ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 04:10 PM IST
| ICICIPRULI 28NOV2024 750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.06
Theta: -0.16
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 678.55 | 0.35 | -0.25 | 37.11 | 46.5 | -15.5 | 283.5 | |||
| 20 Nov | 685.20 | 0.6 | 0.00 | 33.16 | 146.5 | 47.5 | 301.5 | |||
| 19 Nov | 685.20 | 0.6 | -0.05 | 33.16 | 146.5 | 50 | 301.5 | |||
| 18 Nov | 693.20 | 0.65 | -0.35 | 28.16 | 75 | -16 | 252 | |||
| 14 Nov | 693.90 | 1 | -0.30 | 25.26 | 191.5 | -34 | 278.5 | |||
| 13 Nov | 688.00 | 1.3 | -1.10 | 27.91 | 314.5 | 18.5 | 318 | |||
| 12 Nov | 702.10 | 2.4 | -0.05 | 25.46 | 334 | 11.5 | 335.5 | |||
| 11 Nov | 704.30 | 2.45 | -1.80 | 24.53 | 272 | 46.5 | 327.5 | |||
| 8 Nov | 710.35 | 4.25 | -1.65 | 23.37 | 362 | 9.5 | 281 | |||
| 7 Nov | 713.85 | 5.9 | -2.25 | 25.68 | 346.5 | 14 | 270.5 | |||
| 6 Nov | 716.25 | 8.15 | -4.50 | 26.26 | 544.5 | -41 | 256.5 | |||
| 5 Nov | 732.15 | 12.65 | -3.55 | 28.37 | 617 | 22 | 300 | |||
| 4 Nov | 735.80 | 16.2 | -4.30 | 27.29 | 181.5 | 38.5 | 276.5 | |||
| 1 Nov | 744.95 | 20.5 | -0.85 | 25.58 | 21 | 1 | 238 | |||
| 31 Oct | 741.00 | 21.35 | -3.55 | - | 82 | 4 | 237 | |||
| 30 Oct | 747.55 | 24.9 | -11.60 | - | 66 | 2 | 233 | |||
| 29 Oct | 768.40 | 36.5 | 9.70 | - | 126 | 3 | 231 | |||
|
|
||||||||||
| 28 Oct | 749.55 | 26.8 | 5.30 | - | 86 | 5 | 228 | |||
| 25 Oct | 742.85 | 21.5 | -19.30 | - | 100 | -13 | 223 | |||
| 24 Oct | 768.00 | 40.8 | 15.25 | - | 77 | 15 | 236 | |||
| 23 Oct | 746.45 | 25.55 | -3.15 | - | 278 | 220 | 221 | |||
| 22 Oct | 731.05 | 28.7 | -37.35 | - | 1 | 0 | 0 | |||
| 21 Oct | 749.60 | 66.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 735.15 | 66.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 745.40 | 66.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 739.15 | 66.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 745.60 | 66.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 744.95 | 66.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 757.45 | 66.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 767.20 | 66.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 780.15 | 66.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 789.50 | 66.05 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 750 expiring on 28NOV2024
Delta for 750 CE is 0.03
Historical price for 750 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 37.11, the open interest changed by -31 which decreased total open position to 567
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 33.16, the open interest changed by 95 which increased total open position to 603
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 33.16, the open interest changed by 100 which increased total open position to 603
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 28.16, the open interest changed by -32 which decreased total open position to 504
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 25.26, the open interest changed by -68 which decreased total open position to 557
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 1.3, which was -1.10 lower than the previous day. The implied volatity was 27.91, the open interest changed by 37 which increased total open position to 636
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 25.46, the open interest changed by 23 which increased total open position to 671
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 2.45, which was -1.80 lower than the previous day. The implied volatity was 24.53, the open interest changed by 93 which increased total open position to 655
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 4.25, which was -1.65 lower than the previous day. The implied volatity was 23.37, the open interest changed by 19 which increased total open position to 562
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 5.9, which was -2.25 lower than the previous day. The implied volatity was 25.68, the open interest changed by 28 which increased total open position to 541
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 8.15, which was -4.50 lower than the previous day. The implied volatity was 26.26, the open interest changed by -82 which decreased total open position to 513
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 12.65, which was -3.55 lower than the previous day. The implied volatity was 28.37, the open interest changed by 44 which increased total open position to 600
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 16.2, which was -4.30 lower than the previous day. The implied volatity was 27.29, the open interest changed by 77 which increased total open position to 553
On 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 20.5, which was -0.85 lower than the previous day. The implied volatity was 25.58, the open interest changed by 2 which increased total open position to 476
On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 21.35, which was -3.55 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 24.9, which was -11.60 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 36.5, which was 9.70 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 26.8, which was 5.30 higher 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 21.5, which was -19.30 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 40.8, which was 15.25 higher 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 25.55, which was -3.15 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 28.7, which was -37.35 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 66.05, 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 66.05, 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 66.05, 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 66.05, 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 66.05, 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 66.05, 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 66.05, 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 66.05, 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 66.05, 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 27 Sept ICICIPRULI was trading at 789.50. The strike last trading price was 66.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIPRULI 28NOV2024 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 678.55 | 77.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 20 Nov | 685.20 | 77.5 | 0.00 | 80.10 | 2.5 | -1 | 101.5 |
| 19 Nov | 685.20 | 77.5 | 22.90 | 80.10 | 2.5 | -1 | 101.5 |
| 18 Nov | 693.20 | 54.6 | -0.10 | - | 4.5 | -3 | 102.5 |
| 14 Nov | 693.90 | 54.7 | -7.40 | 22.86 | 5.5 | 0.5 | 105.5 |
| 13 Nov | 688.00 | 62.1 | 13.65 | 34.34 | 1.5 | 0 | 105 |
| 12 Nov | 702.10 | 48.45 | 1.20 | 30.29 | 6.5 | 3 | 104.5 |
| 11 Nov | 704.30 | 47.25 | 4.55 | 28.01 | 1 | 0 | 101.5 |
| 8 Nov | 710.35 | 42.7 | 4.45 | 30.98 | 21 | -0.5 | 101.5 |
| 7 Nov | 713.85 | 38.25 | 1.30 | 23.24 | 8 | 2 | 102 |
| 6 Nov | 716.25 | 36.95 | 5.45 | 28.24 | 46.5 | 5 | 101 |
| 5 Nov | 732.15 | 31.5 | 4.60 | 27.73 | 78 | 13 | 95.5 |
| 4 Nov | 735.80 | 26.9 | 3.80 | 28.72 | 72.5 | -1 | 81.5 |
| 1 Nov | 744.95 | 23.1 | -0.55 | 28.56 | 10.5 | 0.5 | 82.5 |
| 31 Oct | 741.00 | 23.65 | 2.65 | - | 58 | -3 | 80 |
| 30 Oct | 747.55 | 21 | 7.60 | - | 109 | 5 | 81 |
| 29 Oct | 768.40 | 13.4 | -7.35 | - | 87 | 15 | 75 |
| 28 Oct | 749.55 | 20.75 | -4.85 | - | 35 | 19 | 59 |
| 25 Oct | 742.85 | 25.6 | 10.40 | - | 71 | 31 | 40 |
| 24 Oct | 768.00 | 15.2 | -7.10 | - | 10 | 4 | 6 |
| 23 Oct | 746.45 | 22.3 | -2.15 | - | 4 | 1 | 1 |
| 22 Oct | 731.05 | 24.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 749.60 | 24.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 735.15 | 24.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 745.40 | 24.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 739.15 | 24.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 745.60 | 24.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 744.95 | 24.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 757.45 | 24.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 767.20 | 24.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 780.15 | 24.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 789.50 | 24.45 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 750 expiring on 28NOV2024
Delta for 750 PE is 0.00
Historical price for 750 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 77.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 77.5, which was 0.00 lower than the previous day. The implied volatity was 80.10, the open interest changed by -2 which decreased total open position to 203
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 77.5, which was 22.90 higher than the previous day. The implied volatity was 80.10, the open interest changed by -2 which decreased total open position to 203
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 54.6, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 205
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 54.7, which was -7.40 lower than the previous day. The implied volatity was 22.86, the open interest changed by 1 which increased total open position to 211
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 62.1, which was 13.65 higher than the previous day. The implied volatity was 34.34, the open interest changed by 0 which decreased total open position to 210
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 48.45, which was 1.20 higher than the previous day. The implied volatity was 30.29, the open interest changed by 6 which increased total open position to 209
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 47.25, which was 4.55 higher than the previous day. The implied volatity was 28.01, the open interest changed by 0 which decreased total open position to 203
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 42.7, which was 4.45 higher than the previous day. The implied volatity was 30.98, the open interest changed by -1 which decreased total open position to 203
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 38.25, which was 1.30 higher than the previous day. The implied volatity was 23.24, the open interest changed by 4 which increased total open position to 204
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 36.95, which was 5.45 higher than the previous day. The implied volatity was 28.24, the open interest changed by 10 which increased total open position to 202
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 31.5, which was 4.60 higher than the previous day. The implied volatity was 27.73, the open interest changed by 26 which increased total open position to 191
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 26.9, which was 3.80 higher than the previous day. The implied volatity was 28.72, the open interest changed by -2 which decreased total open position to 163
On 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 23.1, which was -0.55 lower than the previous day. The implied volatity was 28.56, the open interest changed by 1 which increased total open position to 165
On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 23.65, which was 2.65 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 21, which was 7.60 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 13.4, which was -7.35 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 20.75, which was -4.85 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 25.6, which was 10.40 higher 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 15.2, which was -7.10 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 22.3, which was -2.15 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 24.45, 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 24.45, 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 24.45, 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 24.45, 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 24.45, 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 24.45, 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 24.45, 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 24.45, 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 24.45, 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 24.45, 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 27 Sept ICICIPRULI was trading at 789.50. The strike last trading price was 24.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
