Jun | 605.40 | 10.35 | - | 0 | 0 | 0 | ||||
For ICICI PRU LIFE INS CO LTD - strike price 670 expiring on 25JUL2024
Delta for 670 CE is -
Historical price for 670 CE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 9.4, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by -58500 which decreased total open position to 271500
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 7.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 330000
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 111000 which increased total open position to 342000
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 99000 which increased total open position to 237000
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 138000 which increased total open position to 138000
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 5, 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 10.35, 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 10.35, 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 10.35, 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 10.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 643.00 | 35.2 | -8.95 | - | 1,500 | 4,500 | 4,500 |
| 4 Jul | 633.45 | 44.15 | - | 0 | -1,500 | 0 | |
| 3 Jul | 634.40 | 44.15 | - | 3,000 | -1,500 | 3,000 | |
| 2 Jul | 620.35 | 49.75 | - | 9,000 | 6,000 | 6,000 | |
| 1 Jul | 616.70 | 104.1 | - | 0 | 0 | 0 | |
| 28 Jun | 605.70 | 104.1 | - | 0 | 0 | 0 | |
| 27 Jun | 599.65 | 104.1 | - | 0 | 0 | 0 | |
| 26 Jun | 596.50 | 104.1 | - | 0 | 0 | 0 | |
| 25 Jun | 600.35 | 104.1 | - | 0 | 0 | 0 | |
| 24 Jun | 605.40 | 104.1 | - | 0 | 0 | 0 | |
For ICICI PRU LIFE INS CO LTD - strike price 670 expiring on 25JUL2024
Delta for 670 PE is -
Historical price for 670 PE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 35.2, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 4500
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 0
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 3000
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 49.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 6000
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 104.1, 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 104.1, 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 104.1, 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 104.1, 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 104.1, 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 104.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0