ICICIPRULI
Icici Pru Life Ins Co Ltd
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
|
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| 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 | |||
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| 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
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| 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
