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Related Pages for ICICIPRULI
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ICICIPRULI
Icici Pru Life Ins Co Ltd
536.6 -8.30 (-1.52%)

Option Chain for ICICIPRULI

13 Mar 2025 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 750
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 1 0 0.00 60.55 0.00 480 0.05 0.55 33.50 59 13 84 -0.04
0.00 0 0 0 0.00 51.65 0.00 490 0.10 0.90 31.58 19 -1 117 -0.06
0.76 14 0 4 57.73 47.00 3.25 500 0.25 1.65 30.59 263 44 403 -0.10
0.86 26 1 6 25.76 29.90 -6.15 510 0.50 2.70 28.81 122 -23 71 -0.16
0.81 39 -2 32 20.27 20.25 -8.25 520 0.95 4.50 27.42 153 12 342 -0.25
0.63 75 1 87 24.38 14.65 -7.40 530 2.50 8.25 28.47 364 27 152 -0.38
0.48 285 42 684 22.01 8.30 -7.00 540 3.00 12.10 26.48 666 19 184 -0.52
0.32 669 -157 1,379 23.07 4.95 -5.10 550 5.25 19.15 29.05 580 10 214 -0.64
0.19 404 30 467 22.89 2.50 -3.55 560 4.05 23.95 21.44 44 0 158 -0.82
0.12 613 15 411 24.36 1.45 -1.95 570 2.80 33.50 25.45 17 -4 97 -0.87
0.07 622 -47 297 25.44 0.80 -1.10 580 6.60 41.60 - 5 -1 27 -
0.05 379 10 80 28.09 0.60 -0.50 590 0.00 50.50 0.00 0 0 0 0.00
0.04 244 -3 33 31.03 0.50 -0.20 600 0.00 53.55 0.00 0 0 0 0.00
0.02 84 -11 26 31.09 0.25 -0.45 610 0.00 63.15 0.00 0 0 0 0.00
0.02 184 -14 20 33.36 0.20 -0.10 620 0.00 68.45 0.00 0 0 0 0.00
0.02 63 1 8 39.63 0.35 0.05 630 0.00 71.35 0.00 0 0 0 0.00
3,701 1,849
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.