ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 04:00 PM IST
| ICICIPRULI 28NOV2024 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.04
Theta: -0.11
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 678.55 | 0.2 | -0.20 | 41.53 | 25 | -1.5 | 125 | |||
| 20 Nov | 685.20 | 0.4 | 0.00 | 38.03 | 33 | -3.5 | 126.5 | |||
| 19 Nov | 685.20 | 0.4 | -0.05 | 38.03 | 33 | -3.5 | 126.5 | |||
| 18 Nov | 693.20 | 0.45 | -0.15 | 33.47 | 28 | -4 | 130.5 | |||
| 14 Nov | 693.90 | 0.6 | -0.25 | 28.90 | 47.5 | 12.5 | 133 | |||
| 13 Nov | 688.00 | 0.85 | -0.45 | 31.60 | 95 | 6.5 | 120.5 | |||
| 12 Nov | 702.10 | 1.3 | -0.15 | 28.11 | 114 | -3 | 117 | |||
| 11 Nov | 704.30 | 1.45 | -0.55 | 27.69 | 115.5 | -11.5 | 120.5 | |||
| 8 Nov | 710.35 | 2 | -0.90 | 24.55 | 143 | 3.5 | 134.5 | |||
|
|
||||||||||
| 7 Nov | 713.85 | 2.9 | -1.15 | 26.29 | 262.5 | 4 | 131 | |||
| 6 Nov | 716.25 | 4.05 | -3.05 | 26.30 | 199 | 45 | 128 | |||
| 5 Nov | 732.15 | 7.1 | -2.05 | 28.36 | 328.5 | 42.5 | 82.5 | |||
| 4 Nov | 735.80 | 9.15 | -3.55 | 26.89 | 98 | 10 | 39.5 | |||
| 1 Nov | 744.95 | 12.7 | -0.10 | 26.03 | 1.5 | 1 | 30 | |||
| 31 Oct | 741.00 | 12.8 | -3.45 | - | 55 | 3 | 30 | |||
| 30 Oct | 747.55 | 16.25 | -9.15 | - | 46 | 15 | 26 | |||
| 29 Oct | 768.40 | 25.4 | 11.05 | - | 73 | 9 | 12 | |||
| 28 Oct | 749.55 | 14.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 742.85 | 14.35 | -2.65 | - | 9 | -1 | 2 | |||
| 24 Oct | 768.00 | 17 | 0.00 | - | 0 | 3 | 0 | |||
| 23 Oct | 746.45 | 17 | -37.40 | - | 4 | 1 | 1 | |||
| 22 Oct | 731.05 | 54.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 749.60 | 54.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 735.15 | 54.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 745.40 | 54.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 739.15 | 54.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 745.60 | 54.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 744.95 | 54.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 757.45 | 54.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 767.20 | 54.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 780.15 | 54.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 789.50 | 54.4 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 770 expiring on 28NOV2024
Delta for 770 CE is 0.01
Historical price for 770 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 41.53, the open interest changed by -3 which decreased total open position to 250
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 38.03, the open interest changed by -7 which decreased total open position to 253
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 38.03, the open interest changed by -7 which decreased total open position to 253
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 33.47, the open interest changed by -8 which decreased total open position to 261
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 28.90, the open interest changed by 25 which increased total open position to 266
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 31.60, the open interest changed by 13 which increased total open position to 241
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 28.11, the open interest changed by -6 which decreased total open position to 234
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 27.69, the open interest changed by -23 which decreased total open position to 241
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 2, which was -0.90 lower than the previous day. The implied volatity was 24.55, the open interest changed by 7 which increased total open position to 269
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 2.9, which was -1.15 lower than the previous day. The implied volatity was 26.29, the open interest changed by 8 which increased total open position to 262
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 4.05, which was -3.05 lower than the previous day. The implied volatity was 26.30, the open interest changed by 90 which increased total open position to 256
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 7.1, which was -2.05 lower than the previous day. The implied volatity was 28.36, the open interest changed by 85 which increased total open position to 165
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 9.15, which was -3.55 lower than the previous day. The implied volatity was 26.89, the open interest changed by 20 which increased total open position to 79
On 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 12.7, which was -0.10 lower than the previous day. The implied volatity was 26.03, the open interest changed by 2 which increased total open position to 60
On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 12.8, which was -3.45 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 16.25, which was -9.15 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 25.4, which was 11.05 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 14.35, 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 25 Oct ICICIPRULI was trading at 742.85. The strike last trading price was 14.35, which was -2.65 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 17, 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 23 Oct ICICIPRULI was trading at 746.45. The strike last trading price was 17, which was -37.40 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 54.4, 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 54.4, 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 54.4, 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 54.4, 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 54.4, 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 54.4, 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 54.4, 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 54.4, 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 54.4, 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 54.4, 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 54.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIPRULI 28NOV2024 770 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 | 64.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 685.20 | 64.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 685.20 | 64.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 693.20 | 64.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 693.90 | 64.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 688.00 | 64.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 702.10 | 64.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 704.30 | 64.9 | 4.25 | 27.59 | 1 | -0.5 | 8 |
| 8 Nov | 710.35 | 60.65 | 9.35 | 35.30 | 1 | 0.5 | 8 |
| 7 Nov | 713.85 | 51.3 | -1.15 | - | 5.5 | -2 | 8 |
| 6 Nov | 716.25 | 52.45 | 6.65 | 28.32 | 6.5 | 0 | 10 |
| 5 Nov | 732.15 | 45.8 | 5.40 | 27.53 | 14.5 | -1 | 9 |
| 4 Nov | 735.80 | 40.4 | 6.15 | 29.54 | 22 | 5 | 9.5 |
| 1 Nov | 744.95 | 34.25 | -2.05 | 27.98 | 1.5 | 0 | 5 |
| 31 Oct | 741.00 | 36.3 | 6.30 | - | 6 | 2 | 6 |
| 30 Oct | 747.55 | 30 | 7.95 | - | 7 | 2 | 3 |
| 29 Oct | 768.40 | 22.05 | -10.50 | - | 2 | 1 | 1 |
| 28 Oct | 749.55 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 742.85 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 768.00 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 746.45 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 731.05 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 749.60 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 735.15 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 745.40 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 739.15 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 745.60 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 744.95 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 757.45 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 767.20 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 780.15 | 32.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 789.50 | 32.55 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 770 expiring on 28NOV2024
Delta for 770 PE is 0.00
Historical price for 770 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 64.9, 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 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 64.9, 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 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 64.9, 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 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 64.9, 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 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 64.9, 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 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 64.9, 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 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 64.9, 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 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 64.9, which was 4.25 higher than the previous day. The implied volatity was 27.59, the open interest changed by -1 which decreased total open position to 16
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 60.65, which was 9.35 higher than the previous day. The implied volatity was 35.30, the open interest changed by 1 which increased total open position to 16
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 51.3, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 16
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 52.45, which was 6.65 higher than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 20
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 45.8, which was 5.40 higher than the previous day. The implied volatity was 27.53, the open interest changed by -2 which decreased total open position to 18
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 40.4, which was 6.15 higher than the previous day. The implied volatity was 29.54, the open interest changed by 10 which increased total open position to 19
On 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 34.25, which was -2.05 lower than the previous day. The implied volatity was 27.98, the open interest changed by 0 which decreased total open position to 10
On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 36.3, which was 6.30 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 30, which was 7.95 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 22.05, which was -10.50 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 32.55, 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 25 Oct ICICIPRULI was trading at 742.85. The strike last trading price was 32.55, 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 24 Oct ICICIPRULI was trading at 768.00. The strike last trading price was 32.55, 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 23 Oct ICICIPRULI was trading at 746.45. The strike last trading price was 32.55, 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 22 Oct ICICIPRULI was trading at 731.05. The strike last trading price was 32.55, 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 32.55, 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 32.55, 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 32.55, 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 32.55, 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 32.55, 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 32.55, 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 32.55, 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 32.55, 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 32.55, 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 32.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
