[--[65.84.65.76]--]
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
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
  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.