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 |
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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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.