ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
20 Dec 2024 04:10 PM IST
| ICICIPRULI 26DEC2024 750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.04
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 653.90 | 0.3 | -0.15 | 50.35 | 71 | -6 | 286 | |||
| 19 Dec | 659.50 | 0.45 | -0.10 | 45.99 | 54 | -40 | 292 | |||
| 18 Dec | 662.55 | 0.55 | -0.05 | 43.29 | 187 | -65 | 328 | |||
| 17 Dec | 670.75 | 0.6 | 0.00 | 38.35 | 42 | 5 | 394 | |||
| 16 Dec | 679.50 | 0.6 | -0.05 | 32.81 | 36 | 6 | 387 | |||
| 13 Dec | 685.75 | 0.65 | -0.55 | 27.29 | 283 | -41 | 382 | |||
| 12 Dec | 691.95 | 1.2 | -0.65 | 27.34 | 777 | -10 | 419 | |||
| 11 Dec | 695.35 | 1.85 | 0.20 | 27.08 | 617 | -32 | 426 | |||
| 10 Dec | 681.00 | 1.65 | 0.70 | 30.81 | 852 | 83 | 458 | |||
| 9 Dec | 676.20 | 0.95 | -0.15 | 28.11 | 204 | -38 | 379 | |||
| 6 Dec | 674.85 | 1.1 | -0.25 | 26.88 | 302 | -3 | 413 | |||
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| 5 Dec | 674.70 | 1.35 | -0.15 | 26.26 | 501 | -1 | 427 | |||
| 4 Dec | 675.80 | 1.5 | -1.00 | 27.54 | 641 | 29 | 430 | |||
| 3 Dec | 684.20 | 2.5 | -1.20 | 27.60 | 428 | 25 | 401 | |||
| 2 Dec | 691.90 | 3.7 | -1.25 | 27.70 | 418 | 12 | 379 | |||
| 29 Nov | 699.65 | 4.95 | -0.50 | 25.66 | 748 | 174 | 356 | |||
| 28 Nov | 691.85 | 5.45 | 1.75 | 28.12 | 1,087 | -7 | 188 | |||
| 27 Nov | 680.80 | 3.7 | -1.90 | 27.93 | 1,212 | 18 | 195 | |||
| 26 Nov | 691.25 | 5.6 | 0.45 | 28.73 | 218 | 5 | 177 | |||
| 25 Nov | 687.65 | 5.15 | -32.95 | 27.68 | 710 | 173 | 173 | |||
| 22 Nov | 687.20 | 38.1 | 0.00 | 6.62 | 0 | 0 | 0 | |||
| 13 Nov | 688.00 | 38.1 | 0.00 | 5.94 | 0 | 0 | 0 | |||
| 12 Nov | 702.10 | 38.1 | 0.00 | 4.34 | 0 | 0 | 0 | |||
| 8 Nov | 710.35 | 38.1 | 0.00 | 3.09 | 0 | 0 | 0 | |||
| 7 Nov | 713.85 | 38.1 | 0.00 | 2.96 | 0 | 0 | 0 | |||
| 5 Nov | 732.15 | 38.1 | 0.00 | 1.54 | 0 | 0 | 0 | |||
| 4 Nov | 735.80 | 38.1 | 0.49 | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 750 expiring on 26DEC2024
Delta for 750 CE is 0.02
Historical price for 750 CE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 50.35, the open interest changed by -6 which decreased total open position to 286
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 45.99, the open interest changed by -40 which decreased total open position to 292
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 43.29, the open interest changed by -65 which decreased total open position to 328
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 38.35, the open interest changed by 5 which increased total open position to 394
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 32.81, the open interest changed by 6 which increased total open position to 387
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 27.29, the open interest changed by -41 which decreased total open position to 382
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 27.34, the open interest changed by -10 which decreased total open position to 419
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 1.85, which was 0.20 higher than the previous day. The implied volatity was 27.08, the open interest changed by -32 which decreased total open position to 426
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 1.65, which was 0.70 higher than the previous day. The implied volatity was 30.81, the open interest changed by 83 which increased total open position to 458
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 28.11, the open interest changed by -38 which decreased total open position to 379
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 26.88, the open interest changed by -3 which decreased total open position to 413
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 26.26, the open interest changed by -1 which decreased total open position to 427
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 1.5, which was -1.00 lower than the previous day. The implied volatity was 27.54, the open interest changed by 29 which increased total open position to 430
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 2.5, which was -1.20 lower than the previous day. The implied volatity was 27.60, the open interest changed by 25 which increased total open position to 401
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 3.7, which was -1.25 lower than the previous day. The implied volatity was 27.70, the open interest changed by 12 which increased total open position to 379
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 4.95, which was -0.50 lower than the previous day. The implied volatity was 25.66, the open interest changed by 174 which increased total open position to 356
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 5.45, which was 1.75 higher than the previous day. The implied volatity was 28.12, the open interest changed by -7 which decreased total open position to 188
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 3.7, which was -1.90 lower than the previous day. The implied volatity was 27.93, the open interest changed by 18 which increased total open position to 195
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 5.6, which was 0.45 higher than the previous day. The implied volatity was 28.73, the open interest changed by 5 which increased total open position to 177
On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 5.15, which was -32.95 lower than the previous day. The implied volatity was 27.68, the open interest changed by 173 which increased total open position to 173
On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 38.1, which was 0.00 lower than the previous day. The implied volatity was 6.62, 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 38.1, which was 0.00 lower than the previous day. The implied volatity was 5.94, 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 38.1, which was 0.00 lower than the previous day. The implied volatity was 4.34, 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 38.1, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 38.1, which was 0.00 lower than the previous day. The implied volatity was 2.96, 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 38.1, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 38.1, which was lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 26DEC2024 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 653.90 | 94.9 | 0.00 | 0.00 | 0 | -1 | 0 |
| 19 Dec | 659.50 | 94.9 | 33.60 | 92.46 | 2 | 0 | 5 |
| 18 Dec | 662.55 | 61.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 670.75 | 61.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 679.50 | 61.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 685.75 | 61.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 691.95 | 61.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 695.35 | 61.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 681.00 | 61.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 676.20 | 61.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 674.85 | 61.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 674.70 | 61.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 675.80 | 61.3 | 0.00 | 0.00 | 0 | 2 | 0 |
| 3 Dec | 684.20 | 61.3 | 9.10 | - | 5 | 1 | 4 |
| 2 Dec | 691.90 | 52.2 | 0.00 | 0.00 | 0 | 3 | 0 |
| 29 Nov | 699.65 | 52.2 | 13.40 | 28.23 | 9 | 2 | 2 |
| 28 Nov | 691.85 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 680.80 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 691.25 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 687.65 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 687.20 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 688.00 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 702.10 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 710.35 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 713.85 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 732.15 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 735.80 | 38.8 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 750 expiring on 26DEC2024
Delta for 750 PE is 0.00
Historical price for 750 PE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 94.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 94.9, which was 33.60 higher than the previous day. The implied volatity was 92.46, the open interest changed by 0 which decreased total open position to 5
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 61.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 61.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 61.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 61.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 61.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 61.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 61.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 61.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 61.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 61.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 61.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 61.3, which was 9.10 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 52.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 52.2, which was 13.40 higher than the previous day. The implied volatity was 28.23, the open interest changed by 2 which increased total open position to 2
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 38.8, 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 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 38.8, 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 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 38.8, 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 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 38.8, 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 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 38.8, 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 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 38.8, 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 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 38.8, 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 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 38.8, 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 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 38.8, 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 38.8, 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 38.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
