ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Nov 2024 04:10 PM IST
| ICICIPRULI 28NOV2024 810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 678.55 | 0.1 | -0.15 | - | 3.5 | -0.5 | 32.5 | |||
| 20 Nov | 685.20 | 0.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 685.20 | 0.25 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 18 Nov | 693.20 | 0.25 | -0.05 | 42.57 | 3 | -0.5 | 33.5 | |||
| 14 Nov | 693.90 | 0.3 | -0.10 | 36.16 | 2.5 | 0 | 34.5 | |||
| 13 Nov | 688.00 | 0.4 | -0.10 | 37.99 | 3 | -1.5 | 35 | |||
| 12 Nov | 702.10 | 0.5 | -0.25 | 33.67 | 33.5 | 10 | 34.5 | |||
| 11 Nov | 704.30 | 0.75 | -0.15 | 34.75 | 3 | 0 | 24.5 | |||
| 8 Nov | 710.35 | 0.9 | 0.00 | 0.00 | 0 | -2.5 | 0 | |||
| 7 Nov | 713.85 | 0.9 | -0.20 | 29.56 | 8.5 | -2.5 | 24.5 | |||
| 6 Nov | 716.25 | 1.1 | -1.20 | 28.36 | 22.5 | 0.5 | 27.5 | |||
| 5 Nov | 732.15 | 2.3 | -0.35 | 30.16 | 104.5 | 4.5 | 29 | |||
| 4 Nov | 735.80 | 2.65 | -1.85 | 27.65 | 25 | 14.5 | 24.5 | |||
| 1 Nov | 744.95 | 4.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 741.00 | 4.5 | -1.60 | - | 1 | 0 | 9 | |||
| 30 Oct | 747.55 | 6.1 | -5.50 | - | 14 | 2 | 10 | |||
| 29 Oct | 768.40 | 11.6 | 5.95 | - | 9 | 3 | 8 | |||
| 28 Oct | 749.55 | 5.65 | 0.00 | - | 0 | 1 | 0 | |||
| 25 Oct | 742.85 | 5.65 | -4.30 | - | 7 | 0 | 4 | |||
| 24 Oct | 768.00 | 9.95 | -25.45 | - | 2 | 1 | 3 | |||
| 18 Oct | 745.35 | 35.4 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 1 Oct | 767.20 | 35.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 780.15 | 35.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 789.50 | 35.4 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 810 expiring on 28NOV2024
Delta for 810 CE is -
Historical price for 810 CE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 65
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 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 0.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 42.57, the open interest changed by -1 which decreased total open position to 67
On 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 36.16, the open interest changed by 0 which decreased total open position to 69
On 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 37.99, the open interest changed by -3 which decreased total open position to 70
On 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 33.67, the open interest changed by 20 which increased total open position to 69
On 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 34.75, the open interest changed by 0 which decreased total open position to 49
On 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 29.56, the open interest changed by -5 which decreased total open position to 49
On 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 1.1, which was -1.20 lower than the previous day. The implied volatity was 28.36, the open interest changed by 1 which increased total open position to 55
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 2.3, which was -0.35 lower than the previous day. The implied volatity was 30.16, the open interest changed by 9 which increased total open position to 58
On 4 Nov ICICIPRULI was trading at 735.80. The strike last trading price was 2.65, which was -1.85 lower than the previous day. The implied volatity was 27.65, the open interest changed by 29 which increased total open position to 49
On 1 Nov ICICIPRULI was trading at 744.95. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct ICICIPRULI was trading at 741.00. The strike last trading price was 4.5, which was -1.60 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 6.1, which was -5.50 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 11.6, which was 5.95 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 5.65, 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 5.65, which was -4.30 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 9.95, which was -25.45 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 35.4, 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 35.4, 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 35.4, 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 35.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIPRULI 28NOV2024 810 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 | 91.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 685.20 | 91.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 685.20 | 91.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 693.20 | 91.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 693.90 | 91.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 688.00 | 91.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 702.10 | 91.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 704.30 | 91.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 710.35 | 91.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 713.85 | 91.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 716.25 | 91.5 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 5 Nov | 732.15 | 91.5 | 38.45 | 52.72 | 0.5 | 0 | 0 |
| 4 Nov | 735.80 | 53.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 744.95 | 53.05 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 741.00 | 53.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 747.55 | 53.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 768.40 | 53.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 749.55 | 53.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 742.85 | 53.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 768.00 | 53.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 745.35 | 53.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 767.20 | 53.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 780.15 | 53.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 789.50 | 53.05 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 810 expiring on 28NOV2024
Delta for 810 PE is 0.00
Historical price for 810 PE is as follows
On 21 Nov ICICIPRULI was trading at 678.55. The strike last trading price was 91.5, 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 20 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 91.5, 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 19 Nov ICICIPRULI was trading at 685.20. The strike last trading price was 91.5, 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 18 Nov ICICIPRULI was trading at 693.20. The strike last trading price was 91.5, 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 14 Nov ICICIPRULI was trading at 693.90. The strike last trading price was 91.5, 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 13 Nov ICICIPRULI was trading at 688.00. The strike last trading price was 91.5, 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 12 Nov ICICIPRULI was trading at 702.10. The strike last trading price was 91.5, 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 11 Nov ICICIPRULI was trading at 704.30. The strike last trading price was 91.5, 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 8 Nov ICICIPRULI was trading at 710.35. The strike last trading price was 91.5, 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 7 Nov ICICIPRULI was trading at 713.85. The strike last trading price was 91.5, 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 6 Nov ICICIPRULI was trading at 716.25. The strike last trading price was 91.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov ICICIPRULI was trading at 732.15. The strike last trading price was 91.5, which was 38.45 higher than the previous day. The implied volatity was 52.72, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
