ICICIPRULI
Icici Pru Life Ins Co Ltd
678.55
-6.65 (-0.97%)
Option Chain for ICICIPRULI
21 Nov 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1500 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 140.50 | 0.00 | 620 | -0.20 | 0.65 | 38.46 | 56.5 | 54 | 150 | -0.04 |
| 0.00 | 0 | 1 | 0 | 0.00 | 55.55 | 0.00 | 630 | -0.35 | 0.90 | 35.20 | 76.5 | 18 | 83 | -0.06 |
| 0.00 | 0 | 8 | 0 | 0.00 | 47.20 | 0.00 | 640 | -0.55 | 1.25 | 31.71 | 94 | -8 | 194 | -0.09 |
| 0.81 | 6 | 1 | 2 | 36.60 | 32.00 | -5.50 | 650 | -0.60 | 2.05 | 29.38 | 164 | -12 | 129 | -0.14 |
| 0.73 | 18 | 1 | 2.5 | 32.92 | 23.40 | -5.90 | 660 | -0.40 | 3.55 | 27.59 | 333 | -6 | 218 | -0.23 |
| 0.63 | 108 | 3 | 83 | 29.50 | 15.60 | -5.15 | 670 | -0.20 | 5.90 | 25.48 | 383 | -2 | 272 | -0.36 |
| 0.48 | 509 | 38 | 731 | 27.44 | 9.45 | -3.90 | 680 | 0.65 | 9.80 | 23.84 | 336.5 | -11 | 292 | -0.52 |
| 0.33 | 212 | 2 | 256.5 | 26.28 | 5.15 | -3.40 | 690 | 1.35 | 15.65 | 22.73 | 254 | 13 | 156 | -0.70 |
| 0.20 | 407 | -19 | 499.5 | 26.56 | 2.75 | -2.30 | 700 | 1.90 | 22.85 | 19.88 | 39.5 | -18 | 347 | -0.87 |
| 0.12 | 289 | -35 | 223.5 | 27.33 | 1.45 | -1.20 | 710 | 3.20 | 31.25 | - | 15 | -4 | 143 | - |
| 0.07 | 429 | 15 | 254 | 29.40 | 0.90 | -0.75 | 720 | 3.95 | 40.80 | - | 5 | -4 | 204 | - |
| 0.05 | 586 | -10 | 139.5 | 31.15 | 0.55 | -0.50 | 730 | 4.75 | 50.45 | - | 5.5 | -1 | 166 | - |
| 0.03 | 668 | -6 | 113.5 | 33.72 | 0.40 | -0.35 | 740 | 0.00 | 56.15 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.03 | 567 | -31 | 46.5 | 37.11 | 0.35 | -0.25 | 750 | 0.00 | 77.50 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.02 | 203 | 8 | 45.5 | 39.08 | 0.25 | -0.20 | 760 | 0.00 | 79.90 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.01 | 250 | -3 | 25 | 41.53 | 0.20 | -0.20 | 770 | 0.00 | 64.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 488 | -145 | 103.5 | 46.53 | 0.25 | -0.10 | 780 | 0.00 | 64.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 74 | 0 | 3.5 | 46.87 | 0.15 | -0.10 | 790 | 0.00 | 77.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 497 | -35 | 29.5 | - | 0.15 | -0.10 | 800 | 0.00 | 115.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 65 | -1 | 3.5 | - | 0.10 | -0.15 | 810 | 0.00 | 91.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.25 | 0.00 | 820 | 0.00 | 90.05 | - | 0 | 0 | 0 | - |
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| - | 82 | -3 | 10 | - | 0.10 | -0.20 | 830 | 0.00 | 65.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 5,458 | 2,354 | |||||||||||||
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.
