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 | 6.9 | 0.95 | - | 4,99,500 | -1,11,000 | 2,02,500 | |||
| 4 Jul | 633.45 | 5.95 | - | 30,84,000 | 1,47,000 | 3,13,500 | ||||
| 3 Jul | 634.40 | 5.9 | - | 6,85,500 | 39,000 | 1,66,500 | ||||
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| 2 Jul | 620.35 | 4.6 | - | 5,82,000 | 36,000 | 1,33,500 | ||||
| 1 Jul | 616.70 | 4 | - | 3,03,000 | 28,500 | 97,500 | ||||
| 28 Jun | 605.70 | 3.05 | - | 1,74,000 | 67,500 | 69,000 | ||||
| 27 Jun | 599.65 | 3.65 | - | 1,500 | 0 | 1,500 | ||||
| 26 Jun | 596.50 | 6.05 | - | 1,500 | 0 | 0 | ||||
| 25 Jun | 600.35 | 8.85 | - | 0 | 0 | 0 | ||||
| 24 Jun | 605.40 | 8.85 | - | 0 | 0 | 0 | ||||
For ICICI PRU LIFE INS CO LTD - strike price 680 expiring on 25JUL2024
Delta for 680 CE is -
Historical price for 680 CE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 6.9, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by -111000 which decreased total open position to 202500
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 147000 which increased total open position to 313500
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 39000 which increased total open position to 166500
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 133500
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 28500 which increased total open position to 97500
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 67500 which increased total open position to 69000
On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500
On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 6.05, 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 8.85, 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 8.85, 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 | 44.05 | -3.65 | - | 3,000 | 18,000 | 18,000 |
| 4 Jul | 633.45 | 47.7 | - | 0 | 1,500 | 0 | |
| 3 Jul | 634.40 | 47.7 | - | 10,500 | 1,500 | 12,000 | |
| 2 Jul | 620.35 | 72 | - | 9,000 | 1,500 | 4,500 | |
| 1 Jul | 616.70 | 60.45 | - | 3,000 | 3,000 | 3,000 | |
| 28 Jun | 605.70 | 79.5 | - | 0 | 0 | 0 | |
| 27 Jun | 599.65 | 79.5 | - | 1,500 | 0 | 0 | |
| 26 Jun | 596.50 | 112.45 | - | 0 | 0 | 0 | |
| 25 Jun | 600.35 | 112.45 | - | 0 | 0 | 0 | |
| 24 Jun | 605.40 | 112.45 | - | 0 | 0 | 0 | |
For ICICI PRU LIFE INS CO LTD - strike price 680 expiring on 25JUL2024
Delta for 680 PE is -
Historical price for 680 PE is as follows
On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 44.05, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 18000
On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 47.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 47.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 12000
On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 72, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 4500
On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 60.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000
On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 79.5, 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 79.5, 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 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 112.45, 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 112.45, 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 112.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0