ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 04:00 PM IST
| ICICIPRULI 28NOV2024 690 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.34
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 678.55 | 5.15 | -3.40 | 26.28 | 256.5 | 1 | 106 | |||
| 20 Nov | 685.20 | 8.55 | 0.00 | 25.66 | 878 | 12 | 104.5 | |||
| 19 Nov | 685.20 | 8.55 | -5.05 | 25.66 | 878 | 11.5 | 104.5 | |||
| 18 Nov | 693.20 | 13.6 | -1.75 | 25.66 | 203 | 17.5 | 94 | |||
| 14 Nov | 693.90 | 15.35 | 0.05 | 22.80 | 212.5 | 18.5 | 76.5 | |||
| 13 Nov | 688.00 | 15.3 | -7.40 | 27.04 | 278 | 29.5 | 57.5 | |||
| 12 Nov | 702.10 | 22.7 | -0.85 | 23.55 | 78 | 13 | 28 | |||
| 11 Nov | 704.30 | 23.55 | -5.55 | 23.43 | 12.5 | -1 | 15.5 | |||
| 8 Nov | 710.35 | 29.1 | -5.40 | 19.63 | 25.5 | 11.5 | 18.5 | |||
| 7 Nov | 713.85 | 34.5 | -1.60 | 27.88 | 13 | 5 | 8 | |||
| 6 Nov | 716.25 | 36.1 | -12.90 | 21.69 | 1 | 0 | 3 | |||
| 5 Nov | 732.15 | 49 | -5.20 | 33.32 | 14 | 2 | 2.5 | |||
| 4 Nov | 735.80 | 54.2 | -55.15 | 27.59 | 0.5 | 0 | 0 | |||
| 1 Nov | 744.95 | 109.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 741.00 | 109.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 747.55 | 109.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 768.40 | 109.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 735.15 | 109.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Oct | 739.15 | 109.35 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 690 expiring on 28NOV2024
Delta for 690 CE is 0.33
Historical price for 690 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 5.15, which was -3.40 lower than the previous day. The implied volatity was 26.28, the open interest changed by 2 which increased total open position to 212
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 8.55, which was 0.00 lower than the previous day. The implied volatity was 25.66, the open interest changed by 24 which increased total open position to 209
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 8.55, which was -5.05 lower than the previous day. The implied volatity was 25.66, the open interest changed by 23 which increased total open position to 209
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 13.6, which was -1.75 lower than the previous day. The implied volatity was 25.66, the open interest changed by 35 which increased total open position to 188
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 15.35, which was 0.05 higher than the previous day. The implied volatity was 22.80, the open interest changed by 37 which increased total open position to 153
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 15.3, which was -7.40 lower than the previous day. The implied volatity was 27.04, the open interest changed by 59 which increased total open position to 115
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 22.7, which was -0.85 lower than the previous day. The implied volatity was 23.55, the open interest changed by 26 which increased total open position to 56
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 23.55, which was -5.55 lower than the previous day. The implied volatity was 23.43, the open interest changed by -2 which decreased total open position to 31
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 29.1, which was -5.40 lower than the previous day. The implied volatity was 19.63, the open interest changed by 23 which increased total open position to 37
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 34.5, which was -1.60 lower than the previous day. The implied volatity was 27.88, the open interest changed by 10 which increased total open position to 16
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 36.1, which was -12.90 lower than the previous day. The implied volatity was 21.69, the open interest changed by 0 which decreased total open position to 6
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 49, which was -5.20 lower than the previous day. The implied volatity was 33.32, the open interest changed by 4 which increased total open position to 5
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 54.2, which was -55.15 lower than the previous day. The implied volatity was 27.59, 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 109.35, 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 109.35, 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 109.35, 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 109.35, 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 Oct ICICIPRULI was trading at 735.15. The strike last trading price was 109.35, 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 14 Oct ICICIPRULI was trading at 739.15. The strike last trading price was 109.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIPRULI 28NOV2024 690 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.33
Theta: -0.39
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 678.55 | 15.65 | 1.35 | 22.73 | 254 | 6.5 | 78 |
| 20 Nov | 685.20 | 14.3 | 0.00 | 26.60 | 455 | -30.5 | 71.5 |
| 19 Nov | 685.20 | 14.3 | 4.25 | 26.60 | 455 | -30.5 | 71.5 |
| 18 Nov | 693.20 | 10.05 | 0.20 | 25.86 | 127.5 | -10.5 | 102.5 |
| 14 Nov | 693.90 | 9.85 | -3.50 | 23.16 | 187.5 | 7 | 113 |
| 13 Nov | 688.00 | 13.35 | 4.90 | 24.49 | 400.5 | 11 | 106.5 |
| 12 Nov | 702.10 | 8.45 | 0.10 | 25.67 | 297.5 | -4 | 96 |
| 11 Nov | 704.30 | 8.35 | 0.45 | 25.19 | 116 | -2 | 101 |
| 8 Nov | 710.35 | 7.9 | 1.00 | 27.13 | 101 | -21.5 | 103 |
| 7 Nov | 713.85 | 6.9 | -0.80 | 25.14 | 194.5 | -24.5 | 125 |
| 6 Nov | 716.25 | 7.7 | 0.90 | 28.69 | 2,134.5 | 49.5 | 154.5 |
| 5 Nov | 732.15 | 6.8 | 1.75 | 29.89 | 2,056 | 80 | 106.5 |
| 4 Nov | 735.80 | 5.05 | -0.45 | 29.39 | 102.5 | 26 | 29 |
| 1 Nov | 744.95 | 5.5 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 741.00 | 5.5 | -3.00 | - | 5 | 3 | 3 |
| 30 Oct | 747.55 | 8.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 768.40 | 8.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 735.15 | 8.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 739.15 | 8.5 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 690 expiring on 28NOV2024
Delta for 690 PE is -0.70
Historical price for 690 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 15.65, which was 1.35 higher than the previous day. The implied volatity was 22.73, the open interest changed by 13 which increased total open position to 156
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 14.3, which was 0.00 lower than the previous day. The implied volatity was 26.60, the open interest changed by -61 which decreased total open position to 143
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 14.3, which was 4.25 higher than the previous day. The implied volatity was 26.60, the open interest changed by -61 which decreased total open position to 143
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 10.05, which was 0.20 higher than the previous day. The implied volatity was 25.86, the open interest changed by -21 which decreased total open position to 205
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 9.85, which was -3.50 lower than the previous day. The implied volatity was 23.16, the open interest changed by 14 which increased total open position to 226
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 13.35, which was 4.90 higher than the previous day. The implied volatity was 24.49, the open interest changed by 22 which increased total open position to 213
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 8.45, which was 0.10 higher than the previous day. The implied volatity was 25.67, the open interest changed by -8 which decreased total open position to 192
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 8.35, which was 0.45 higher than the previous day. The implied volatity was 25.19, the open interest changed by -4 which decreased total open position to 202
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 7.9, which was 1.00 higher than the previous day. The implied volatity was 27.13, the open interest changed by -43 which decreased total open position to 206
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 6.9, which was -0.80 lower than the previous day. The implied volatity was 25.14, the open interest changed by -49 which decreased total open position to 250
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 7.7, which was 0.90 higher than the previous day. The implied volatity was 28.69, the open interest changed by 99 which increased total open position to 309
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 6.8, which was 1.75 higher than the previous day. The implied volatity was 29.89, the open interest changed by 160 which increased total open position to 213
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 5.05, which was -0.45 lower than the previous day. The implied volatity was 29.39, the open interest changed by 52 which increased total open position to 58
On 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 5.5, which was -3.00 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 8.5, 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 8.5, 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 Oct ICICIPRULI was trading at 735.15. The strike last trading price was 8.5, 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 14 Oct ICICIPRULI was trading at 739.15. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
