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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 3.85 0.45 - 7,02,000 25,500 4,74,000
4 Jul 633.45 3.4 - 16,12,500 -1,00,500 4,48,500
3 Jul 634.40 3.25 - 12,84,000 60,000 5,49,000
2 Jul 620.35 3.1 - 18,45,000 3,06,000 4,84,500
1 Jul 616.70 2.3 - 5,41,500 97,500 1,78,500
28 Jun 605.70 1.8 - 3,27,000 42,000 81,000
27 Jun 599.65 2.25 - 70,500 4,500 39,000
26 Jun 596.50 2.75 - 1,14,000 25,500 33,000
25 Jun 600.35 1.9 - 1,500 0 7,500
24 Jun 605.40 2.9 - 9,000 6,000 6,000

For ICICI PRU LIFE INS CO LTD - strike price 700 expiring on 25JUL2024

Delta for 700 CE is -

Historical price for 700 CE is as follows

On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 3.85, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 474000


On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -100500 which decreased total open position to 448500


On 3 Jul ICICIPRULI was trading at 634.40. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 549000


On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 306000 which increased total open position to 484500


On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 97500 which increased total open position to 178500


On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 81000


On 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 39000


On 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 33000


On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7500


On 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 6000


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 643.00 61.6 -17.40 - 3,000 3,000 3,000
4 Jul 633.45 79 - 0 0 0
3 Jul 634.40 79 - 1,500 0 3,000
2 Jul 620.35 82.7 - 15,000 3,000 4,500
1 Jul 616.70 86.3 - 1,500 1,500 1,500
28 Jun 605.70 82.05 - 0 0 0
27 Jun 599.65 82.05 - 0 0 0
26 Jun 596.50 82.05 - 1,500 1,500 1,500
25 Jun 600.35 82.05 - 1,500 0 0
24 Jun 605.40 129.65 - 0 0 0

For ICICI PRU LIFE INS CO LTD - strike price 700 expiring on 25JUL2024

Delta for 700 PE is -

Historical price for 700 PE is as follows

On 5 Jul ICICIPRULI was trading at 643.00. The strike last trading price was 61.6, which was -17.40 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000


On 4 Jul ICICIPRULI was trading at 633.45. The strike last trading price was 79, 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 79, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000


On 2 Jul ICICIPRULI was trading at 620.35. The strike last trading price was 82.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 4500


On 1 Jul ICICIPRULI was trading at 616.70. The strike last trading price was 86.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500


On 28 Jun ICICIPRULI was trading at 605.70. The strike last trading price was 82.05, 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 27 Jun ICICIPRULI was trading at 599.65. The strike last trading price was 82.05, 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 26 Jun ICICIPRULI was trading at 596.50. The strike last trading price was 82.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500


On 25 Jun ICICIPRULI was trading at 600.35. The strike last trading price was 82.05, 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 24 Jun ICICIPRULI was trading at 605.40. The strike last trading price was 129.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0