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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 800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 653.90 0.15 0.00 - 4 -2 44
19 Dec 659.50 0.15 0.05 - 28 -8 45
18 Dec 662.55 0.1 -0.20 49.35 1 0 53
17 Dec 670.75 0.3 0.10 50.61 18 -14 52
16 Dec 679.50 0.2 -0.05 42.51 8 -4 66
13 Dec 685.75 0.25 -0.10 36.79 4 1 69
12 Dec 691.95 0.35 -0.05 35.22 24 -19 67
11 Dec 695.35 0.4 0.00 33.01 39 10 86
10 Dec 681.00 0.4 0.00 0.00 0 0 0
6 Dec 674.85 0.4 -0.05 33.90 15 -1 76
5 Dec 674.70 0.45 -0.05 32.52 26 5 76
4 Dec 675.80 0.5 -0.20 33.54 21 13 71
3 Dec 684.20 0.7 -0.15 32.12 18 11 58
2 Dec 691.90 0.85 -0.30 30.63 59 6 53
29 Nov 699.65 1.15 -0.05 28.34 59 26 47
28 Nov 691.85 1.2 0.00 29.45 20 15 22
27 Nov 680.80 1.2 -0.30 31.83 12 3 6
26 Nov 691.25 1.5 0.00 0.00 0 0 0
25 Nov 687.65 1.5 -0.05 30.50 12 1 3
22 Nov 687.20 1.55 -1.20 29.34 1 0 2
13 Nov 688.00 2.75 -7.20 28.81 7 -4 2
5 Nov 732.15 9.95 -5.05 27.28 1 0 5
1 Nov 744.95 15 -10.00 27.25 1 0 4
31 Oct 741.00 25 0.00 - 0 0 0
30 Oct 747.55 25 0.00 - 0 0 0
29 Oct 768.40 25 0.00 - 0 0 0
28 Oct 749.55 25 0.00 - 0 0 0
25 Oct 742.85 25 0.00 - 0 4 0
24 Oct 768.00 25 -25.30 - 4 2 2
23 Oct 746.45 50.3 0.00 - 0 0 0
22 Oct 731.05 50.3 0.00 - 0 0 0
21 Oct 749.60 50.3 0.00 - 0 0 0
18 Oct 745.35 50.3 0.00 - 0 0 0
17 Oct 735.15 50.3 0.00 - 0 0 0
16 Oct 745.40 50.3 0.00 - 0 0 0
15 Oct 733.75 50.3 0.00 - 0 0 0
14 Oct 739.15 50.3 0.00 - 0 0 0
11 Oct 742.55 50.3 0.00 - 0 0 0
10 Oct 745.60 50.3 0.00 - 0 0 0
9 Oct 755.65 50.3 0.00 - 0 0 0
8 Oct 742.60 50.3 50.30 - 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 800 expiring on 26DEC2024

Delta for 800 CE is -

Historical price for 800 CE is as follows

On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 44


On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 45


On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 0.1, which was -0.20 lower than the previous day. The implied volatity was 49.35, the open interest changed by 0 which decreased total open position to 53


On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 50.61, the open interest changed by -14 which decreased total open position to 52


On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.51, the open interest changed by -4 which decreased total open position to 66


On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 36.79, the open interest changed by 1 which increased total open position to 69


On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 35.22, the open interest changed by -19 which decreased total open position to 67


On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 33.01, the open interest changed by 10 which increased total open position to 86


On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 0.4, 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 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 33.90, the open interest changed by -1 which decreased total open position to 76


On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 32.52, the open interest changed by 5 which increased total open position to 76


On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 33.54, the open interest changed by 13 which increased total open position to 71


On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 32.12, the open interest changed by 11 which increased total open position to 58


On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 30.63, the open interest changed by 6 which increased total open position to 53


On 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 28.34, the open interest changed by 26 which increased total open position to 47


On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 29.45, the open interest changed by 15 which increased total open position to 22


On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 31.83, the open interest changed by 3 which increased total open position to 6


On 26 Nov ICICIPRULI was trading at 691.25. The strike last trading price was 1.5, 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 25 Nov ICICIPRULI was trading at 687.65. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 30.50, the open interest changed by 1 which increased total open position to 3


On 22 Nov ICICIPRULI was trading at 687.20. The strike last trading price was 1.55, which was -1.20 lower than the previous day. The implied volatity was 29.34, the open interest changed by 0 which decreased total open position to 2


On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 2.75, which was -7.20 lower than the previous day. The implied volatity was 28.81, the open interest changed by -4 which decreased total open position to 2


On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 9.95, which was -5.05 lower than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 5


On 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 15, which was -10.00 lower than the previous day. The implied volatity was 27.25, the open interest changed by 0 which decreased total open position to 4


On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 25, 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 25, 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 25, 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 25, 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 25, 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 25, which was -25.30 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, which was 50.30 higher 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 800 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 653.90 143.5 0.00 0.00 0 -1 0
19 Dec 659.50 143.5 30.75 - 1 0 11
18 Dec 662.55 112.75 0.00 0.00 0 0 0
17 Dec 670.75 112.75 0.00 0.00 0 0 0
16 Dec 679.50 112.75 0.00 0.00 0 0 0
13 Dec 685.75 112.75 0.00 0.00 0 0 0
12 Dec 691.95 112.75 0.00 0.00 0 0 0
11 Dec 695.35 112.75 0.00 0.00 0 0 0
10 Dec 681.00 112.75 0.00 0.00 0 0 0
6 Dec 674.85 112.75 0.00 0.00 0 0 0
5 Dec 674.70 112.75 0.00 0.00 0 0 0
4 Dec 675.80 112.75 0.00 0.00 0 0 0
3 Dec 684.20 112.75 0.00 0.00 0 0 0
2 Dec 691.90 112.75 0.00 0.00 0 0 0
29 Nov 699.65 112.75 0.00 0.00 0 11 0
28 Nov 691.85 112.75 59.05 55.68 11 10 10
27 Nov 680.80 53.7 0.00 - 0 0 0
26 Nov 691.25 53.7 0.00 - 0 0 0
25 Nov 687.65 53.7 0.00 - 0 0 0
22 Nov 687.20 53.7 0.00 - 0 0 0
13 Nov 688.00 53.7 0.00 - 0 0 0
5 Nov 732.15 53.7 53.70 - 0 0 0
1 Nov 744.95 0 0.00 - 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
24 Oct 768.00 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 800 expiring on 26DEC2024

Delta for 800 PE is 0.00

Historical price for 800 PE is as follows

On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 143.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 143.5, which was 30.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 112.75, 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 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 112.75, 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 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 112.75, 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 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 112.75, 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 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 112.75, 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 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 112.75, 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 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 112.75, 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 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 112.75, 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 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 112.75, 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 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 112.75, 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 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 112.75, 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 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 112.75, 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 29 Nov ICICIPRULI was trading at 699.65. The strike last trading price was 112.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 28 Nov ICICIPRULI was trading at 691.85. The strike last trading price was 112.75, which was 59.05 higher than the previous day. The implied volatity was 55.68, the open interest changed by 10 which increased total open position to 10


On 27 Nov ICICIPRULI was trading at 680.80. The strike last trading price was 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, which was 53.70 higher 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 0, 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 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 24 Oct ICICIPRULI was trading at 768.00. 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 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