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[--[65.84.65.76]--]
ICICIPRULI
Icici Pru Life Ins Co Ltd

693.9 5.90 (0.86%)

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Historical option data for ICICIPRULI

14 Nov 2024 04:10 PM IST
ICICIPRULI 28NOV2024 710 CE
Delta: 0.34
Vega: 0.49
Theta: -0.47
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 693.90 6.8 -0.05 23.15 224 4 118
13 Nov 688.00 6.85 -4.65 25.77 565.5 -178 117
12 Nov 702.10 11.5 -0.50 23.20 852.5 3.5 295
11 Nov 704.30 12 -5.25 22.73 323 29.5 291
8 Nov 710.35 17.25 -3.85 21.89 196 12 262.5
7 Nov 713.85 21.1 -3.90 26.30 381 228.5 250.5
6 Nov 716.25 25 -8.15 26.22 101.5 9.5 21.5
5 Nov 732.15 33.15 -60.50 29.84 152 12 12
4 Nov 735.80 93.65 0.00 - 0 0 0
1 Nov 744.95 93.65 0.00 - 0 0 0
31 Oct 741.00 93.65 0.00 - 0 0 0
30 Oct 747.55 93.65 0.00 - 0 0 0
29 Oct 768.40 93.65 0.00 - 0 0 0
28 Oct 749.55 93.65 0.00 - 0 0 0
25 Oct 742.85 93.65 0.00 - 0 0 0
24 Oct 768.00 93.65 0.00 - 0 0 0
23 Oct 746.45 93.65 0.00 - 0 0 0
22 Oct 731.05 93.65 0.00 - 0 0 0
21 Oct 749.60 93.65 0.00 - 0 0 0
17 Oct 735.15 93.65 0.00 - 0 0 0
16 Oct 745.40 93.65 0.00 - 0 0 0
14 Oct 739.15 93.65 0.00 - 0 0 0
11 Oct 742.55 93.65 0.00 - 0 0 0
10 Oct 745.60 93.65 0.00 - 0 0 0
7 Oct 744.95 93.65 0.00 - 0 0 0
3 Oct 757.45 93.65 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 710 expiring on 28NOV2024

Delta for 710 CE is 0.34

Historical price for 710 CE is as follows

On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 6.8, which was -0.05 lower than the previous day. The implied volatity was 23.15, the open interest changed by 8 which increased total open position to 236


On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 6.85, which was -4.65 lower than the previous day. The implied volatity was 25.77, the open interest changed by -356 which decreased total open position to 234


On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 11.5, which was -0.50 lower than the previous day. The implied volatity was 23.20, the open interest changed by 7 which increased total open position to 590


On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 12, which was -5.25 lower than the previous day. The implied volatity was 22.73, the open interest changed by 59 which increased total open position to 582


On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 17.25, which was -3.85 lower than the previous day. The implied volatity was 21.89, the open interest changed by 24 which increased total open position to 525


On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 21.1, which was -3.90 lower than the previous day. The implied volatity was 26.30, the open interest changed by 457 which increased total open position to 501


On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 25, which was -8.15 lower than the previous day. The implied volatity was 26.22, the open interest changed by 19 which increased total open position to 43


On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 33.15, which was -60.50 lower than the previous day. The implied volatity was 29.84, the open interest changed by 24 which increased total open position to 24


On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 93.65, 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 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 93.65, 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 93.65, 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 93.65, 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 93.65, 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 28 Oct ICICIPRULI was trading at 749.55. The strike last trading price was 93.65, 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 25 Oct ICICIPRULI was trading at 742.85. The strike last trading price was 93.65, 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 24 Oct ICICIPRULI was trading at 768.00. The strike last trading price was 93.65, 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 23 Oct ICICIPRULI was trading at 746.45. The strike last trading price was 93.65, 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 22 Oct ICICIPRULI was trading at 731.05. The strike last trading price was 93.65, 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 21 Oct ICICIPRULI was trading at 749.60. The strike last trading price was 93.65, 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 93.65, 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 16 Oct ICICIPRULI was trading at 745.40. The strike last trading price was 93.65, 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 93.65, 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 11 Oct ICICIPRULI was trading at 742.55. The strike last trading price was 93.65, 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 10 Oct ICICIPRULI was trading at 745.60. The strike last trading price was 93.65, 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 7 Oct ICICIPRULI was trading at 744.95. The strike last trading price was 93.65, 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 3 Oct ICICIPRULI was trading at 757.45. The strike last trading price was 93.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIPRULI 28NOV2024 710 PE
Delta: -0.67
Vega: 0.49
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 693.90 20.5 -4.05 22.07 59.5 -7.5 87
13 Nov 688.00 24.55 7.30 22.24 121.5 -15.5 95
12 Nov 702.10 17.25 0.65 25.26 387 9 111
11 Nov 704.30 16.6 2.30 24.14 205.5 -9 103
8 Nov 710.35 14.3 0.95 25.37 237.5 37 113
7 Nov 713.85 13.35 -0.85 23.96 189.5 26 76.5
6 Nov 716.25 14.2 2.05 28.25 224 4 50.5
5 Nov 732.15 12.15 2.35 29.02 486 37 46
4 Nov 735.80 9.8 -2.75 29.32 59 10.5 10.5
1 Nov 744.95 12.55 0.00 5.50 0 0 0
31 Oct 741.00 12.55 0.00 - 0 0 0
30 Oct 747.55 12.55 0.00 - 0 0 0
29 Oct 768.40 12.55 0.00 - 0 0 0
28 Oct 749.55 12.55 0.00 - 0 0 0
25 Oct 742.85 12.55 0.00 - 0 0 0
24 Oct 768.00 12.55 0.00 - 0 0 0
23 Oct 746.45 12.55 0.00 - 0 0 0
22 Oct 731.05 12.55 0.00 - 0 0 0
21 Oct 749.60 12.55 0.00 - 0 0 0
17 Oct 735.15 12.55 0.00 - 0 0 0
16 Oct 745.40 12.55 0.00 - 0 0 0
14 Oct 739.15 12.55 0.00 - 0 0 0
11 Oct 742.55 12.55 0.00 - 0 0 0
10 Oct 745.60 12.55 0.00 - 0 0 0
7 Oct 744.95 12.55 0.00 - 0 0 0
3 Oct 757.45 12.55 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 710 expiring on 28NOV2024

Delta for 710 PE is -0.67

Historical price for 710 PE is as follows

On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 20.5, which was -4.05 lower than the previous day. The implied volatity was 22.07, the open interest changed by -15 which decreased total open position to 174


On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 24.55, which was 7.30 higher than the previous day. The implied volatity was 22.24, the open interest changed by -31 which decreased total open position to 190


On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 17.25, which was 0.65 higher than the previous day. The implied volatity was 25.26, the open interest changed by 18 which increased total open position to 222


On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 16.6, which was 2.30 higher than the previous day. The implied volatity was 24.14, the open interest changed by -18 which decreased total open position to 206


On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 14.3, which was 0.95 higher than the previous day. The implied volatity was 25.37, the open interest changed by 74 which increased total open position to 226


On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 13.35, which was -0.85 lower than the previous day. The implied volatity was 23.96, the open interest changed by 52 which increased total open position to 153


On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 14.2, which was 2.05 higher than the previous day. The implied volatity was 28.25, the open interest changed by 8 which increased total open position to 101


On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 12.15, which was 2.35 higher than the previous day. The implied volatity was 29.02, the open interest changed by 74 which increased total open position to 92


On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 9.8, which was -2.75 lower than the previous day. The implied volatity was 29.32, the open interest changed by 21 which increased total open position to 21


On 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 12.55, which was 0.00 lower than the previous day. The implied volatity was 5.50, 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 12.55, 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 12.55, 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 12.55, 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 28 Oct ICICIPRULI was trading at 749.55. The strike last trading price was 12.55, 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 25 Oct ICICIPRULI was trading at 742.85. The strike last trading price was 12.55, 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 24 Oct ICICIPRULI was trading at 768.00. The strike last trading price was 12.55, 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 23 Oct ICICIPRULI was trading at 746.45. The strike last trading price was 12.55, 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 22 Oct ICICIPRULI was trading at 731.05. The strike last trading price was 12.55, 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 21 Oct ICICIPRULI was trading at 749.60. The strike last trading price was 12.55, 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 12.55, 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 16 Oct ICICIPRULI was trading at 745.40. The strike last trading price was 12.55, 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 12.55, 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 11 Oct ICICIPRULI was trading at 742.55. The strike last trading price was 12.55, 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 10 Oct ICICIPRULI was trading at 745.60. The strike last trading price was 12.55, 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 7 Oct ICICIPRULI was trading at 744.95. The strike last trading price was 12.55, 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 3 Oct ICICIPRULI was trading at 757.45. The strike last trading price was 12.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to