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

749.9 -5.35 (-0.71%)

Back to Option Chain


Historical option data for ICICIPRULI

16 Sep 2024 04:10 PM IST
ICICIPRULI 800 CE
Date Close Ltp Change Volume Change OI OI
16 Sept 749.90 1.7 -0.75 4,78,500 -3,000 8,07,000
13 Sept 755.25 2.45 0.00 7,75,500 -28,500 8,10,000
12 Sept 755.65 2.45 -0.70 4,47,000 73,500 8,40,000
11 Sept 750.90 3.15 -0.55 9,76,500 73,500 7,62,000
10 Sept 746.00 3.7 -3.75 13,89,000 -58,500 6,90,000
9 Sept 758.15 7.45 1.35 19,80,000 3,000 7,48,500
6 Sept 750.65 6.1 -1.45 8,83,500 10,500 7,45,500
5 Sept 758.05 7.55 -2.85 11,26,500 -7,500 7,35,000
4 Sept 769.35 10.4 0.50 17,14,500 -1,09,500 7,48,500
3 Sept 763.70 9.9 1.05 18,66,000 16,500 8,55,000
2 Sept 753.45 8.85 -0.70 14,43,000 21,000 8,34,000
30 Aug 753.15 9.55 1.80 34,38,000 5,35,500 8,13,000
29 Aug 742.30 7.75 -0.60 9,33,000 72,000 2,70,000
28 Aug 744.60 8.35 -1.00 3,79,500 3,000 1,98,000
27 Aug 744.15 9.35 3.50 4,95,000 1,02,000 1,90,500
26 Aug 723.25 5.85 -2.30 76,500 42,000 88,500
23 Aug 731.95 8.15 -0.35 58,500 18,000 45,000
22 Aug 733.00 8.5 -1.95 18,000 0 25,500
21 Aug 741.45 10.45 -1.50 18,000 9,000 24,000
20 Aug 742.50 11.95 8.85 15,000 4,500 9,000
16 Aug 720.05 3.1 -6.15 1,500 0 4,500
9 Aug 739.25 9.25 0.80 1,500 0 4,500
5 Aug 714.20 8.45 -1.05 1,500 0 4,500
2 Aug 728.60 9.5 0.00 3,000 1,500 6,000
1 Aug 734.70 9.5 4.00 1,500 0 3,000
29 Jul 719.05 5.5 5.50 3,000 1,500 1,500
25 Jul 701.70 0 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 800 expiring on 26SEP2024

Delta for 800 CE is -

Historical price for 800 CE is as follows

On 16 Sept ICICIPRULI was trading at 749.90. The strike last trading price was 1.7, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 807000


On 13 Sept ICICIPRULI was trading at 755.25. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -28500 which decreased total open position to 810000


On 12 Sept ICICIPRULI was trading at 755.65. The strike last trading price was 2.45, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 73500 which increased total open position to 840000


On 11 Sept ICICIPRULI was trading at 750.90. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 73500 which increased total open position to 762000


On 10 Sept ICICIPRULI was trading at 746.00. The strike last trading price was 3.7, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by -58500 which decreased total open position to 690000


On 9 Sept ICICIPRULI was trading at 758.15. The strike last trading price was 7.45, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 748500


On 6 Sept ICICIPRULI was trading at 750.65. The strike last trading price was 6.1, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 745500


On 5 Sept ICICIPRULI was trading at 758.05. The strike last trading price was 7.55, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 735000


On 4 Sept ICICIPRULI was trading at 769.35. The strike last trading price was 10.4, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -109500 which decreased total open position to 748500


On 3 Sept ICICIPRULI was trading at 763.70. The strike last trading price was 9.9, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 855000


On 2 Sept ICICIPRULI was trading at 753.45. The strike last trading price was 8.85, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 834000


On 30 Aug ICICIPRULI was trading at 753.15. The strike last trading price was 9.55, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by 535500 which increased total open position to 813000


On 29 Aug ICICIPRULI was trading at 742.30. The strike last trading price was 7.75, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 270000


On 28 Aug ICICIPRULI was trading at 744.60. The strike last trading price was 8.35, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 198000


On 27 Aug ICICIPRULI was trading at 744.15. The strike last trading price was 9.35, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by 102000 which increased total open position to 190500


On 26 Aug ICICIPRULI was trading at 723.25. The strike last trading price was 5.85, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 88500


On 23 Aug ICICIPRULI was trading at 731.95. The strike last trading price was 8.15, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 45000


On 22 Aug ICICIPRULI was trading at 733.00. The strike last trading price was 8.5, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25500


On 21 Aug ICICIPRULI was trading at 741.45. The strike last trading price was 10.45, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 24000


On 20 Aug ICICIPRULI was trading at 742.50. The strike last trading price was 11.95, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 9000


On 16 Aug ICICIPRULI was trading at 720.05. The strike last trading price was 3.1, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500


On 9 Aug ICICIPRULI was trading at 739.25. The strike last trading price was 9.25, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500


On 5 Aug ICICIPRULI was trading at 714.20. The strike last trading price was 8.45, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500


On 2 Aug ICICIPRULI was trading at 728.60. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 6000


On 1 Aug ICICIPRULI was trading at 734.70. The strike last trading price was 9.5, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000


On 29 Jul ICICIPRULI was trading at 719.05. The strike last trading price was 5.5, which was 5.50 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500


On 25 Jul ICICIPRULI was trading at 701.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ICICIPRULI 800 PE
Date Close Ltp Change Volume Change OI OI
16 Sept 749.90 43.95 0.00 0 0 0
13 Sept 755.25 43.95 -0.30 15,000 1,500 19,500
12 Sept 755.65 44.25 -9.25 10,500 -1,500 19,500
11 Sept 750.90 53.5 -1.35 1,500 0 21,000
10 Sept 746.00 54.85 2.25 1,500 0 22,500
9 Sept 758.15 52.6 6.65 4,500 1,500 22,500
6 Sept 750.65 45.95 0.00 0 15,000 0
5 Sept 758.05 45.95 6.75 30,000 15,000 21,000
4 Sept 769.35 39.2 -14.35 6,000 4,500 6,000
3 Sept 763.70 53.55 0.00 0 0 0
2 Sept 753.45 53.55 0.00 0 1,500 0
30 Aug 753.15 53.55 -134.95 1,500 0 0
29 Aug 742.30 188.5 0.00 0 0 0
28 Aug 744.60 188.5 0.00 0 0 0
27 Aug 744.15 188.5 0.00 0 0 0
26 Aug 723.25 188.5 0.00 0 0 0
23 Aug 731.95 188.5 0.00 0 0 0
22 Aug 733.00 188.5 0.00 0 0 0
21 Aug 741.45 188.5 0.00 0 0 0
20 Aug 742.50 188.5 0.00 0 0 0
16 Aug 720.05 188.5 0.00 0 0 0
9 Aug 739.25 188.5 0.00 0 0 0
5 Aug 714.20 188.5 0.00 0 0 0
2 Aug 728.60 188.5 0.00 0 0 0
1 Aug 734.70 188.5 0.00 0 0 0
29 Jul 719.05 188.5 188.50 0 0 0
25 Jul 701.70 0 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 800 expiring on 26SEP2024

Delta for 800 PE is -

Historical price for 800 PE is as follows

On 16 Sept ICICIPRULI was trading at 749.90. The strike last trading price was 43.95, 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 Sept ICICIPRULI was trading at 755.25. The strike last trading price was 43.95, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 19500


On 12 Sept ICICIPRULI was trading at 755.65. The strike last trading price was 44.25, which was -9.25 lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 19500


On 11 Sept ICICIPRULI was trading at 750.90. The strike last trading price was 53.5, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21000


On 10 Sept ICICIPRULI was trading at 746.00. The strike last trading price was 54.85, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22500


On 9 Sept ICICIPRULI was trading at 758.15. The strike last trading price was 52.6, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 22500


On 6 Sept ICICIPRULI was trading at 750.65. The strike last trading price was 45.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 0


On 5 Sept ICICIPRULI was trading at 758.05. The strike last trading price was 45.95, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 21000


On 4 Sept ICICIPRULI was trading at 769.35. The strike last trading price was 39.2, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 6000


On 3 Sept ICICIPRULI was trading at 763.70. The strike last trading price was 53.55, 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 Sept ICICIPRULI was trading at 753.45. The strike last trading price was 53.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0


On 30 Aug ICICIPRULI was trading at 753.15. The strike last trading price was 53.55, which was -134.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Aug ICICIPRULI was trading at 742.30. The strike last trading price was 188.5, 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 Aug ICICIPRULI was trading at 744.60. The strike last trading price was 188.5, 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 Aug ICICIPRULI was trading at 744.15. The strike last trading price was 188.5, 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 Aug ICICIPRULI was trading at 723.25. The strike last trading price was 188.5, 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 23 Aug ICICIPRULI was trading at 731.95. The strike last trading price was 188.5, 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 Aug ICICIPRULI was trading at 733.00. The strike last trading price was 188.5, 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 21 Aug ICICIPRULI was trading at 741.45. The strike last trading price was 188.5, 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 20 Aug ICICIPRULI was trading at 742.50. The strike last trading price was 188.5, 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 Aug ICICIPRULI was trading at 720.05. The strike last trading price was 188.5, 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 Aug ICICIPRULI was trading at 739.25. The strike last trading price was 188.5, 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 Aug ICICIPRULI was trading at 714.20. The strike last trading price was 188.5, 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 Aug ICICIPRULI was trading at 728.60. The strike last trading price was 188.5, 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 Aug ICICIPRULI was trading at 734.70. The strike last trading price was 188.5, 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 Jul ICICIPRULI was trading at 719.05. The strike last trading price was 188.5, which was 188.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jul ICICIPRULI was trading at 701.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0