ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
03 Dec 2024 04:10 PM IST
| ICICIPRULI 26DEC2024 690 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.68
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 684.20 | 17.3 | -5.30 | 26.83 | 463 | 4 | 188 | |||
| 2 Dec | 691.90 | 22.6 | -3.35 | 28.41 | 314 | -6 | 184 | |||
| 29 Nov | 699.65 | 25.95 | 0.15 | 24.38 | 1,097 | 15 | 189 | |||
| 28 Nov | 691.85 | 25.8 | 6.60 | 28.14 | 997 | 39 | 175 | |||
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| 27 Nov | 680.80 | 19.2 | -5.85 | 27.07 | 213 | 18 | 136 | |||
| 26 Nov | 691.25 | 25.05 | 1.45 | 28.85 | 446 | 82 | 114 | |||
| 25 Nov | 687.65 | 23.6 | 0.00 | 27.09 | 37 | 25 | 32 | |||
| 22 Nov | 687.20 | 23.6 | 3.40 | 24.65 | 32 | 13 | 20 | |||
| 21 Nov | 678.55 | 20.2 | -2.35 | 27.70 | 5 | 2 | 7 | |||
| 20 Nov | 685.20 | 22.55 | 0.00 | 26.05 | 8 | 4 | 5 | |||
| 19 Nov | 685.20 | 22.55 | -7.85 | 26.05 | 8 | 4 | 5 | |||
| 18 Nov | 693.20 | 30.4 | -43.05 | 29.07 | 1 | 0 | 0 | |||
| 14 Nov | 693.90 | 73.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 702.10 | 73.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 710.35 | 73.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 713.85 | 73.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 735.80 | 73.45 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 690 expiring on 26DEC2024
Delta for 690 CE is 0.49
Historical price for 690 CE is as follows
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 17.3, which was -5.30 lower than the previous day. The implied volatity was 26.83, the open interest changed by 4 which increased total open position to 188
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 22.6, which was -3.35 lower than the previous day. The implied volatity was 28.41, the open interest changed by -6 which decreased total open position to 184
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 25.95, which was 0.15 higher than the previous day. The implied volatity was 24.38, the open interest changed by 15 which increased total open position to 189
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 25.8, which was 6.60 higher than the previous day. The implied volatity was 28.14, the open interest changed by 39 which increased total open position to 175
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 19.2, which was -5.85 lower than the previous day. The implied volatity was 27.07, the open interest changed by 18 which increased total open position to 136
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 25.05, which was 1.45 higher than the previous day. The implied volatity was 28.85, the open interest changed by 82 which increased total open position to 114
On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was 27.09, the open interest changed by 25 which increased total open position to 32
On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 23.6, which was 3.40 higher than the previous day. The implied volatity was 24.65, the open interest changed by 13 which increased total open position to 20
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 20.2, which was -2.35 lower than the previous day. The implied volatity was 27.70, the open interest changed by 2 which increased total open position to 7
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 22.55, which was 0.00 lower than the previous day. The implied volatity was 26.05, the open interest changed by 4 which increased total open position to 5
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 22.55, which was -7.85 lower than the previous day. The implied volatity was 26.05, the open interest changed by 4 which increased total open position to 5
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 30.4, which was -43.05 lower than the previous day. The implied volatity was 29.07, 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 73.45, 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 73.45, 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 73.45, 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 73.45, 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 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 73.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 26DEC2024 690 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.68
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 684.20 | 19.2 | 3.15 | 26.36 | 335 | 13 | 202 |
| 2 Dec | 691.90 | 16.05 | 1.45 | 26.22 | 241 | 7 | 185 |
| 29 Nov | 699.65 | 14.6 | -2.40 | 27.62 | 906 | 44 | 174 |
| 28 Nov | 691.85 | 17 | -3.50 | 27.43 | 670 | 73 | 126 |
| 27 Nov | 680.80 | 20.5 | -1.15 | 24.53 | 32 | -5 | 54 |
| 26 Nov | 691.25 | 21.65 | 0.65 | 30.44 | 111 | 40 | 60 |
| 25 Nov | 687.65 | 21 | 1.55 | 28.70 | 18 | 11 | 20 |
| 22 Nov | 687.20 | 19.45 | -7.70 | 26.57 | 2 | -1 | 8 |
| 21 Nov | 678.55 | 27.15 | 3.15 | 28.34 | 5 | -1 | 8 |
| 20 Nov | 685.20 | 24 | 0.00 | 27.62 | 11 | 8 | 9 |
| 19 Nov | 685.20 | 24 | 2.00 | 27.62 | 11 | 8 | 9 |
| 18 Nov | 693.20 | 22 | 7.20 | 29.64 | 1 | 0 | 0 |
| 14 Nov | 693.90 | 14.8 | 0.00 | 1.46 | 0 | 0 | 0 |
| 12 Nov | 702.10 | 14.8 | 0.00 | 2.63 | 0 | 0 | 0 |
| 8 Nov | 710.35 | 14.8 | 0.00 | 3.38 | 0 | 0 | 0 |
| 7 Nov | 713.85 | 14.8 | 0.00 | 3.43 | 0 | 0 | 0 |
| 4 Nov | 735.80 | 14.8 | 5.65 | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 690 expiring on 26DEC2024
Delta for 690 PE is -0.51
Historical price for 690 PE is as follows
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 19.2, which was 3.15 higher than the previous day. The implied volatity was 26.36, the open interest changed by 13 which increased total open position to 202
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 16.05, which was 1.45 higher than the previous day. The implied volatity was 26.22, the open interest changed by 7 which increased total open position to 185
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 14.6, which was -2.40 lower than the previous day. The implied volatity was 27.62, the open interest changed by 44 which increased total open position to 174
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 17, which was -3.50 lower than the previous day. The implied volatity was 27.43, the open interest changed by 73 which increased total open position to 126
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 20.5, which was -1.15 lower than the previous day. The implied volatity was 24.53, the open interest changed by -5 which decreased total open position to 54
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 21.65, which was 0.65 higher than the previous day. The implied volatity was 30.44, the open interest changed by 40 which increased total open position to 60
On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 21, which was 1.55 higher than the previous day. The implied volatity was 28.70, the open interest changed by 11 which increased total open position to 20
On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 19.45, which was -7.70 lower than the previous day. The implied volatity was 26.57, the open interest changed by -1 which decreased total open position to 8
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 27.15, which was 3.15 higher than the previous day. The implied volatity was 28.34, the open interest changed by -1 which decreased total open position to 8
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 24, which was 0.00 lower than the previous day. The implied volatity was 27.62, the open interest changed by 8 which increased total open position to 9
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 24, which was 2.00 higher than the previous day. The implied volatity was 27.62, the open interest changed by 8 which increased total open position to 9
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 22, which was 7.20 higher than the previous day. The implied volatity was 29.64, 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 14.8, which was 0.00 lower than the previous day. The implied volatity was 1.46, 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 14.8, which was 0.00 lower than the previous day. The implied volatity was 2.63, 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 14.8, which was 0.00 lower than the previous day. The implied volatity was 3.38, 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 14.8, which was 0.00 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 14.8, which was lower than the previous day. The implied volatity was 5.65, the open interest changed by 0 which decreased total open position to 0
