ICICIPRULI
Icici Pru Life Ins Co Ltd
749.9
-5.35 (-0.71%)
Option Chain for ICICIPRULI
16 Sep 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Change OI | Vol | Ltp | Change | Change | Ltp | Vol | Change OI | OI | |
| 0 | 0 | 0 | 98.05 | 0.00 | 650 | 0.10 | 0.3 | 6,000 | -3,000 | 2,52,000 |
| 0 | 0 | 0 | 21.8 | 0.00 | 660 | 0.00 | 0.4 | 0 | -1,500 | 0 |
| 0 | 0 | 0 | 79 | 0.00 | 670 | 0.00 | 0.5 | 0 | 1,500 | 0 |
| 0 | 0 | 0 | 74.9 | 0.00 | 680 | 0.15 | 0.85 | 1,02,000 | -39,000 | 2,38,500 |
| 1,500 | -3,000 | 6,000 | 68.75 | 5.35 | 690 | 0.30 | 1.25 | 63,000 | 9,000 | 91,500 |
| 0 | 0 | 0 | 56.05 | 0.00 | 700 | 0.40 | 2.15 | 1,59,000 | 10,500 | 5,29,500 |
| 0 | 0 | 0 | 46.5 | 0.00 | 710 | 0.95 | 3 | 97,500 | -10,500 | 1,57,500 |
| 12,000 | 1,500 | 6,000 | 36 | -5.40 | 720 | 1.05 | 4.1 | 1,77,000 | -3,000 | 1,98,000 |
| 43,500 | 6,000 | 21,000 | 26.3 | -8.70 | 730 | 1.90 | 6.4 | 2,94,000 | 24,000 | 5,08,500 |
| 1,05,000 | -15,000 | 97,500 | 18.35 | -5.10 | 740 | 2.20 | 8.95 | 6,16,500 | 1,500 | 2,86,500 |
| 4,14,000 | 15,000 | 6,58,500 | 13 | -4.75 | 750 | 3.70 | 13.45 | 7,54,500 | 16,500 | 4,24,500 |
| 6,78,000 | 46,500 | 12,24,000 | 8.75 | -3.55 | 760 | 4.40 | 19.05 | 2,02,500 | 15,000 | 2,38,500 |
| 4,44,000 | 28,500 | 8,73,000 | 5.4 | -2.80 | 770 | 5.65 | 26 | 79,500 | -7,500 | 90,000 |
| 5,35,500 | -6,000 | 7,45,500 | 3.55 | -1.60 | 780 | 5.00 | 32.9 | 34,500 | -3,000 | 64,500 |
|
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| 3,69,000 | 19,500 | 3,81,000 | 2.25 | -1.25 | 790 | 0.00 | 36.15 | 0 | 3,000 | 0 |
| 8,07,000 | -3,000 | 4,78,500 | 1.7 | -0.75 | 800 | 0.00 | 43.95 | 0 | 0 | 0 |
| 87,000 | 7,500 | 1,33,500 | 1.15 | -0.55 | 810 | -0.40 | 55.2 | 3,000 | 0 | 3,000 |
| 4,47,000 | -43,500 | 1,20,000 | 0.8 | -0.20 | 820 | 0.00 | 63.55 | 0 | 0 | 0 |
| 45,000 | -3,000 | 6,000 | 0.6 | -0.10 | 830 | 0.00 | 84.25 | 0 | 0 | 0 |
| 3,93,000 | -40,500 | 87,000 | 0.65 | 0.00 | 840 | 0.00 | 76.55 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 850 | 0.00 | 0 | 0 | 0 | 0 |
| 1,93,500 | 0 | 1,500 | 0.35 | 0.00 | 860 | 0.00 | 158.2 | 0 | 0 | 0 |
| 45,75,000 | 30,82,500 | |||||||||
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.