[--[65.84.65.76]--]
ICICIPRULI
ICICI PRU LIFE INS CO LTD

608.65 9.55 (1.59%)

Option Chain for ICICIPRULI

28 Mar 2024 03:48 PM IST

Note:- Click on the strike price to open the historical data.

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
0 0 0 - 106.00 460 0.05 - 1,500 0 3,000
0 0 0 - 82.05 465 8.75 - 0 0 0
0 0 0 - 78.20 470 0.05 - 57,000 1,500 1,72,500
0 0 0 - 74.50 475 3.00 - 0 0 0
0 0 0 - 102.00 480 0.05 - 10,500 0 2,13,000
0 0 0 - 67.35 485 1.30 - 0 0 0
0 0 0 - 63.90 490 0.05 - 6,000 -1,500 96,000
0 0 0 - 60.60 495 16.80 - 0 0 0
22,500 0 10,500 - 105.35 500 0.05 - 1,500 0 91,500
0 0 0 - 41.85 505 0.05 - 1,500 0 6,000
0 0 0 - 71.50 510 0.05 - 13,500 -4,500 70,500
0 0 0 - 54.25 515 1.40 - 0 0 0
33,000 -3,000 9,000 - 93.50 520 0.05 - 6,000 -3,000 84,000
0 0 0 - 60.60 525 0.05 - 3,000 0 37,500
30,000 -3,000 4,500 - 76.50 530 0.05 - 1,500 0 1,33,500
0 0 0 - 42.00 535 0.05 - 1,500 0 19,500
69,000 -4,500 10,500 - 69.00 540 0.10 - 15,000 -10,500 84,000
0 0 0 - 23.25 545 0.20 - 0 0 0
1,68,000 -72,000 1,21,500 - 55.45 550 0.05 - 30,000 -9,000 1,80,000
22,500 -3,000 7,500 - 59.65 555 0.05 - 0 0 0
93,000 -6,000 18,000 - 53.00 560 0.05 - 12,000 4,500 1,44,000
42,000 -4,500 9,000 - 40.90 565 0.05 - 3,000 -1,500 58,500
72,000 -18,000 57,000 - 40.00 570 0.05 - 15,000 -10,500 87,000
63,000 1,500 9,000 - 31.20 575 0.05 - 9,000 -1,500 39,000
1,51,500 -7,500 55,500 - 30.00 580 0.15 - 82,500 -21,000 85,500
0 -19,500 0 - 15.05 585 0.80 - 48,000 -6,000 22,500
36,000 -21,000 58,500 - 15.90 590 0.05 - 63,000 -15,000 42,000
43,500 -12,000 28,500 - 16.15 595 0.50 - 60,000 -13,500 61,500
1,83,000 -2,35,500 5,23,500 - 10.40 600 0.50 - 1,84,500 -49,500 1,08,000
63,000 -96,000 3,37,500 - 3.00 605 3.10 - 66,000 13,500 46,500
88,500 -2,94,000 6,61,500 - 0.10 610 3.50 - 61,500 7,500 57,000
31,500 -52,500 1,81,500 - 1.75 615 4.50 - 3,000 1,500 3,000
2,47,500 -1,66,500 3,03,000 - 0.05 620 39.65 - 0 0 0
31,500 -24,000 34,500 - 0.05 625 48.00 - 0 0 0
81,000 -46,500 99,000 - 0.15 630 56.00 - 0 0 0
15,000 0 12,000 - 0.05 635 43.20 - 0 0 0
60,000 -22,500 34,500 - 0.05 640 47.80 - 0 0 0
0 -1,500 0 - 0.15 645 110.95 - 0 0 0
1,03,500 -46,500 49,500 - 0.05 650 115.25 - 0 0 0
0 0 0 - 1.60 655 119.60 - 0 0 0
67,500 -25,500 34,500 - 0.05 660 124.00 - 0 0 0
0 0 0 - 5.30 665 128.40 - 0 0 0
19,500 -10,500 12,000 - 0.05 670 132.90 - 0 0 0
0 0 0 - 4.40 675 137.40 - 0 0 0
37,500 0 3,000 - 0.05 680 141.90 - 0 0 0
18,75,000 19,45,500
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.