ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
20 Dec 2024 04:10 PM IST
| ICICIPRULI 26DEC2024 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.02
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 653.90 | 0.1 | -0.40 | 50.86 | 3 | 0 | 54 | |||
| 19 Dec | 659.50 | 0.5 | 0.00 | 0.00 | 0 | -3 | 0 | |||
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| 18 Dec | 662.55 | 0.5 | 0.10 | 50.20 | 4 | -2 | 55 | |||
| 17 Dec | 670.75 | 0.4 | 0.15 | 42.83 | 2 | -1 | 56 | |||
| 16 Dec | 679.50 | 0.25 | -0.15 | 34.76 | 6 | -1 | 62 | |||
| 13 Dec | 685.75 | 0.4 | -0.25 | 30.98 | 8 | 1 | 62 | |||
| 12 Dec | 691.95 | 0.65 | -0.25 | 30.20 | 116 | -18 | 58 | |||
| 11 Dec | 695.35 | 0.9 | 0.15 | 29.09 | 115 | -15 | 72 | |||
| 10 Dec | 681.00 | 0.75 | 0.30 | 31.75 | 94 | 22 | 88 | |||
| 9 Dec | 676.20 | 0.45 | -0.10 | 29.68 | 22 | 4 | 67 | |||
| 6 Dec | 674.85 | 0.55 | -0.20 | 29.00 | 26 | 2 | 62 | |||
| 5 Dec | 674.70 | 0.75 | -0.10 | 28.26 | 127 | -31 | 65 | |||
| 4 Dec | 675.80 | 0.85 | -0.45 | 29.38 | 66 | -2 | 98 | |||
| 3 Dec | 684.20 | 1.3 | -0.60 | 28.67 | 167 | -27 | 99 | |||
| 2 Dec | 691.90 | 1.9 | -0.60 | 28.35 | 113 | 11 | 124 | |||
| 29 Nov | 699.65 | 2.5 | -0.50 | 26.01 | 390 | 81 | 111 | |||
| 28 Nov | 691.85 | 3 | 0.95 | 28.55 | 535 | 11 | 30 | |||
| 27 Nov | 680.80 | 2.05 | -1.05 | 28.63 | 1,404 | 11 | 31 | |||
| 26 Nov | 691.25 | 3.1 | -0.15 | 28.95 | 32 | 10 | 19 | |||
| 25 Nov | 687.65 | 3.25 | -1.05 | 29.07 | 261 | 2 | 3 | |||
| 22 Nov | 687.20 | 4.3 | -25.30 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 688.00 | 29.6 | 0.00 | 7.69 | 0 | 0 | 0 | |||
| 5 Nov | 732.15 | 29.6 | 0.00 | 3.06 | 0 | 0 | 0 | |||
| 4 Nov | 735.80 | 29.6 | 2.61 | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 770 expiring on 26DEC2024
Delta for 770 CE is 0.01
Historical price for 770 CE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 0.1, which was -0.40 lower than the previous day. The implied volatity was 50.86, the open interest changed by 0 which decreased total open position to 54
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 50.20, the open interest changed by -2 which decreased total open position to 55
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 42.83, the open interest changed by -1 which decreased total open position to 56
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 34.76, the open interest changed by -1 which decreased total open position to 62
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 30.98, the open interest changed by 1 which increased total open position to 62
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 30.20, the open interest changed by -18 which decreased total open position to 58
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 29.09, the open interest changed by -15 which decreased total open position to 72
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 0.75, which was 0.30 higher than the previous day. The implied volatity was 31.75, the open interest changed by 22 which increased total open position to 88
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 29.68, the open interest changed by 4 which increased total open position to 67
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 29.00, the open interest changed by 2 which increased total open position to 62
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 28.26, the open interest changed by -31 which decreased total open position to 65
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 29.38, the open interest changed by -2 which decreased total open position to 98
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 1.3, which was -0.60 lower than the previous day. The implied volatity was 28.67, the open interest changed by -27 which decreased total open position to 99
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 1.9, which was -0.60 lower than the previous day. The implied volatity was 28.35, the open interest changed by 11 which increased total open position to 124
On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 2.5, which was -0.50 lower than the previous day. The implied volatity was 26.01, the open interest changed by 81 which increased total open position to 111
On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 3, which was 0.95 higher than the previous day. The implied volatity was 28.55, the open interest changed by 11 which increased total open position to 30
On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 2.05, which was -1.05 lower than the previous day. The implied volatity was 28.63, the open interest changed by 11 which increased total open position to 31
On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 3.1, which was -0.15 lower than the previous day. The implied volatity was 28.95, the open interest changed by 10 which increased total open position to 19
On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 3.25, which was -1.05 lower than the previous day. The implied volatity was 29.07, the open interest changed by 2 which increased total open position to 3
On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 4.3, which was -25.30 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 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 29.6, which was 0.00 lower than the previous day. The implied volatity was 7.69, 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 29.6, which was 0.00 lower than the previous day. The implied volatity was 3.06, 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 29.6, which was lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 26DEC2024 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 653.90 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 659.50 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 662.55 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 670.75 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 679.50 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 685.75 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 691.95 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 695.35 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 681.00 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 676.20 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 674.85 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 674.70 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 675.80 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 684.20 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 691.90 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 699.65 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 691.85 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 680.80 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 691.25 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 687.65 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 687.20 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 688.00 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 732.15 | 50.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 735.80 | 50.05 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 770 expiring on 26DEC2024
Delta for 770 PE is -
Historical price for 770 PE is as follows
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 50.05, 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 50.05, 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 50.05, 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 50.05, 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 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 50.05, 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 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 50.05, 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 50.05, 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 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 50.05, 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 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 50.05, 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 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 50.05, 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 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 50.05, 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 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 50.05, 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 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 50.05, 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 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 50.05, 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 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 50.05, 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 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 50.05, 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 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 50.05, 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 50.05, 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 50.05, 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 50.05, 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 50.05, 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 50.05, 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 50.05, 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 50.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
