Related Pages for ICICIPRULI
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ICICIPRULI
ICICI PRU LIFE INS CO LTD
638.45 4.05 (0.64%)

Option Chain for ICICIPRULI

04 Jul 2024 11:50 AM IST

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

Call Put
OI Chng OI Vol Ltp Chng Chng Ltp Vol Chng OI OI
0 0 0 83.65 500 0.1 1,500 6,000 6,000
0 0 0 59.35 505 9.8 0 0 0
0 0 0 76.3 510 0.95 0 0 0
0 0 0 52.25 515 12.55 0 0 0
0 0 0 69.3 0.00 520 0.00 0.35 0 0 0
0 0 0 45.65 0.00 525 0.00 15.85 0 0 0
0 0 0 62.65 0.00 530 -0.05 0.35 7,500 0 1,24,500
0 0 0 39.6 0.00 535 0.00 19.7 0 0 0
0 0 0 64.35 0.00 540 -0.20 0.5 22,500 0 1,35,000
0 0 0 34.1 0.00 545 0.00 5.2 0 0 0
0 0 0 88 0.00 550 -0.25 0.85 36,000 -22,500 1,99,500
0 0 0 29.15 0.00 555 0.00 29.05 0 0 0
0 4,500 0 60.7 0.00 560 -0.50 1.2 82,500 6,000 1,21,500
0 0 0 24.75 0.00 565 0.00 34.5 0 0 0
0 0 0 63.15 0.00 570 -0.85 1.9 1,03,500 9,000 1,68,000
0 0 0 20.85 0.00 575 0.00 3.3 0 -6,000 0
0 0 0 48.15 0.00 580 -1.00 2.7 1,66,500 -3,000 4,83,000
0 0 0 17.4 0.00 585 -1.45 2.95 30,000 9,000 58,500
25,500 -1,500 1,500 56 8.25 590 -1.05 4.15 1,53,000 43,500 1,54,500
0 0 0 14.45 0.00 595 0.00 17.25 0 1,500 0
1,86,000 -28,500 1,12,500 43.8 0.15 600 -1.25 5.9 3,46,500 -46,500 3,94,500
0 -7,500 0 37.9 0.00 605 -1.70 6.6 52,500 30,000 73,500
1,42,500 0 42,000 39.35 2.95 610 -1.60 8.25 1,09,500 55,500 2,83,500
78,000 3,000 13,500 37.1 4.85 615 -1.50 9.6 48,000 1,500 39,000
2,71,500 -12,000 1,96,500 32.65 3.40 620 -1.80 11.35 2,17,500 13,500 1,93,500
40,500 1,500 4,500 30.3 3.85 625 0.00 77 0 0 0
2,82,000 -96,000 6,54,000 25.7 2.45 630 -1.75 15.25 3,45,000 -28,500 85,500
52,500 -15,000 2,01,000 23 2.20 635 0.00 85.35 0 0 0
3,88,500 1,23,000 18,19,500 20.45 2.15 640 -2.05 19.9 2,70,000 18,000 52,500
45,000 31,500 1,05,000 19 4.45 645 0.00 94 0 0 0
4,90,500 -63,000 9,61,500 16.45 2.25 650 -2.35 25.15 1,17,000 15,000 40,500
18,000 1,500 21,000 15.45 4.10 655 0.00 102.85 0 0 0
1,17,000 -27,000 3,10,500 12.15 1.45 660 -3.45 30.4 22,500 3,000 6,000
18,000 -10,500 28,500 10.05 0.30 665 0.00 111.9 0 0 0
3,49,500 7,500 4,53,000 9.35 1.40 670 0.00 44.15 0 -1,500 0
0 0 0 0 0.00 675 0.00 0 0 0 0
3,91,500 2,25,000 26,41,500 7 1.10 680 0.00 47.7 0 1,500 0
0 0 0 0 0.00 685 0.00 0 0 0 0
1,57,500 58,500 2,07,000 5.15 0.85 690 0.00 120.95 0 0 0
0 0 0 0 0.00 695 0.00 0 0 0 0
5,56,500 7,500 9,48,000 3.75 0.50 700 0.00 79 0 0 0
0 0 0 0 0.00 705 0.00 0 0 0 0
0 0 0 0 0.00 710 0.00 0 0 0 0
0 0 0 0 0.00 715 0.00 0 0 0 0
1,24,500 -9,000 3,52,500 2.2 0.25 720 0.00 147.5 0 0 0
0 0 0 0 725 0 0 0 0
0 0 0 0 730 0 0 0 0
42,000 42,000 61,500 1.3 740 165.8 0 0 0
37,77,000 26,19,000
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.