Related Pages for ICICIPRULI
[--[65.84.65.76]--]
ICICIPRULI
ICICI PRU LIFE INS CO LTD
588.15 -14.35 (-2.38%)

Option Chain for ICICIPRULI

19 Apr 2024 04:16 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 0.40 - 37,500 7,500 70,500
0 0 0 - 46.75 505 13.45 - 0 0 0
0 0 0 - 25.85 510 0.20 - 0 0 0
0 0 0 - 40.45 515 17.00 - 0 0 0
3,000 0 1,500 - 67.00 520 0.60 - 1,44,000 24,000 48,000
0 0 0 - 34.70 525 21.15 - 0 0 0
0 0 0 - 18.95 530 1.15 - 19,500 18,000 18,000
0 0 0 - 29.50 535 0.35 - 0 0 0
4,500 0 6,000 - 39.10 540 1.75 - 1,75,500 31,500 1,45,500
0 0 0 - 24.90 545 31.15 - 0 0 0
36,000 -39,000 54,000 - 34.95 550 3.15 - 5,38,500 -21,000 2,82,000
0 0 0 - 37.65 555 3.65 - 36,000 21,000 21,000
6,000 0 1,500 - 33.00 560 4.90 - 2,97,000 0 1,21,500
0 0 1,500 - 20.65 565 6.20 - 1,95,000 0 12,000
28,500 1,500 43,500 - 23.80 570 7.75 - 4,50,000 9,000 1,15,500
7,500 1,500 7,500 - 20.30 575 9.80 - 1,05,000 1,500 36,000
67,500 21,000 2,65,500 - 14.00 580 11.65 - 11,61,000 45,000 2,37,000
40,500 39,000 1,44,000 - 11.20 585 14.00 - 5,85,000 31,500 63,000
1,33,500 99,000 6,94,500 - 8.70 590 16.70 - 5,64,000 -9,000 97,500
88,500 79,500 2,41,500 - 6.65 595 19.80 - 91,500 3,000 34,500
2,88,000 75,000 13,86,000 - 5.35 600 23.50 - 2,74,500 -58,500 5,01,000
69,000 30,000 3,46,500 - 3.90 605 25.40 - 87,000 -10,500 28,500
1,95,000 -24,000 6,94,500 - 3.00 610 26.45 - 69,000 -18,000 84,000
1,00,500 15,000 2,50,500 - 2.35 615 32.80 - 25,500 -1,500 52,500
3,51,000 -37,500 7,08,000 - 1.75 620 40.25 - 69,000 -21,000 1,56,000
1,23,000 -12,000 2,19,000 - 1.60 625 41.30 - 10,500 3,000 42,000
3,67,500 -51,000 6,03,000 - 1.25 630 44.00 - 36,000 -3,000 69,000
69,000 -15,000 1,86,000 - 0.95 635 46.60 - 4,500 0 45,000
3,72,000 -6,000 4,83,000 - 0.85 640 50.30 - 10,500 0 55,500
90,000 -6,000 1,29,000 - 0.80 645 22.40 - 0 0 0
4,57,500 -1,500 4,44,000 - 0.65 650 69.50 - 1,500 0 19,500
46,500 -27,000 42,000 - 0.80 655 43.55 - 0 0 0
2,02,500 -12,000 1,75,500 - 0.50 660 32.65 - 0 0 0
31,500 -1,500 13,500 - 0.60 665 45.45 - 0 0 0
1,00,500 -10,500 78,000 - 0.45 670 145.55 - 0 0 0
46,500 4,500 45,000 - 0.55 675 51.45 - 0 0 0
94,500 -63,000 1,56,000 - 0.45 680 182.80 - 0 0 0
0 0 0 - 1.05 685 145.70 - 0 0 0
42,000 -9,000 15,000 - 0.40 690 150.50 - 0 0 0
0 0 0 - 0.30 695 141.85 - 0 0 0
5,77,500 -13,500 1,56,000 - 0.30 700 81.00 - 0 0 0
0 0 0 - 0.00 705 0.00 - 0 0 0
2,26,500 -7,500 15,000 - 0.15 710 169.90 - 0 0 0
42,66,000 23,55,000
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.