ICICIPRULI
ICICI PRU LIFE INS CO LTD
608.65
9.55 (1.59%)
Option Chain for ICICIPRULI
28 Mar 2024 03:56 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 | - | 30.00 | 500 | 1.50 | - | 6,000 | 3,000 | 33,000 |
0 | 0 | 0 | - | 46.75 | 505 | 13.45 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 25.85 | 510 | 1.20 | - | 3,000 | 1,500 | 6,000 |
0 | 0 | 0 | - | 40.45 | 515 | 17.00 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 64.25 | 520 | 1.00 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 34.70 | 525 | 21.15 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 18.95 | 530 | 53.35 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 29.50 | 535 | 25.85 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 67.65 | 540 | 60.30 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 24.90 | 545 | 31.15 | - | 0 | 0 | 0 |
84,000 | 45,000 | 1,23,000 | - | 66.70 | 550 | 4.50 | - | 1,96,500 | 60,000 | 2,13,000 |
0 | 0 | 0 | - | 37.65 | 555 | 36.95 | - | 0 | 0 | 0 |
7,500 | 0 | 1,500 | - | 54.50 | 560 | 5.50 | - | 6,000 | 0 | 16,500 |
0 | 0 | 0 | - | 17.30 | 565 | 7.50 | - | 3,000 | 0 | 1,500 |
24,000 | 9,000 | 13,500 | - | 53.00 | 570 | 7.75 | - | 67,500 | 10,500 | 58,500 |
0 | 0 | 0 | - | 14.20 | 575 | 50.15 | - | 0 | 0 | 0 |
34,500 | -1,500 | 7,500 | - | 41.00 | 580 | 9.55 | - | 54,000 | 13,500 | 93,000 |
0 | 0 | 0 | - | 11.65 | 585 | 57.45 | - | 0 | 0 | 0 |
40,500 | 0 | 9,000 | - | 37.20 | 590 | 13.10 | - | 78,000 | 42,000 | 57,000 |
0 | 0 | 0 | - | 19.50 | 595 | 16.75 | - | 1,500 | 0 | 0 |
2,94,000 | -2,14,500 | 12,33,000 | - | 27.95 | 600 | 17.00 | - | 4,66,500 | 72,000 | 2,74,500 |
21,000 | -3,000 | 1,50,000 | - | 25.20 | 605 | 20.00 | - | 3,000 | 1,500 | 1,500 |
2,11,500 | 54,000 | 8,17,500 | - | 23.00 | 610 | 21.20 | - | 58,500 | 33,000 | 33,000 |
12,000 | 10,500 | 37,500 | - | 20.65 | 615 | 81.50 | - | 0 | 0 | 0 |
2,58,000 | 31,500 | 5,49,000 | - | 18.20 | 620 | 25.20 | - | 1,500 | 0 | 0 |
3,000 | -3,000 | 4,500 | - | 16.35 | 625 | 90.15 | - | 0 | 0 | 0 |
64,500 | -33,000 | 1,62,000 | - | 15.20 | 630 | 135.65 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 3.75 | 635 | 99.00 | - | 0 | 0 | 0 |
69,000 | 27,000 | 75,000 | - | 12.55 | 640 | 144.90 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 2.95 | 645 | 108.05 | - | 0 | 0 | 0 |
4,32,000 | 2,49,000 | 16,48,500 | - | 9.65 | 650 | 50.00 | - | 0 | 1,500 | 0 |
0 | 0 | 0 | - | 2.30 | 655 | 117.30 | - | 0 | 0 | 0 |
57,000 | 22,500 | 94,500 | - | 8.00 | 660 | 163.70 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 1.75 | 665 | 126.65 | - | 0 | 0 | 0 |
9,000 | -1,500 | 4,500 | - | 6.90 | 670 | 145.55 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 1.35 | 675 | 136.15 | - | 0 | 0 | 0 |
|
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3,000 | 0 | 1,500 | - | 3.80 | 680 | 182.80 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 1.05 | 685 | 145.70 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.35 | 690 | 150.50 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.30 | 695 | 141.85 | - | 0 | 0 | 0 |
61,500 | 27,000 | 72,000 | - | 3.35 | 700 | 202.05 | - | 0 | 0 | 0 |
16,86,000 | 7,87,500 |
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.