[--[65.84.65.76]--]
ICICIPRULI
ICICI PRU LIFE INS CO LTD

643 9.55 (1.51%)

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Historical option data for ICICIPRULI

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 643.00 5.3 0.80 - 90,000 12,000 1,92,000
4 Jul 633.45 4.5 - 3,06,000 81,000 1,80,000
3 Jul 634.40 4.3 - 1,29,000 3,000 99,000
2 Jul 620.35 3.7 - 2,28,000 76,500 96,000
1 Jul 616.70 3.1 - 30,000 7,500 19,500
28 Jun 605.70 2.1 - 16,500 12,000 12,000
27 Jun 599.65 7.55 - 0 0 0
26 Jun 596.50 7.55 - 0 0 0
25 Jun 600.35 7.55 - 0 0 0
24 Jun 605.40 7.55 - 0 0 0


For ICICI PRU LIFE INS CO LTD - strike price 690 expiring on 25JUL2024

Delta for 690 CE is -

Historical price for 690 CE is as follows

On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 5.3, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 192000


On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 81000 which increased total open position to 180000


On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 4.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 99000


On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 76500 which increased total open position to 96000


On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 19500


On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 12000


On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 7.55, 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 7.55, 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 7.55, 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 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 643.00 56.05 -64.90 - 1,500 0 0
4 Jul 633.45 120.95 - 0 0 0
3 Jul 634.40 120.95 - 0 0 0
2 Jul 620.35 120.95 - 0 0 0
1 Jul 616.70 120.95 - 0 0 0
28 Jun 605.70 120.95 - 0 0 0
27 Jun 599.65 120.95 - 0 0 0
26 Jun 596.50 120.95 - 0 0 0
25 Jun 600.35 120.95 - 0 0 0
24 Jun 605.40 120.95 - 0 0 0


For ICICI PRU LIFE INS CO LTD - strike price 690 expiring on 25JUL2024

Delta for 690 PE is -

Historical price for 690 PE is as follows

On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 56.05, which was -64.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 120.95, 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 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 120.95, 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 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 120.95, 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 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 120.95, 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 120.95, 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 120.95, 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 120.95, 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 120.95, 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 120.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0