ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 04:10 PM IST
| ICICIPRULI 28NOV2024 730 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.09
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 678.55 | 0.55 | -0.50 | 31.15 | 139.5 | -5 | 293 | |||
| 20 Nov | 685.20 | 1.05 | 0.00 | 28.35 | 312 | 13 | 302 | |||
| 19 Nov | 685.20 | 1.05 | -0.45 | 28.35 | 312 | 17 | 302 | |||
| 18 Nov | 693.20 | 1.5 | -0.70 | 24.84 | 227 | 1.5 | 284.5 | |||
| 14 Nov | 693.90 | 2.2 | -0.45 | 22.56 | 299 | -6 | 284 | |||
| 13 Nov | 688.00 | 2.65 | -2.40 | 25.56 | 537 | -67 | 290.5 | |||
| 12 Nov | 702.10 | 5.05 | -0.25 | 23.48 | 5,131 | 298.5 | 417 | |||
| 11 Nov | 704.30 | 5.3 | -3.50 | 22.88 | 214.5 | 0.5 | 118 | |||
| 8 Nov | 710.35 | 8.8 | -2.80 | 22.36 | 212.5 | 13 | 118.5 | |||
| 7 Nov | 713.85 | 11.6 | -3.40 | 25.61 | 199.5 | -9.5 | 106.5 | |||
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| 6 Nov | 716.25 | 15 | -6.00 | 26.32 | 310.5 | 54.5 | 116 | |||
| 5 Nov | 732.15 | 21 | -5.10 | 28.50 | 395 | 46 | 60.5 | |||
| 4 Nov | 735.80 | 26.1 | -7.90 | 27.55 | 40 | 9.5 | 14.5 | |||
| 1 Nov | 744.95 | 34 | 2.75 | 28.75 | 5 | -1 | 5 | |||
| 31 Oct | 741.00 | 31.25 | -5.75 | - | 7 | 6 | 6 | |||
| 30 Oct | 747.55 | 37 | 0.00 | - | 0 | -1 | 0 | |||
| 29 Oct | 768.40 | 37 | 4.30 | - | 1 | 0 | 1 | |||
| 28 Oct | 749.55 | 32.7 | 0.00 | - | 0 | -1 | 0 | |||
| 25 Oct | 742.85 | 32.7 | -10.40 | - | 1 | 0 | 2 | |||
| 24 Oct | 768.00 | 43.1 | 0.00 | - | 0 | 2 | 0 | |||
| 23 Oct | 746.45 | 43.1 | -36.05 | - | 2 | 1 | 1 | |||
| 22 Oct | 731.05 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 749.60 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 735.15 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 745.40 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 739.15 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 742.55 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 745.60 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 744.95 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 757.45 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 767.20 | 79.15 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 730 expiring on 28NOV2024
Delta for 730 CE is 0.05
Historical price for 730 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 0.55, which was -0.50 lower than the previous day. The implied volatity was 31.15, the open interest changed by -10 which decreased total open position to 586
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 28.35, the open interest changed by 26 which increased total open position to 604
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 28.35, the open interest changed by 34 which increased total open position to 604
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 1.5, which was -0.70 lower than the previous day. The implied volatity was 24.84, the open interest changed by 3 which increased total open position to 569
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 22.56, the open interest changed by -12 which decreased total open position to 568
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 2.65, which was -2.40 lower than the previous day. The implied volatity was 25.56, the open interest changed by -134 which decreased total open position to 581
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 5.05, which was -0.25 lower than the previous day. The implied volatity was 23.48, the open interest changed by 597 which increased total open position to 834
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 5.3, which was -3.50 lower than the previous day. The implied volatity was 22.88, the open interest changed by 1 which increased total open position to 236
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 8.8, which was -2.80 lower than the previous day. The implied volatity was 22.36, the open interest changed by 26 which increased total open position to 237
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 11.6, which was -3.40 lower than the previous day. The implied volatity was 25.61, the open interest changed by -19 which decreased total open position to 213
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 15, which was -6.00 lower than the previous day. The implied volatity was 26.32, the open interest changed by 109 which increased total open position to 232
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 21, which was -5.10 lower than the previous day. The implied volatity was 28.50, the open interest changed by 92 which increased total open position to 121
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 26.1, which was -7.90 lower than the previous day. The implied volatity was 27.55, the open interest changed by 19 which increased total open position to 29
On 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 34, which was 2.75 higher than the previous day. The implied volatity was 28.75, the open interest changed by -2 which decreased total open position to 10
On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 31.25, which was -5.75 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 37, 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 37, which was 4.30 higher 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 32.7, 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 32.7, which was -10.40 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 43.1, 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 43.1, which was -36.05 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 79.15, 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 79.15, 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 79.15, 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 79.15, 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 79.15, 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 79.15, 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 79.15, 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 79.15, 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 79.15, 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 79.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIPRULI 28NOV2024 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 678.55 | 50.45 | 4.75 | - | 5.5 | -0.5 | 83 |
| 20 Nov | 685.20 | 45.7 | 0.00 | 23.65 | 14.5 | -5 | 83.5 |
| 19 Nov | 685.20 | 45.7 | 7.70 | 23.65 | 14.5 | -5 | 83.5 |
| 18 Nov | 693.20 | 38 | 2.35 | 25.95 | 9 | 4.5 | 88.5 |
| 14 Nov | 693.90 | 35.65 | -5.70 | 20.09 | 24.5 | 3 | 84.5 |
| 13 Nov | 688.00 | 41.35 | 8.75 | 23.58 | 7 | -3.5 | 81.5 |
| 12 Nov | 702.10 | 32.6 | 2.60 | 29.76 | 96.5 | 32 | 105.5 |
| 11 Nov | 704.30 | 30 | 2.70 | 24.96 | 18.5 | 4.5 | 74.5 |
| 8 Nov | 710.35 | 27.3 | 3.50 | 28.44 | 68.5 | -1 | 75 |
| 7 Nov | 713.85 | 23.8 | -0.25 | 23.29 | 82.5 | 4.5 | 76 |
| 6 Nov | 716.25 | 24.05 | 3.55 | 28.24 | 214.5 | -2.5 | 71.5 |
| 5 Nov | 732.15 | 20.5 | 3.70 | 28.61 | 316.5 | 14.5 | 73 |
| 4 Nov | 735.80 | 16.8 | 2.80 | 28.83 | 135 | 5.5 | 59 |
| 1 Nov | 744.95 | 14 | -2.30 | 28.28 | 5 | 0.5 | 53.5 |
| 31 Oct | 741.00 | 16.3 | 3.10 | - | 24 | 4 | 53 |
| 30 Oct | 747.55 | 13.2 | 6.20 | - | 61 | 33 | 47 |
| 29 Oct | 768.40 | 7 | -6.35 | - | 9 | 1 | 14 |
| 28 Oct | 749.55 | 13.35 | -1.15 | - | 11 | 13 | 13 |
| 25 Oct | 742.85 | 14.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 768.00 | 14.5 | 0.00 | - | 0 | 1 | 0 |
| 23 Oct | 746.45 | 14.5 | -4.50 | - | 11 | 1 | 10 |
| 22 Oct | 731.05 | 19 | -2.30 | - | 9 | 7 | 8 |
| 21 Oct | 749.60 | 21.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 735.15 | 21.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 745.40 | 21.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 739.15 | 21.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 742.55 | 21.3 | 0.00 | - | 1 | 0 | 1 |
| 10 Oct | 745.60 | 21.3 | 3.50 | - | 0 | 1 | 0 |
| 7 Oct | 744.95 | 17.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 757.45 | 17.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 767.20 | 17.8 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 730 expiring on 28NOV2024
Delta for 730 PE is -
Historical price for 730 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 50.45, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 166
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 45.7, which was 0.00 lower than the previous day. The implied volatity was 23.65, the open interest changed by -10 which decreased total open position to 167
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 45.7, which was 7.70 higher than the previous day. The implied volatity was 23.65, the open interest changed by -10 which decreased total open position to 167
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 38, which was 2.35 higher than the previous day. The implied volatity was 25.95, the open interest changed by 9 which increased total open position to 177
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 35.65, which was -5.70 lower than the previous day. The implied volatity was 20.09, the open interest changed by 6 which increased total open position to 169
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 41.35, which was 8.75 higher than the previous day. The implied volatity was 23.58, the open interest changed by -7 which decreased total open position to 163
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 32.6, which was 2.60 higher than the previous day. The implied volatity was 29.76, the open interest changed by 64 which increased total open position to 211
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 30, which was 2.70 higher than the previous day. The implied volatity was 24.96, the open interest changed by 9 which increased total open position to 149
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 27.3, which was 3.50 higher than the previous day. The implied volatity was 28.44, the open interest changed by -2 which decreased total open position to 150
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 23.8, which was -0.25 lower than the previous day. The implied volatity was 23.29, the open interest changed by 9 which increased total open position to 152
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 24.05, which was 3.55 higher than the previous day. The implied volatity was 28.24, the open interest changed by -5 which decreased total open position to 143
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 20.5, which was 3.70 higher than the previous day. The implied volatity was 28.61, the open interest changed by 29 which increased total open position to 146
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 16.8, which was 2.80 higher than the previous day. The implied volatity was 28.83, the open interest changed by 11 which increased total open position to 118
On 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 14, which was -2.30 lower than the previous day. The implied volatity was 28.28, the open interest changed by 1 which increased total open position to 107
On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 16.3, which was 3.10 higher 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 13.2, which was 6.20 higher 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 7, which was -6.35 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 13.35, which was -1.15 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 14.5, 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 14.5, 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 14.5, which was -4.50 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 19, which was -2.30 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 21.3, 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 21.3, 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 21.3, 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 21.3, 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 21.3, 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 21.3, which was 3.50 higher 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 17.8, 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 17.8, 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 17.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
