ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 04:00 PM IST
| ICICIPRULI 28NOV2024 790 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.03
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 678.55 | 0.15 | -0.10 | 46.87 | 3.5 | 0 | 37 | |||
| 20 Nov | 685.20 | 0.25 | 0.00 | 41.84 | 8 | 0 | 38 | |||
| 19 Nov | 685.20 | 0.25 | -0.30 | 41.84 | 8 | 1 | 38 | |||
| 18 Nov | 693.20 | 0.55 | 0.15 | 41.25 | 8.5 | -2.5 | 38.5 | |||
| 14 Nov | 693.90 | 0.4 | -0.15 | 32.47 | 7.5 | -7 | 41.5 | |||
| 13 Nov | 688.00 | 0.55 | -0.25 | 34.67 | 7 | 0 | 49 | |||
| 12 Nov | 702.10 | 0.8 | -0.20 | 31.07 | 28.5 | 13.5 | 52 | |||
| 11 Nov | 704.30 | 1 | -0.20 | 31.22 | 20 | 2.5 | 40 | |||
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| 8 Nov | 710.35 | 1.2 | -0.30 | 27.15 | 18.5 | 1 | 36.5 | |||
| 7 Nov | 713.85 | 1.5 | -0.60 | 27.54 | 13 | -4.5 | 37 | |||
| 6 Nov | 716.25 | 2.1 | -1.75 | 27.26 | 68.5 | 0 | 42 | |||
| 5 Nov | 732.15 | 3.85 | -1.00 | 28.72 | 217.5 | 9 | 43.5 | |||
| 4 Nov | 735.80 | 4.85 | -2.60 | 26.86 | 67 | 22.5 | 34.5 | |||
| 1 Nov | 744.95 | 7.45 | 0.05 | 26.43 | 2 | 0 | 12 | |||
| 31 Oct | 741.00 | 7.4 | -3.25 | - | 10 | 0 | 12 | |||
| 30 Oct | 747.55 | 10.65 | -5.35 | - | 16 | 11 | 12 | |||
| 29 Oct | 768.40 | 16 | -28.20 | - | 1 | 0 | 0 | |||
| 28 Oct | 749.55 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 742.85 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 768.00 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 746.45 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 731.05 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 749.60 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 745.35 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 745.40 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 745.60 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 744.95 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 755.75 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 757.45 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 767.20 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 780.15 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 789.50 | 44.2 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 790 expiring on 28NOV2024
Delta for 790 CE is 0.01
Historical price for 790 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 46.87, the open interest changed by 0 which decreased total open position to 74
On 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 41.84, the open interest changed by 0 which decreased total open position to 76
On 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 0.25, which was -0.30 lower than the previous day. The implied volatity was 41.84, the open interest changed by 2 which increased total open position to 76
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 41.25, the open interest changed by -5 which decreased total open position to 77
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 32.47, the open interest changed by -14 which decreased total open position to 83
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 34.67, the open interest changed by 0 which decreased total open position to 98
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 31.07, the open interest changed by 27 which increased total open position to 104
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 31.22, the open interest changed by 5 which increased total open position to 80
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 27.15, the open interest changed by 2 which increased total open position to 73
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 1.5, which was -0.60 lower than the previous day. The implied volatity was 27.54, the open interest changed by -9 which decreased total open position to 74
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 2.1, which was -1.75 lower than the previous day. The implied volatity was 27.26, the open interest changed by 0 which decreased total open position to 84
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 3.85, which was -1.00 lower than the previous day. The implied volatity was 28.72, the open interest changed by 18 which increased total open position to 87
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 4.85, which was -2.60 lower than the previous day. The implied volatity was 26.86, the open interest changed by 45 which increased total open position to 69
On 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 7.45, which was 0.05 higher than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 24
On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 7.4, which was -3.25 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 10.65, which was -5.35 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 16, which was -28.20 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIPRULI 28NOV2024 790 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 678.55 | 77.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 685.20 | 77.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 685.20 | 77.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 693.20 | 77.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 693.90 | 77.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 688.00 | 77.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 702.10 | 77.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 704.30 | 77.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 710.35 | 77.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 713.85 | 77.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 716.25 | 77.9 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 5 Nov | 732.15 | 77.9 | 35.80 | 55.50 | 2.5 | 1.5 | 1.5 |
| 4 Nov | 735.80 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 744.95 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 741.00 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 747.55 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 768.40 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 749.55 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 742.85 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 768.00 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 746.45 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 731.05 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 749.60 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 745.35 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 745.40 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 745.60 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 744.95 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 755.75 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 757.45 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 767.20 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 780.15 | 42.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 789.50 | 42.1 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 790 expiring on 28NOV2024
Delta for 790 PE is 0.00
Historical price for 790 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 77.9, 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 77.9, 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 77.9, 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 77.9, 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 77.9, 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 77.9, 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 77.9, 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 77.9, 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 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 77.9, 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 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 77.9, 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 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 77.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 77.9, which was 35.80 higher than the previous day. The implied volatity was 55.50, the open interest changed by 3 which increased total open position to 3
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 42.1, 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 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 42.1, 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 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
