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

590.5 -4.20 (-0.71%)

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Historical option data for ICICIPRULI

24 Jan 2025 04:10 PM IST
ICICIPRULI 30JAN2025 750 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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