ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 04:00 PM IST
| ICICIPRULI 28NOV2024 680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0.37
Theta: -0.82
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 678.55 | 9.45 | -3.90 | 27.44 | 731 | 19 | 254.5 | |||
| 20 Nov | 685.20 | 13.35 | 0.00 | 25.52 | 1,029.5 | 162.5 | 235.5 | |||
| 19 Nov | 685.20 | 13.35 | -6.80 | 25.52 | 1,029.5 | 162.5 | 235.5 | |||
| 18 Nov | 693.20 | 20.15 | -2.75 | 26.87 | 119.5 | 46 | 73 | |||
| 14 Nov | 693.90 | 22.9 | 1.95 | 25.54 | 69.5 | 1 | 26 | |||
| 13 Nov | 688.00 | 20.95 | -8.80 | 27.42 | 81.5 | 17.5 | 25 | |||
| 12 Nov | 702.10 | 29.75 | 0.40 | 23.38 | 28.5 | 3 | 7.5 | |||
| 11 Nov | 704.30 | 29.35 | -7.60 | 20.30 | 0.5 | 0 | 4.5 | |||
| 8 Nov | 710.35 | 36.95 | -9.70 | 18.75 | 6 | 1.5 | 3.5 | |||
| 7 Nov | 713.85 | 46.65 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 6 Nov | 716.25 | 46.65 | -16.15 | 27.23 | 0.5 | 0 | 2.5 | |||
| 5 Nov | 732.15 | 62.8 | -31.40 | 44.90 | 6.5 | 3 | 3 | |||
| 4 Nov | 735.80 | 94.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 744.95 | 94.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 741.00 | 94.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 747.55 | 94.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 768.40 | 94.2 | 94.20 | - | 0 | 0 | 0 | |||
| 25 Sept | 773.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Sept | 775.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 768.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 755.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 750.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 750.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 749.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 755.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 755.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 750.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 746.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 758.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 750.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 758.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 769.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 763.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 753.45 | 0 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 680 expiring on 28NOV2024
Delta for 680 CE is 0.48
Historical price for 680 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 9.45, which was -3.90 lower than the previous day. The implied volatity was 27.44, the open interest changed by 38 which increased total open position to 509
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 13.35, which was 0.00 lower than the previous day. The implied volatity was 25.52, the open interest changed by 325 which increased total open position to 471
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 13.35, which was -6.80 lower than the previous day. The implied volatity was 25.52, the open interest changed by 325 which increased total open position to 471
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 20.15, which was -2.75 lower than the previous day. The implied volatity was 26.87, the open interest changed by 92 which increased total open position to 146
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 22.9, which was 1.95 higher than the previous day. The implied volatity was 25.54, the open interest changed by 2 which increased total open position to 52
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 20.95, which was -8.80 lower than the previous day. The implied volatity was 27.42, the open interest changed by 35 which increased total open position to 50
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 29.75, which was 0.40 higher than the previous day. The implied volatity was 23.38, the open interest changed by 6 which increased total open position to 15
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 29.35, which was -7.60 lower than the previous day. The implied volatity was 20.30, the open interest changed by 0 which decreased total open position to 9
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 36.95, which was -9.70 lower than the previous day. The implied volatity was 18.75, the open interest changed by 3 which increased total open position to 7
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 46.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 46.65, which was -16.15 lower than the previous day. The implied volatity was 27.23, the open interest changed by 0 which decreased total open position to 5
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 62.8, which was -31.40 lower than the previous day. The implied volatity was 44.90, the open interest changed by 6 which increased total open position to 6
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 94.2, 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 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 94.2, 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 94.2, 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 30 Oct ICICIPRULI was trading at 747.55. The strike last trading price was 94.2, 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 94.2, which was 94.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept ICICIPRULI was trading at 773.65. The strike last trading price was 0, 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 24 Sept ICICIPRULI was trading at 775.70. The strike last trading price was 0, 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 20 Sept ICICIPRULI was trading at 768.00. The strike last trading price was 0, 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 19 Sept ICICIPRULI was trading at 755.10. The strike last trading price was 0, 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 18 Sept ICICIPRULI was trading at 750.65. The strike last trading price was 0, 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 17 Sept ICICIPRULI was trading at 750.00. The strike last trading price was 0, 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 16 Sept ICICIPRULI was trading at 749.90. The strike last trading price was 0, 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 13 Sept ICICIPRULI was trading at 755.25. The strike last trading price was 0, 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 12 Sept ICICIPRULI was trading at 755.65. The strike last trading price was 0, 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 11 Sept ICICIPRULI was trading at 750.90. The strike last trading price was 0, 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 10 Sept ICICIPRULI was trading at 746.00. The strike last trading price was 0, 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 9 Sept ICICIPRULI was trading at 758.15. The strike last trading price was 0, 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 6 Sept ICICIPRULI was trading at 750.65. The strike last trading price was 0, 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 5 Sept ICICIPRULI was trading at 758.05. The strike last trading price was 0, 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 4 Sept ICICIPRULI was trading at 769.35. The strike last trading price was 0, 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 3 Sept ICICIPRULI was trading at 763.70. The strike last trading price was 0, 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 2 Sept ICICIPRULI was trading at 753.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIPRULI 28NOV2024 680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.37
Theta: -0.54
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 678.55 | 9.8 | 0.65 | 23.84 | 336.5 | -5.5 | 146 |
| 20 Nov | 685.20 | 9.15 | 0.00 | 26.53 | 1,361 | 38 | 219 |
| 19 Nov | 685.20 | 9.15 | 2.35 | 26.53 | 1,361 | 105.5 | 219 |
| 18 Nov | 693.20 | 6.8 | -0.30 | 27.50 | 151.5 | 0 | 114.5 |
| 14 Nov | 693.90 | 7.1 | -1.90 | 25.24 | 168 | 12.5 | 115.5 |
| 13 Nov | 688.00 | 9 | 3.40 | 24.65 | 316 | -9.5 | 104 |
| 12 Nov | 702.10 | 5.6 | 0.10 | 26.01 | 415 | 4 | 123.5 |
| 11 Nov | 704.30 | 5.5 | 0.00 | 25.42 | 128.5 | 6.5 | 121 |
| 8 Nov | 710.35 | 5.5 | 0.65 | 27.49 | 118 | 18 | 115 |
| 7 Nov | 713.85 | 4.85 | -0.80 | 25.86 | 142.5 | -5.5 | 97 |
| 6 Nov | 716.25 | 5.65 | 0.55 | 29.34 | 230.5 | 6.5 | 105 |
| 5 Nov | 732.15 | 5.1 | 0.85 | 30.66 | 461 | 32 | 98.5 |
| 4 Nov | 735.80 | 4.25 | 1.00 | 31.40 | 132.5 | 35.5 | 66.5 |
| 1 Nov | 744.95 | 3.25 | -0.35 | 30.06 | 3 | 0.5 | 30.5 |
| 31 Oct | 741.00 | 3.6 | 0.65 | - | 38 | 22 | 29 |
| 30 Oct | 747.55 | 2.95 | -16.75 | - | 7 | 3 | 3 |
| 29 Oct | 768.40 | 19.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 773.65 | 19.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 775.70 | 19.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 768.00 | 19.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 755.10 | 19.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 750.65 | 19.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 750.00 | 19.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 749.90 | 19.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 755.25 | 19.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 755.65 | 19.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 750.90 | 19.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 746.00 | 19.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 758.15 | 19.7 | 19.70 | - | 0 | 0 | 0 |
| 6 Sept | 750.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 758.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 769.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 763.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 753.45 | 0 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 680 expiring on 28NOV2024
Delta for 680 PE is -0.52
Historical price for 680 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 9.8, which was 0.65 higher than the previous day. The implied volatity was 23.84, the open interest changed by -11 which decreased total open position to 292
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 9.15, which was 0.00 lower than the previous day. The implied volatity was 26.53, the open interest changed by 76 which increased total open position to 438
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 9.15, which was 2.35 higher than the previous day. The implied volatity was 26.53, the open interest changed by 211 which increased total open position to 438
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 6.8, which was -0.30 lower than the previous day. The implied volatity was 27.50, the open interest changed by 0 which decreased total open position to 229
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 7.1, which was -1.90 lower than the previous day. The implied volatity was 25.24, the open interest changed by 25 which increased total open position to 231
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 9, which was 3.40 higher than the previous day. The implied volatity was 24.65, the open interest changed by -19 which decreased total open position to 208
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 5.6, which was 0.10 higher than the previous day. The implied volatity was 26.01, the open interest changed by 8 which increased total open position to 247
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 25.42, the open interest changed by 13 which increased total open position to 242
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 5.5, which was 0.65 higher than the previous day. The implied volatity was 27.49, the open interest changed by 36 which increased total open position to 230
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 4.85, which was -0.80 lower than the previous day. The implied volatity was 25.86, the open interest changed by -11 which decreased total open position to 194
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 5.65, which was 0.55 higher than the previous day. The implied volatity was 29.34, the open interest changed by 13 which increased total open position to 210
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 5.1, which was 0.85 higher than the previous day. The implied volatity was 30.66, the open interest changed by 64 which increased total open position to 197
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 4.25, which was 1.00 higher than the previous day. The implied volatity was 31.40, the open interest changed by 71 which increased total open position to 133
On 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 3.25, which was -0.35 lower than the previous day. The implied volatity was 30.06, the open interest changed by 1 which increased total open position to 61
On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 3.6, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIPRULI was trading at 747.55. The strike last trading price was 2.95, which was -16.75 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 19.7, 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 25 Sept ICICIPRULI was trading at 773.65. The strike last trading price was 19.7, 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 24 Sept ICICIPRULI was trading at 775.70. The strike last trading price was 19.7, 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 20 Sept ICICIPRULI was trading at 768.00. The strike last trading price was 19.7, 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 19 Sept ICICIPRULI was trading at 755.10. The strike last trading price was 19.7, 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 18 Sept ICICIPRULI was trading at 750.65. The strike last trading price was 19.7, 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 17 Sept ICICIPRULI was trading at 750.00. The strike last trading price was 19.7, 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 16 Sept ICICIPRULI was trading at 749.90. The strike last trading price was 19.7, 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 13 Sept ICICIPRULI was trading at 755.25. The strike last trading price was 19.7, 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 12 Sept ICICIPRULI was trading at 755.65. The strike last trading price was 19.7, 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 11 Sept ICICIPRULI was trading at 750.90. The strike last trading price was 19.7, 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 10 Sept ICICIPRULI was trading at 746.00. The strike last trading price was 19.7, 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 9 Sept ICICIPRULI was trading at 758.15. The strike last trading price was 19.7, which was 19.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept ICICIPRULI was trading at 750.65. The strike last trading price was 0, 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 5 Sept ICICIPRULI was trading at 758.05. The strike last trading price was 0, 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 4 Sept ICICIPRULI was trading at 769.35. The strike last trading price was 0, 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 3 Sept ICICIPRULI was trading at 763.70. The strike last trading price was 0, 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 2 Sept ICICIPRULI was trading at 753.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
