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

653.9 -5.60 (-0.85%)

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Historical option data for ICICIPRULI

20 Dec 2024 04:10 PM IST
ICICIPRULI 26DEC2024 780 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 653.90 0.1 -0.10 - 3 0 152
19 Dec 659.50 0.2 -0.05 - 21 -18 151
18 Dec 662.55 0.25 0.05 48.61 5 0 170
17 Dec 670.75 0.2 -0.05 41.85 26 0 170
16 Dec 679.50 0.25 0.00 37.85 16 0 170
13 Dec 685.75 0.25 -0.25 31.54 4 0 170
12 Dec 691.95 0.5 0.00 31.69 46 -5 174
11 Dec 695.35 0.5 -0.30 28.84 17 -7 179
10 Dec 681.00 0.8 0.40 34.94 92 34 186
9 Dec 676.20 0.4 0.00 31.61 3 -2 153
6 Dec 674.85 0.4 -0.10 29.54 85 -1 154
5 Dec 674.70 0.5 -0.15 28.61 127 17 153
4 Dec 675.80 0.65 -0.35 30.53 36 19 152
3 Dec 684.20 1 -0.40 29.58 59 36 134
2 Dec 691.90 1.4 -0.60 28.92 34 -4 98
29 Nov 699.65 2 -0.10 27.07 296 71 99
28 Nov 691.85 2.1 0.55 28.45 38 12 28
27 Nov 680.80 1.55 -0.95 29.12 409 9 16
26 Nov 691.25 2.5 0.15 29.93 1 0 6
25 Nov 687.65 2.35 -57.55 29.53 11 6 6
22 Nov 687.20 59.9 0.00 10.64 0 0 0
13 Nov 688.00 59.9 0.00 9.37 0 0 0
5 Nov 732.15 59.9 0.00 3.53 0 0 0
4 Nov 735.80 59.9 0.00 3.54 0 0 0
31 Oct 741.00 59.9 0.00 - 0 0 0
30 Oct 747.55 59.9 0.00 - 0 0 0
29 Oct 768.40 59.9 0.00 - 0 0 0
28 Oct 749.55 59.9 0.00 - 0 0 0
25 Oct 742.85 59.9 0.00 - 0 0 0
23 Oct 746.45 59.9 59.90 - 0 0 0
22 Oct 731.05 0 0.00 - 0 0 0
21 Oct 749.60 0 0.00 - 0 0 0
18 Oct 745.35 0 0.00 - 0 0 0
17 Oct 735.15 0 0.00 - 0 0 0
16 Oct 745.40 0 0.00 - 0 0 0
15 Oct 733.75 0 0.00 - 0 0 0
14 Oct 739.15 0 0.00 - 0 0 0
11 Oct 742.55 0 0.00 - 0 0 0
10 Oct 745.60 0 0.00 - 0 0 0
9 Oct 755.65 0 0.00 - 0 0 0
8 Oct 742.60 0 0.00 - 0 0 0
7 Oct 744.95 0 0.00 - 0 0 0
4 Oct 755.75 0 0.00 - 0 0 0
3 Oct 757.45 0 0.00 - 0 0 0
1 Oct 767.20 0 0.00 - 0 0 0
30 Sept 780.15 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 780 expiring on 26DEC2024

Delta for 780 CE is -

Historical price for 780 CE is as follows

On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 152


On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 151


On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 48.61, the open interest changed by 0 which decreased total open position to 170


On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 41.85, the open interest changed by 0 which decreased total open position to 170


On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 37.85, the open interest changed by 0 which decreased total open position to 170


On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 170


On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 31.69, the open interest changed by -5 which decreased total open position to 174


On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 28.84, the open interest changed by -7 which decreased total open position to 179


On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 0.8, which was 0.40 higher than the previous day. The implied volatity was 34.94, the open interest changed by 34 which increased total open position to 186


On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 31.61, the open interest changed by -2 which decreased total open position to 153


On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 29.54, the open interest changed by -1 which decreased total open position to 154


On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 28.61, the open interest changed by 17 which increased total open position to 153


On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 30.53, the open interest changed by 19 which increased total open position to 152


On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 29.58, the open interest changed by 36 which increased total open position to 134


On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 28.92, the open interest changed by -4 which decreased total open position to 98


On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 2, which was -0.10 lower than the previous day. The implied volatity was 27.07, the open interest changed by 71 which increased total open position to 99


On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 2.1, which was 0.55 higher than the previous day. The implied volatity was 28.45, the open interest changed by 12 which increased total open position to 28


On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 29.12, the open interest changed by 9 which increased total open position to 16


On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 29.93, the open interest changed by 0 which decreased total open position to 6


On 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 2.35, which was -57.55 lower than the previous day. The implied volatity was 29.53, the open interest changed by 6 which increased total open position to 6


On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 59.9, which was 0.00 lower than the previous day. The implied volatity was 10.64, 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 59.9, which was 0.00 lower than the previous day. The implied volatity was 9.37, 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 59.9, which was 0.00 lower than the previous day. The implied volatity was 3.53, 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 59.9, which was 0.00 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 59.9, 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 Oct ICICIPRULI was trading at 747.55. The strike last trading price was 59.9, 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 29 Oct ICICIPRULI was trading at 768.40. The strike last trading price was 59.9, 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 28 Oct ICICIPRULI was trading at 749.55. The strike last trading price was 59.9, 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 59.9, 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 59.9, which was 59.90 higher 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 0, 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 0, 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 18 Oct ICICIPRULI was trading at 745.35. The strike last trading price was 0, 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 0, 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 0, 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 15 Oct ICICIPRULI was trading at 733.75. The strike last trading price was 0, 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 0, 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 11 Oct ICICIPRULI was trading at 742.55. The strike last trading price was 0, 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 0, 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 9 Oct ICICIPRULI was trading at 755.65. The strike last trading price was 0, 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 8 Oct ICICIPRULI was trading at 742.60. The strike last trading price was 0, 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 0, 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 4 Oct ICICIPRULI was trading at 755.75. The strike last trading price was 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIPRULI 26DEC2024 780 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 653.90 43.6 0.00 - 0 0 0
19 Dec 659.50 43.6 0.00 - 0 0 0
18 Dec 662.55 43.6 0.00 - 0 0 0
17 Dec 670.75 43.6 0.00 - 0 0 0
16 Dec 679.50 43.6 0.00 - 0 0 0
13 Dec 685.75 43.6 0.00 - 0 0 0
12 Dec 691.95 43.6 0.00 - 0 0 0
11 Dec 695.35 43.6 0.00 - 0 0 0
10 Dec 681.00 43.6 0.00 - 0 0 0
9 Dec 676.20 43.6 0.00 - 0 0 0
6 Dec 674.85 43.6 0.00 - 0 0 0
5 Dec 674.70 43.6 0.00 - 0 0 0
4 Dec 675.80 43.6 0.00 - 0 0 0
3 Dec 684.20 43.6 0.00 - 0 0 0
2 Dec 691.90 43.6 0.00 - 0 0 0
29 Nov 699.65 43.6 0.00 - 0 0 0
28 Nov 691.85 43.6 0.00 - 0 0 0
27 Nov 680.80 43.6 0.00 - 0 0 0
26 Nov 691.25 43.6 0.00 - 0 0 0
25 Nov 687.65 43.6 0.00 - 0 0 0
22 Nov 687.20 43.6 0.00 - 0 0 0
13 Nov 688.00 43.6 0.00 - 0 0 0
5 Nov 732.15 43.6 0.00 - 0 0 0
4 Nov 735.80 43.6 43.60 - 0 0 0
31 Oct 741.00 0 0.00 - 0 0 0
30 Oct 747.55 0 0.00 - 0 0 0
29 Oct 768.40 0 0.00 - 0 0 0
28 Oct 749.55 0 0.00 - 0 0 0
25 Oct 742.85 0 0.00 - 0 0 0
23 Oct 746.45 0 0.00 - 0 0 0
22 Oct 731.05 0 0.00 - 0 0 0
21 Oct 749.60 0 0.00 - 0 0 0
18 Oct 745.35 0 0.00 - 0 0 0
17 Oct 735.15 0 0.00 - 0 0 0
16 Oct 745.40 0 0.00 - 0 0 0
15 Oct 733.75 0 0.00 - 0 0 0
14 Oct 739.15 0 0.00 - 0 0 0
11 Oct 742.55 0 0.00 - 0 0 0
10 Oct 745.60 0 0.00 - 0 0 0
9 Oct 755.65 0 0.00 - 0 0 0
8 Oct 742.60 0 0.00 - 0 0 0
7 Oct 744.95 0 0.00 - 0 0 0
4 Oct 755.75 0 0.00 - 0 0 0
3 Oct 757.45 0 0.00 - 0 0 0
1 Oct 767.20 0 0.00 - 0 0 0
30 Sept 780.15 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 780 expiring on 26DEC2024

Delta for 780 PE is -

Historical price for 780 PE is as follows

On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, which was 43.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 0, 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 Oct ICICIPRULI was trading at 747.55. The strike last trading price was 0, 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 29 Oct ICICIPRULI was trading at 768.40. The strike last trading price was 0, 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 28 Oct ICICIPRULI was trading at 749.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 18 Oct ICICIPRULI was trading at 745.35. The strike last trading price was 0, 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 0, 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 0, 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 15 Oct ICICIPRULI was trading at 733.75. The strike last trading price was 0, 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 0, 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 11 Oct ICICIPRULI was trading at 742.55. The strike last trading price was 0, 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 0, 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 9 Oct ICICIPRULI was trading at 755.65. The strike last trading price was 0, 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 8 Oct ICICIPRULI was trading at 742.60. The strike last trading price was 0, 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 0, 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 4 Oct ICICIPRULI was trading at 755.75. The strike last trading price was 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to