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

684.2 -7.70 (-1.11%)

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Historical option data for ICICIPRULI

03 Dec 2024 04:10 PM IST
ICICIPRULI 26DEC2024 720 CE
Delta: 0.26
Vega: 0.56
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 684.20 7 -3.10 26.91 547 69 370
2 Dec 691.90 10.1 -2.10 27.97 276 37 299
29 Nov 699.65 12.2 -0.90 25.02 788 12 253
28 Nov 691.85 13.1 3.95 28.58 1,024 132 240
27 Nov 680.80 9.15 -3.65 27.78 159 69 107
26 Nov 691.25 12.8 1.25 28.84 24 9 38
25 Nov 687.65 11.55 -84.25 27.15 36 27 27
22 Nov 687.20 95.8 0.00 3.47 0 0 0
20 Nov 685.20 95.8 0.00 3.75 0 0 0
19 Nov 685.20 95.8 0.00 3.75 0 0 0
18 Nov 693.20 95.8 0.00 2.56 0 0 0
14 Nov 693.90 95.8 0.00 2.04 0 0 0
13 Nov 688.00 95.8 0.00 2.81 0 0 0
12 Nov 702.10 95.8 0.00 1.09 0 0 0
8 Nov 710.35 95.8 0.00 0.15 0 0 0
7 Nov 713.85 95.8 0.00 - 0 0 0
6 Nov 716.25 95.8 0.00 - 0 0 0
5 Nov 732.15 95.8 0.00 - 0 0 0
4 Nov 735.80 95.8 95.80 - 0 0 0
31 Oct 741.00 0 0.00 - 0 0 0
30 Oct 747.55 0 0.00 - 0 0 0
29 Oct 768.40 0 0.00 - 0 0 0
28 Oct 749.55 0 0.00 - 0 0 0
25 Oct 742.85 0 0.00 - 0 0 0
23 Oct 746.45 0 0.00 - 0 0 0
22 Oct 731.05 0 0.00 - 0 0 0
21 Oct 749.60 0 0.00 - 0 0 0
18 Oct 745.35 0 0.00 - 0 0 0
17 Oct 735.15 0 0.00 - 0 0 0
16 Oct 745.40 0 0.00 - 0 0 0
15 Oct 733.75 0 0.00 - 0 0 0
14 Oct 739.15 0 0.00 - 0 0 0
11 Oct 742.55 0 0.00 - 0 0 0
10 Oct 745.60 0 0.00 - 0 0 0
9 Oct 755.65 0 0.00 - 0 0 0
8 Oct 742.60 0 0.00 - 0 0 0
7 Oct 744.95 0 0.00 - 0 0 0
4 Oct 755.75 0 0.00 - 0 0 0
3 Oct 757.45 0 0.00 - 0 0 0
1 Oct 767.20 0 0.00 - 0 0 0
30 Sept 780.15 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 720 expiring on 26DEC2024

Delta for 720 CE is 0.26

Historical price for 720 CE is as follows

On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 7, which was -3.10 lower than the previous day. The implied volatity was 26.91, the open interest changed by 69 which increased total open position to 370


On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 10.1, which was -2.10 lower than the previous day. The implied volatity was 27.97, the open interest changed by 37 which increased total open position to 299


On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 12.2, which was -0.90 lower than the previous day. The implied volatity was 25.02, the open interest changed by 12 which increased total open position to 253


On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 13.1, which was 3.95 higher than the previous day. The implied volatity was 28.58, the open interest changed by 132 which increased total open position to 240


On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 9.15, which was -3.65 lower than the previous day. The implied volatity was 27.78, the open interest changed by 69 which increased total open position to 107


On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 12.8, which was 1.25 higher than the previous day. The implied volatity was 28.84, the open interest changed by 9 which increased total open position to 38


On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 11.55, which was -84.25 lower than the previous day. The implied volatity was 27.15, the open interest changed by 27 which increased total open position to 27


On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 95.8, which was 0.00 lower than the previous day. The implied volatity was 3.47, 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 95.8, which was 0.00 lower than the previous day. The implied volatity was 3.75, 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 95.8, which was 0.00 lower than the previous day. The implied volatity was 3.75, 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 95.8, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 95.8, 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 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 95.8, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 95.8, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 95.8, which was 0.00 lower than the previous day. The implied volatity was 0.15, 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 95.8, 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 95.8, 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 95.8, 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 95.8, which was 95.80 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 18 Oct ICICIPRULI was trading at 745.35. The strike last trading price was 0, 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 0, 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 0, 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 15 Oct ICICIPRULI was trading at 733.75. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 9 Oct ICICIPRULI was trading at 755.65. The strike last trading price was 0, 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 8 Oct ICICIPRULI was trading at 742.60. The strike last trading price was 0, 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 0, 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 4 Oct ICICIPRULI was trading at 755.75. The strike last trading price was 0, 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 0, 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 1 Oct ICICIPRULI was trading at 767.20. The strike last trading price was 0, 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 Sept ICICIPRULI was trading at 780.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIPRULI 26DEC2024 720 PE
Delta: -0.75
Vega: 0.55
Theta: -0.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 684.20 38.7 5.50 26.31 23 7 67
2 Dec 691.90 33.2 3.00 25.30 20 6 59
29 Nov 699.65 30.2 -3.85 27.64 176 27 54
28 Nov 691.85 34.05 -5.85 27.82 40 11 27
27 Nov 680.80 39.9 7.90 24.24 8 1 15
26 Nov 691.25 32 11.35 20.83 14 13 13
25 Nov 687.65 20.65 0.00 - 0 0 0
22 Nov 687.20 20.65 0.00 - 0 0 0
20 Nov 685.20 20.65 0.00 - 0 0 0
19 Nov 685.20 20.65 0.00 - 0 0 0
18 Nov 693.20 20.65 0.00 - 0 0 0
14 Nov 693.90 20.65 0.00 - 0 0 0
13 Nov 688.00 20.65 0.00 - 0 0 0
12 Nov 702.10 20.65 0.00 - 0 0 0
8 Nov 710.35 20.65 0.00 0.11 0 0 0
7 Nov 713.85 20.65 0.00 0.25 0 0 0
6 Nov 716.25 20.65 0.00 0.87 0 0 0
5 Nov 732.15 20.65 0.00 1.84 0 0 0
4 Nov 735.80 20.65 0.00 2.66 0 0 0
31 Oct 741.00 20.65 0.00 - 0 0 0
30 Oct 747.55 20.65 0.00 - 0 0 0
29 Oct 768.40 20.65 0.00 - 0 0 0
28 Oct 749.55 20.65 0.00 - 0 0 0
25 Oct 742.85 20.65 0.00 - 0 0 0
23 Oct 746.45 20.65 0.00 - 0 0 0
22 Oct 731.05 20.65 0.00 - 0 0 0
21 Oct 749.60 20.65 0.00 - 0 0 0
18 Oct 745.35 20.65 0.00 - 0 0 0
17 Oct 735.15 20.65 0.00 - 0 0 0
16 Oct 745.40 20.65 0.00 - 0 0 0
15 Oct 733.75 20.65 0.00 - 0 0 0
14 Oct 739.15 20.65 0.00 - 0 0 0
11 Oct 742.55 20.65 0.00 - 0 0 0
10 Oct 745.60 20.65 0.00 - 0 0 0
9 Oct 755.65 20.65 0.00 - 0 0 0
8 Oct 742.60 20.65 0.00 - 0 0 0
7 Oct 744.95 20.65 0.00 - 0 0 0
4 Oct 755.75 20.65 0.00 - 0 0 0
3 Oct 757.45 20.65 0.00 - 0 0 0
1 Oct 767.20 20.65 0.00 - 0 0 0
30 Sept 780.15 20.65 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 720 expiring on 26DEC2024

Delta for 720 PE is -0.75

Historical price for 720 PE is as follows

On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 38.7, which was 5.50 higher than the previous day. The implied volatity was 26.31, the open interest changed by 7 which increased total open position to 67


On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 33.2, which was 3.00 higher than the previous day. The implied volatity was 25.30, the open interest changed by 6 which increased total open position to 59


On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 30.2, which was -3.85 lower than the previous day. The implied volatity was 27.64, the open interest changed by 27 which increased total open position to 54


On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 34.05, which was -5.85 lower than the previous day. The implied volatity was 27.82, the open interest changed by 11 which increased total open position to 27


On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 39.9, which was 7.90 higher than the previous day. The implied volatity was 24.24, the open interest changed by 1 which increased total open position to 15


On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 32, which was 11.35 higher than the previous day. The implied volatity was 20.83, the open interest changed by 13 which increased total open position to 13


On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 20.65, 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 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 20.65, 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 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 20.65, 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 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 20.65, 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 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 20.65, 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 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 20.65, 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 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 20.65, 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 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 20.65, 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 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 0.11, 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 20.65, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 20.65, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 20.65, which was 0.00 lower than the previous day. The implied volatity was 1.84, 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 20.65, which was 0.00 lower than the previous day. The implied volatity was 2.66, 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 20.65, 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 20.65, 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 20.65, 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 20.65, 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 20.65, 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 20.65, 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 20.65, 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 20.65, 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 18 Oct ICICIPRULI was trading at 745.35. The strike last trading price was 20.65, 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 20.65, 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 20.65, 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 15 Oct ICICIPRULI was trading at 733.75. The strike last trading price was 20.65, 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 20.65, 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 20.65, 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 20.65, 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 9 Oct ICICIPRULI was trading at 755.65. The strike last trading price was 20.65, 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 8 Oct ICICIPRULI was trading at 742.60. The strike last trading price was 20.65, 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 20.65, 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 4 Oct ICICIPRULI was trading at 755.75. The strike last trading price was 20.65, 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 20.65, 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 1 Oct ICICIPRULI was trading at 767.20. The strike last trading price was 20.65, 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 Sept ICICIPRULI was trading at 780.15. The strike last trading price was 20.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to