ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
20 Dec 2024 04:10 PM IST
| ICICIPRULI 26DEC2024 710 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.08
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 653.90 | 0.6 | -0.20 | 36.93 | 198 | -14 | 363 | |||
| 19 Dec | 659.50 | 0.8 | -0.35 | 32.01 | 152 | -26 | 381 | |||
| 18 Dec | 662.55 | 1.15 | -0.75 | 31.09 | 394 | -20 | 412 | |||
| 17 Dec | 670.75 | 1.9 | -0.70 | 29.39 | 604 | 15 | 434 | |||
| 16 Dec | 679.50 | 2.6 | -1.35 | 25.66 | 878 | 5 | 419 | |||
| 13 Dec | 685.75 | 3.95 | -2.90 | 23.33 | 916 | 11 | 414 | |||
| 12 Dec | 691.95 | 6.85 | -2.40 | 24.96 | 1,176 | 64 | 403 | |||
| 11 Dec | 695.35 | 9.25 | 2.85 | 24.90 | 702 | 53 | 347 | |||
| 10 Dec | 681.00 | 6.4 | 1.95 | 27.41 | 1,204 | 50 | 295 | |||
| 9 Dec | 676.20 | 4.45 | -0.50 | 25.07 | 313 | 48 | 245 | |||
| 6 Dec | 674.85 | 4.95 | -0.80 | 24.39 | 601 | -42 | 199 | |||
| 5 Dec | 674.70 | 5.75 | -0.55 | 23.65 | 667 | 27 | 237 | |||
| 4 Dec | 675.80 | 6.3 | -3.30 | 26.01 | 448 | 37 | 202 | |||
| 3 Dec | 684.20 | 9.6 | -3.80 | 26.74 | 462 | 43 | 164 | |||
| 2 Dec | 691.90 | 13.4 | -2.45 | 27.95 | 274 | 20 | 123 | |||
| 29 Nov | 699.65 | 15.85 | -0.10 | 24.66 | 1,049 | 51 | 103 | |||
| 28 Nov | 691.85 | 15.95 | 4.05 | 27.51 | 245 | 11 | 53 | |||
| 27 Nov | 680.80 | 11.9 | -48.15 | 27.60 | 82 | 42 | 42 | |||
| 26 Nov | 691.25 | 60.05 | 0.00 | 2.35 | 0 | 0 | 0 | |||
| 25 Nov | 687.65 | 60.05 | 0.00 | 2.42 | 0 | 0 | 0 | |||
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| 22 Nov | 687.20 | 60.05 | 0.00 | 2.04 | 0 | 0 | 0 | |||
| 20 Nov | 685.20 | 60.05 | 0.00 | 2.49 | 0 | 0 | 0 | |||
| 19 Nov | 685.20 | 60.05 | 0.00 | 2.49 | 0 | 0 | 0 | |||
| 18 Nov | 693.20 | 60.05 | 0.00 | 1.50 | 0 | 0 | 0 | |||
| 14 Nov | 693.90 | 60.05 | 0.00 | 1.16 | 0 | 0 | 0 | |||
| 13 Nov | 688.00 | 60.05 | 0.00 | 1.81 | 0 | 0 | 0 | |||
| 12 Nov | 702.10 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 710.35 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 713.85 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 716.25 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 732.15 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 735.80 | 60.05 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 710 expiring on 26DEC2024
Delta for 710 CE is 0.05
Historical price for 710 CE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 36.93, the open interest changed by -14 which decreased total open position to 363
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 32.01, the open interest changed by -26 which decreased total open position to 381
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 1.15, which was -0.75 lower than the previous day. The implied volatity was 31.09, the open interest changed by -20 which decreased total open position to 412
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 1.9, which was -0.70 lower than the previous day. The implied volatity was 29.39, the open interest changed by 15 which increased total open position to 434
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 2.6, which was -1.35 lower than the previous day. The implied volatity was 25.66, the open interest changed by 5 which increased total open position to 419
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 3.95, which was -2.90 lower than the previous day. The implied volatity was 23.33, the open interest changed by 11 which increased total open position to 414
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 6.85, which was -2.40 lower than the previous day. The implied volatity was 24.96, the open interest changed by 64 which increased total open position to 403
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 9.25, which was 2.85 higher than the previous day. The implied volatity was 24.90, the open interest changed by 53 which increased total open position to 347
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 6.4, which was 1.95 higher than the previous day. The implied volatity was 27.41, the open interest changed by 50 which increased total open position to 295
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 4.45, which was -0.50 lower than the previous day. The implied volatity was 25.07, the open interest changed by 48 which increased total open position to 245
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 4.95, which was -0.80 lower than the previous day. The implied volatity was 24.39, the open interest changed by -42 which decreased total open position to 199
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 5.75, which was -0.55 lower than the previous day. The implied volatity was 23.65, the open interest changed by 27 which increased total open position to 237
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 6.3, which was -3.30 lower than the previous day. The implied volatity was 26.01, the open interest changed by 37 which increased total open position to 202
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 9.6, which was -3.80 lower than the previous day. The implied volatity was 26.74, the open interest changed by 43 which increased total open position to 164
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 13.4, which was -2.45 lower than the previous day. The implied volatity was 27.95, the open interest changed by 20 which increased total open position to 123
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 15.85, which was -0.10 lower than the previous day. The implied volatity was 24.66, the open interest changed by 51 which increased total open position to 103
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 15.95, which was 4.05 higher than the previous day. The implied volatity was 27.51, the open interest changed by 11 which increased total open position to 53
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 11.9, which was -48.15 lower than the previous day. The implied volatity was 27.60, the open interest changed by 42 which increased total open position to 42
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 60.05, which was 0.00 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 60.05, which was 0.00 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 60.05, which was 0.00 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 60.05, which was 0.00 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 60.05, which was 0.00 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 60.05, which was 0.00 lower than the previous day. The implied volatity was 1.50, 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 60.05, which was 0.00 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 60.05, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 60.05, 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 60.05, 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 60.05, 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 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 60.05, 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 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 60.05, 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 60.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 26DEC2024 710 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 653.90 | 53.25 | 2.65 | - | 3 | -1 | 70 |
| 19 Dec | 659.50 | 50.6 | 7.40 | 48.39 | 4 | -1 | 71 |
| 18 Dec | 662.55 | 43.2 | 4.90 | - | 3 | -1 | 73 |
| 17 Dec | 670.75 | 38.3 | 7.25 | 25.29 | 9 | 1 | 73 |
| 16 Dec | 679.50 | 31.05 | 6.40 | 25.28 | 8 | -3 | 72 |
| 13 Dec | 685.75 | 24.65 | 2.65 | 15.84 | 29 | -11 | 75 |
| 12 Dec | 691.95 | 22 | 2.10 | 21.52 | 80 | 8 | 88 |
| 11 Dec | 695.35 | 19.9 | -9.25 | 24.00 | 57 | -3 | 78 |
| 10 Dec | 681.00 | 29.15 | -4.40 | 22.25 | 7 | -1 | 80 |
| 9 Dec | 676.20 | 33.55 | 1.00 | 22.54 | 1 | 0 | 81 |
| 6 Dec | 674.85 | 32.55 | -14.60 | 17.39 | 1 | 0 | 81 |
| 5 Dec | 674.70 | 47.15 | 8.80 | 48.17 | 7 | 0 | 81 |
| 4 Dec | 675.80 | 38.35 | 6.70 | 28.27 | 30 | -3 | 80 |
| 3 Dec | 684.20 | 31.65 | 5.30 | 26.68 | 92 | 16 | 82 |
| 2 Dec | 691.90 | 26.35 | 1.70 | 25.16 | 65 | 9 | 65 |
| 29 Nov | 699.65 | 24.65 | -0.40 | 28.15 | 264 | 32 | 55 |
| 28 Nov | 691.85 | 25.05 | 3.90 | 24.22 | 55 | 24 | 24 |
| 27 Nov | 680.80 | 21.15 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 691.25 | 21.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 687.65 | 21.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 687.20 | 21.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 685.20 | 21.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 685.20 | 21.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 693.20 | 21.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 693.90 | 21.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 688.00 | 21.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 702.10 | 21.15 | 0.00 | 0.14 | 0 | 0 | 0 |
| 8 Nov | 710.35 | 21.15 | 0.00 | 1.29 | 0 | 0 | 0 |
| 7 Nov | 713.85 | 21.15 | 0.00 | 1.38 | 0 | 0 | 0 |
| 6 Nov | 716.25 | 21.15 | 0.00 | 2.06 | 0 | 0 | 0 |
| 5 Nov | 732.15 | 21.15 | 0.00 | 2.74 | 0 | 0 | 0 |
| 4 Nov | 735.80 | 21.15 | 3.67 | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 710 expiring on 26DEC2024
Delta for 710 PE is -
Historical price for 710 PE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 53.25, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 70
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 50.6, which was 7.40 higher than the previous day. The implied volatity was 48.39, the open interest changed by -1 which decreased total open position to 71
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 43.2, which was 4.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 73
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 38.3, which was 7.25 higher than the previous day. The implied volatity was 25.29, the open interest changed by 1 which increased total open position to 73
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 31.05, which was 6.40 higher than the previous day. The implied volatity was 25.28, the open interest changed by -3 which decreased total open position to 72
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 24.65, which was 2.65 higher than the previous day. The implied volatity was 15.84, the open interest changed by -11 which decreased total open position to 75
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 22, which was 2.10 higher than the previous day. The implied volatity was 21.52, the open interest changed by 8 which increased total open position to 88
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 19.9, which was -9.25 lower than the previous day. The implied volatity was 24.00, the open interest changed by -3 which decreased total open position to 78
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 29.15, which was -4.40 lower than the previous day. The implied volatity was 22.25, the open interest changed by -1 which decreased total open position to 80
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 33.55, which was 1.00 higher than the previous day. The implied volatity was 22.54, the open interest changed by 0 which decreased total open position to 81
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 32.55, which was -14.60 lower than the previous day. The implied volatity was 17.39, the open interest changed by 0 which decreased total open position to 81
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 47.15, which was 8.80 higher than the previous day. The implied volatity was 48.17, the open interest changed by 0 which decreased total open position to 81
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 38.35, which was 6.70 higher than the previous day. The implied volatity was 28.27, the open interest changed by -3 which decreased total open position to 80
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 31.65, which was 5.30 higher than the previous day. The implied volatity was 26.68, the open interest changed by 16 which increased total open position to 82
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 26.35, which was 1.70 higher than the previous day. The implied volatity was 25.16, the open interest changed by 9 which increased total open position to 65
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 24.65, which was -0.40 lower than the previous day. The implied volatity was 28.15, the open interest changed by 32 which increased total open position to 55
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 25.05, which was 3.90 higher than the previous day. The implied volatity was 24.22, the open interest changed by 24 which increased total open position to 24
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 21.15, 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 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 21.15, 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 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 21.15, 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 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 21.15, 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 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 21.15, 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 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 21.15, 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 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 21.15, 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 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 21.15, 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 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 21.15, 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 21.15, which was 0.00 lower than the previous day. The implied volatity was 0.14, 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 21.15, which was 0.00 lower than the previous day. The implied volatity was 1.29, 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 21.15, which was 0.00 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 21.15, which was 0.00 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 21.15, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 21.15, which was lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
