ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
24 Jan 2025 04:10 PM IST
ICICIPRULI 30JAN2025 750 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 590.50 | 0.1 | -0.05 | - | 6 | -3 | 177 | |||
23 Jan | 594.70 | 0.15 | -0.05 | - | 16 | -2 | 182 | |||
22 Jan | 598.05 | 0.2 | -0.65 | - | 341 | -103 | 186 | |||
21 Jan | 635.55 | 0.85 | -0.40 | 57.06 | 321 | -4 | 291 | |||
20 Jan | 641.30 | 1.25 | 0.10 | 54.10 | 50 | -33 | 295 | |||
17 Jan | 645.75 | 1.15 | 0.15 | 45.41 | 61 | 15 | 332 | |||
16 Jan | 651.40 | 1 | 0.35 | 41.59 | 556 | 128 | 318 | |||
15 Jan | 633.05 | 0.65 | -0.15 | 42.48 | 2 | 0 | 192 | |||
14 Jan | 642.15 | 0.8 | 0.10 | 40.15 | 3 | -2 | 192 | |||
13 Jan | 636.45 | 0.7 | 0.05 | 39.66 | 148 | 65 | 194 | |||
10 Jan | 644.55 | 0.65 | -0.10 | 34.14 | 36 | 4 | 128 | |||
9 Jan | 646.85 | 0.75 | -0.45 | 32.20 | 122 | -25 | 130 | |||
8 Jan | 652.95 | 1.2 | -0.55 | 32.95 | 157 | 20 | 157 | |||
7 Jan | 662.70 | 1.75 | 0.20 | 31.98 | 66 | 10 | 137 | |||
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6 Jan | 661.90 | 1.55 | -1.30 | 31.00 | 321 | 21 | 135 | |||
3 Jan | 673.60 | 2.85 | 1.25 | 28.55 | 140 | 33 | 114 | |||
2 Jan | 662.10 | 1.6 | 0.45 | 28.17 | 76 | 3 | 81 | |||
1 Jan | 659.80 | 1.15 | -0.55 | 27.57 | 40 | 20 | 77 | |||
31 Dec | 654.85 | 1.7 | 0.25 | 29.31 | 76 | -29 | 56 | |||
30 Dec | 647.00 | 1.45 | -0.10 | 30.17 | 37 | 9 | 83 | |||
27 Dec | 656.15 | 1.55 | -0.95 | 26.92 | 97 | 40 | 75 | |||
26 Dec | 668.10 | 2.5 | 0.30 | 26.06 | 27 | 19 | 34 | |||
24 Dec | 661.55 | 2.2 | 0.55 | 26.01 | 19 | 10 | 14 | |||
23 Dec | 649.60 | 1.65 | -3.35 | 27.39 | 16 | 3 | 5 | |||
20 Dec | 653.90 | 5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
19 Dec | 659.50 | 5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
18 Dec | 662.55 | 5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
17 Dec | 670.75 | 5 | -5.00 | 27.15 | 1 | 0 | 1 | |||
12 Dec | 691.95 | 10 | 26.88 | 3 | 1 | 1 |
For Icici Pru Life Ins Co Ltd - strike price 750 expiring on 30JAN2025
Delta for 750 CE is -
Historical price for 750 CE is as follows
On 24 Jan ICICIPRULI was trading at 590.50. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 177
On 23 Jan ICICIPRULI was trading at 594.70. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 182
On 22 Jan ICICIPRULI was trading at 598.05. The strike last trading price was 0.2, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -103 which decreased total open position to 186
On 21 Jan ICICIPRULI was trading at 635.55. The strike last trading price was 0.85, which was -0.40 lower than the previous day. The implied volatity was 57.06, the open interest changed by -4 which decreased total open position to 291
On 20 Jan ICICIPRULI was trading at 641.30. The strike last trading price was 1.25, which was 0.10 higher than the previous day. The implied volatity was 54.10, the open interest changed by -33 which decreased total open position to 295
On 17 Jan ICICIPRULI was trading at 645.75. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 45.41, the open interest changed by 15 which increased total open position to 332
On 16 Jan ICICIPRULI was trading at 651.40. The strike last trading price was 1, which was 0.35 higher than the previous day. The implied volatity was 41.59, the open interest changed by 128 which increased total open position to 318
On 15 Jan ICICIPRULI was trading at 633.05. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 42.48, the open interest changed by 0 which decreased total open position to 192
On 14 Jan ICICIPRULI was trading at 642.15. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 40.15, the open interest changed by -2 which decreased total open position to 192
On 13 Jan ICICIPRULI was trading at 636.45. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 39.66, the open interest changed by 65 which increased total open position to 194
On 10 Jan ICICIPRULI was trading at 644.55. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 34.14, the open interest changed by 4 which increased total open position to 128
On 9 Jan ICICIPRULI was trading at 646.85. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 32.20, the open interest changed by -25 which decreased total open position to 130
On 8 Jan ICICIPRULI was trading at 652.95. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 32.95, the open interest changed by 20 which increased total open position to 157
On 7 Jan ICICIPRULI was trading at 662.70. The strike last trading price was 1.75, which was 0.20 higher than the previous day. The implied volatity was 31.98, the open interest changed by 10 which increased total open position to 137
On 6 Jan ICICIPRULI was trading at 661.90. The strike last trading price was 1.55, which was -1.30 lower than the previous day. The implied volatity was 31.00, the open interest changed by 21 which increased total open position to 135
On 3 Jan ICICIPRULI was trading at 673.60. The strike last trading price was 2.85, which was 1.25 higher than the previous day. The implied volatity was 28.55, the open interest changed by 33 which increased total open position to 114
On 2 Jan ICICIPRULI was trading at 662.10. The strike last trading price was 1.6, which was 0.45 higher than the previous day. The implied volatity was 28.17, the open interest changed by 3 which increased total open position to 81
On 1 Jan ICICIPRULI was trading at 659.80. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 27.57, the open interest changed by 20 which increased total open position to 77
On 31 Dec ICICIPRULI was trading at 654.85. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 29.31, the open interest changed by -29 which decreased total open position to 56
On 30 Dec ICICIPRULI was trading at 647.00. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 30.17, the open interest changed by 9 which increased total open position to 83
On 27 Dec ICICIPRULI was trading at 656.15. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 26.92, the open interest changed by 40 which increased total open position to 75
On 26 Dec ICICIPRULI was trading at 668.10. The strike last trading price was 2.5, which was 0.30 higher than the previous day. The implied volatity was 26.06, the open interest changed by 19 which increased total open position to 34
On 24 Dec ICICIPRULI was trading at 661.55. The strike last trading price was 2.2, which was 0.55 higher than the previous day. The implied volatity was 26.01, the open interest changed by 10 which increased total open position to 14
On 23 Dec ICICIPRULI was trading at 649.60. The strike last trading price was 1.65, which was -3.35 lower than the previous day. The implied volatity was 27.39, the open interest changed by 3 which increased total open position to 5
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 5, 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 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 5, 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 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 5, which was -5.00 lower than the previous day. The implied volatity was 27.15, the open interest changed by 0 which decreased total open position to 1
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 10, which was lower than the previous day. The implied volatity was 26.88, the open interest changed by 1 which increased total open position to 1
ICICIPRULI 30JAN2025 750 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 590.50 | 67.5 | 0 | - | 0 | 0 | 0 |
23 Jan | 594.70 | 67.5 | 0.00 | - | 0 | 0 | 0 |
22 Jan | 598.05 | 67.5 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 635.55 | 67.5 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 641.30 | 67.5 | 0.00 | - | 0 | 0 | 0 |
17 Jan | 645.75 | 67.5 | 0.00 | - | 0 | 0 | 0 |
16 Jan | 651.40 | 67.5 | 0.00 | - | 0 | 0 | 0 |
15 Jan | 633.05 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Jan | 642.15 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Jan | 636.45 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Jan | 644.55 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Jan | 646.85 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Jan | 652.95 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Jan | 662.70 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Jan | 661.90 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Jan | 673.60 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Jan | 662.10 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Jan | 659.80 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Dec | 654.85 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 |
30 Dec | 647.00 | 67.5 | 0.00 | - | 0 | 0 | 0 |
27 Dec | 656.15 | 67.5 | 0.00 | - | 0 | 0 | 0 |
26 Dec | 668.10 | 67.5 | 0.00 | - | 0 | 0 | 0 |
24 Dec | 661.55 | 67.5 | 0.00 | - | 0 | 0 | 0 |
23 Dec | 649.60 | 67.5 | 0.00 | - | 0 | 0 | 0 |
20 Dec | 653.90 | 67.5 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 659.50 | 67.5 | 0.00 | - | 0 | 0 | 0 |
18 Dec | 662.55 | 67.5 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 670.75 | 67.5 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 691.95 | 67.5 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 750 expiring on 30JAN2025
Delta for 750 PE is -
Historical price for 750 PE is as follows
On 24 Jan ICICIPRULI was trading at 590.50. The strike last trading price was 67.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan ICICIPRULI was trading at 594.70. The strike last trading price was 67.5, 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 Jan ICICIPRULI was trading at 598.05. The strike last trading price was 67.5, 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 21 Jan ICICIPRULI was trading at 635.55. The strike last trading price was 67.5, 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 Jan ICICIPRULI was trading at 641.30. The strike last trading price was 67.5, 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 17 Jan ICICIPRULI was trading at 645.75. The strike last trading price was 67.5, 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 16 Jan ICICIPRULI was trading at 651.40. The strike last trading price was 67.5, 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 15 Jan ICICIPRULI was trading at 633.05. The strike last trading price was 67.5, 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 14 Jan ICICIPRULI was trading at 642.15. The strike last trading price was 67.5, 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 Jan ICICIPRULI was trading at 636.45. The strike last trading price was 67.5, 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 Jan ICICIPRULI was trading at 644.55. The strike last trading price was 67.5, 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 Jan ICICIPRULI was trading at 646.85. The strike last trading price was 67.5, 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 8 Jan ICICIPRULI was trading at 652.95. The strike last trading price was 67.5, 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 7 Jan ICICIPRULI was trading at 662.70. The strike last trading price was 67.5, 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 Jan ICICIPRULI was trading at 661.90. The strike last trading price was 67.5, 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 3 Jan ICICIPRULI was trading at 673.60. The strike last trading price was 67.5, 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 2 Jan ICICIPRULI was trading at 662.10. The strike last trading price was 67.5, 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 1 Jan ICICIPRULI was trading at 659.80. The strike last trading price was 67.5, 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 31 Dec ICICIPRULI was trading at 654.85. The strike last trading price was 67.5, 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 30 Dec ICICIPRULI was trading at 647.00. The strike last trading price was 67.5, 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 Dec ICICIPRULI was trading at 656.15. The strike last trading price was 67.5, 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 Dec ICICIPRULI was trading at 668.10. The strike last trading price was 67.5, 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 24 Dec ICICIPRULI was trading at 661.55. The strike last trading price was 67.5, 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 23 Dec ICICIPRULI was trading at 649.60. The strike last trading price was 67.5, 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 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 67.5, 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 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 67.5, 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 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 67.5, 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 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 67.5, 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 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 67.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0