ICICI PRU LIFE INS CO LTD Option Chain

Call		Put
	Last Updated now
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	540PCR: --	0.40	****	0.94	4.50	46.88%	-0.017	0.001	-0.094	0.052	Login To Trade
0.274	-0.813	0.002	0.859	77.15%	0.00	0.17	****	95.20	560PCR: 5.36	1.10	****	0.89	29.25	46.88%	-0.044	0.002	-0.207	0.115	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	570PCR: --	1.40	****	1.10	96.00	44.92%	-0.059	0.002	-0.248	0.144	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.01	****	59.65	580PCR: 223.00	1.90	****	1.67	189.00	42.97%	-0.078	0.003	-0.296	0.179	Login To Trade
0.000	0.000	0.000	1.000	0.00%	2.25	0.03	****	53.00	590PCR: 62.00	2.90	****	1.86	194.25	42.48%	-0.111	0.004	-0.379	0.232	Login To Trade
0.000	0.000	0.000	1.000	0.00%	2.25	0.13	****	45.00	600PCR: 24.76	3.95	****	3.16	636.75	41.02%	-0.149	0.005	-0.448	0.284	Login To Trade
0.000	0.000	0.000	1.000	0.00%	22.50	0.23	****	36.55	610PCR: 6.77	5.95	****	1.52	325.50	41.02%	-0.203	0.006	-0.546	0.346	Login To Trade
0.409	-0.676	0.006	0.724	42.97%	120.75	0.39	****	37.80	620PCR: 4.38	8.10	****	1.71	426.75	40.53%	-0.263	0.007	-0.623	0.400	Login To Trade
0.444	-0.662	0.008	0.670	38.82%	444.00	0.44	****	29.65	630PCR: 4.63	11.40	****	2.05	691.50	40.04%	-0.337	0.007	-0.688	0.447	Login To Trade
0.476	-0.695	0.008	0.590	37.96%	774.75	2.68	****	23.70	640PCR: 1.88	14.80	****	5.03	885.00	39.79%	-0.412	0.008	-0.730	0.477	Login To Trade
0.488	-0.723	0.009	0.505	38.45%	984.75	2.78	****	18.30	650PCR: 0.53	19.75	****	1.49	528.00	40.28%	-0.494	0.008	-0.757	0.488	Login To Trade
0.479	-0.706	0.008	0.421	38.33%	867.00	5.17	****	13.60	660PCR: 0.36	25.20	****	1.86	319.50	39.55%	-0.579	0.008	-0.728	0.479	Login To Trade
0.448	-0.660	0.008	0.339	38.33%	616.50	3.50	****	10.15	670PCR: 0.50	31.95	****	1.75	118.50	38.94%	-0.658	0.008	-0.673	0.449	Login To Trade
0.404	-0.599	0.007	0.269	38.57%	804.75	7.31	****	7.50	680PCR: 0.14	37.45	****	0.99	12.00	34.67%	-0.756	0.007	-0.512	0.384	Login To Trade
0.351	-0.518	0.006	0.208	38.33%	407.25	3.68	****	5.25	690PCR: 0.10	42.10	****	0.38	0.00	20.51%	-0.943	0.004	-0.110	0.139	Login To Trade
0.297	-0.443	0.005	0.159	38.82%	714.75	4.29	****	3.80	700PCR: 0.12	62.55	****	0.53	1.50	59.08%	-0.736	0.004	-0.909	0.400	Login To Trade
0.244	-0.372	0.004	0.120	39.55%	187.50	1.64	****	2.80	710PCR: 0.05	58.65	****	0.08	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.202	-0.314	0.003	0.092	40.53%	159.75	1.35	****	2.10	720PCR: 0.16	72.00	****	0.21	0.00	29.30%	-0.969	0.002	-0.097	0.086	Login To Trade
0.165	-0.264	0.003	0.070	41.50%	68.25	1.07	****	1.55	730PCR: 0.02	66.65	****	0.02	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.138	-0.229	0.002	0.056	42.97%	45.00	1.32	****	1.25	740PCR: 0.02	95.00	****	0.03	0.00	52.73%	-0.901	0.003	-0.433	0.214	Login To Trade
0.128	-0.226	0.002	0.051	45.90%	45.75	2.49	****	1.15	750PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.099	-0.174	0.001	0.037	45.90%	7.50	0.14	****	0.80	760PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	0.000	0.00%	0.00	0.00	****	0.00	780PCR: --	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.058	-0.118	0.001	0.020	52.73%	0.00	0.42	****	0.50	800PCR: 0.04	129.50	****	0.02	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade

Call

Put

Vega

Theta

Gamma

Delta

Imp Vol

Vol (k)

OI (lakhs)

PoP

LTP

Strike

LTP

PoP

OI (lakhs)

Vol (k)

Imp Vol

Delta

Gamma

Theta

Vega

Last Updated now

0.000

1.000

0.00%

0.00

****

0.00

540PCR: --

0.40

****

0.94

4.50

46.88%

-0.017

0.001

-0.094

0.052

0.274

-0.813

0.002

0.859

77.15%

0.00

0.17

****

95.20

560PCR: 5.36

1.10

****

0.89

29.25

46.88%

-0.044

0.002

-0.207

0.115

0.000

1.000

0.00%

0.00

****

0.00

570PCR: --

1.40

****

1.10

96.00

44.92%

-0.059

0.002

-0.248

0.144

0.000

1.000

0.00%

0.00

0.01

****

59.65

580PCR: 223.00

1.90

****

1.67

189.00

42.97%

-0.078

0.003

-0.296

0.179

0.000

1.000

0.00%

2.25

0.03

****

53.00

590PCR: 62.00

2.90

****

1.86

194.25

42.48%

-0.111

0.004

-0.379

0.232

0.000

1.000

0.00%

2.25

0.13

****

45.00

600PCR: 24.76

3.95

****

3.16

636.75

41.02%

-0.149

0.005

-0.448

0.284

0.000

1.000

0.00%

22.50

0.23

****

36.55

610PCR: 6.77

5.95

****

1.52

325.50

41.02%

-0.203

0.006

-0.546

0.346

0.409

-0.676

0.006

0.724

42.97%

120.75

0.39

****

37.80

620PCR: 4.38

8.10

****

1.71

426.75

40.53%

-0.263

0.007

-0.623

0.400

0.444

-0.662

0.008

0.670

38.82%

444.00

0.44

****

29.65

630PCR: 4.63

11.40

****

2.05

691.50

40.04%

-0.337

0.007

-0.688

0.447

0.476

-0.695

0.008

0.590

37.96%

774.75

2.68

****

23.70

640PCR: 1.88

14.80

****

5.03

885.00

39.79%

-0.412

0.008

-0.730

0.477

0.488

-0.723

0.009

0.505

38.45%

984.75

2.78

****

18.30

650PCR: 0.53

19.75

****

1.49

528.00

40.28%

-0.494

0.008

-0.757

0.488

0.479

-0.706

0.008

0.421

38.33%

867.00

5.17

****

13.60

660PCR: 0.36

25.20

****

1.86

319.50

39.55%

-0.579

0.008

-0.728

0.479

0.448

-0.660

0.008

0.339

38.33%

616.50

3.50

****

10.15

670PCR: 0.50

31.95

****

1.75

118.50

38.94%

-0.658

0.008

-0.673

0.449

0.404

-0.599

0.007

0.269

38.57%

804.75

7.31

****

7.50

680PCR: 0.14

37.45

****

0.99

12.00

34.67%

-0.756

0.007

-0.512

0.384

0.351

-0.518

0.006

0.208

38.33%

407.25

3.68

****

5.25

690PCR: 0.10

42.10

****

0.38

0.00

20.51%

-0.943

0.004

-0.110

0.139

0.297

-0.443

0.005

0.159

38.82%

714.75

4.29

****

3.80

700PCR: 0.12

62.55

****

0.53

1.50

59.08%

-0.736

0.004

-0.909

0.400

0.244

-0.372

0.004

0.120

39.55%

187.50

1.64

****

2.80

710PCR: 0.05

58.65

****

0.08

0.00

0.00%

-1.000

0.000

0.202

-0.314

0.003

0.092

40.53%

159.75

1.35

****

2.10

720PCR: 0.16

72.00

****

0.21

0.00

29.30%

-0.969

0.002

-0.097

0.086

0.165

-0.264

0.003

0.070

41.50%

68.25

1.07

****

1.55

730PCR: 0.02

66.65

****

0.02

0.00

0.00%

-1.000

0.000

0.138

-0.229

0.002

0.056

42.97%

45.00

1.32

****

1.25

740PCR: 0.02

95.00

****

0.03

0.00

52.73%

-0.901

0.003

-0.433

0.214

0.128

-0.226

0.002

0.051

45.90%

45.75

2.49

****

1.15

750PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.099

-0.174

0.001

0.037

45.90%

7.50

0.14

****

0.80

760PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.00%

0.00

****

0.00

780PCR: --

0.00

****

0.00

0.00%

-1.000

0.000

0.058

-0.118

0.001

0.020

52.73%

0.00

0.42

****

0.50

800PCR: 0.04

129.50

****

0.02

0.00

0.00%

-1.000

0.000

ICICI PRU LIFE INS CO LTD - Statistics

Day Range

₹634.35 - ₹650.00

52w Range

₹475.20 - ₹796.80

Volume

1,602,885

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Underlying Assets & Securities

ICICI PRU LIFE INS CO LTD

645.75

-5.65 (-0.87%)

ICICI PRU LIFE INS CO LTD Options

ICICIPRULI 650 CE 30 JAN 25

₹18.30

-2.10 (-10.29%)

ICICIPRULI 640 PE 30 JAN 25

₹14.80

+0.65 (4.59%)

ICICIPRULI 660 CE 30 JAN 25

₹13.60

-2.00 (-12.82%)

ICICIPRULI 680 CE 30 JAN 25

₹7.50

-1.25 (-14.29%)

ICICI PRU LIFE INS CO LTD Futures

ICICIPRULI FUT 30 JAN 25

₹648.60

-3.55 (-0.54%)

ICICIPRULI FUT 27 FEB 25

₹650.80

-4.65 (-0.71%)

ICICIPRULI FUT 27 MAR 25

₹656.75

-2.25 (-0.34%)

Frequently Asked Questions

What is the current spot price for ICICI PRU LIFE INS CO LTD?

The current spot price for ICICI PRU LIFE INS CO LTD is ₹645.75.

What is the minimum option lot size for ICICI PRU LIFE INS CO LTD?

The minimum lot size for ICICI PRU LIFE INS CO LTD is 750.

Which ICICI PRU LIFE INS CO LTD call and put option contract has the highest open interest?

The 680.00 strike for ICICI PRU LIFE INS CO LTD call options have an OI of 7.31 Lakhs. The 640.00 strike for ICICI PRU LIFE INS CO LTD put options has an OI of 5.03 Lakhs

What is the current at-the-money (ATM) strike for ICICI PRU LIFE INS CO LTD and what is its price?

The current ATM strike for ICICI PRU LIFE INS CO LTD is 640.00. The call price is ₹23.70 and the put price is ₹14.80.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for ICICI PRU LIFE INS CO LTD?

The PCR for the 640.00 strike is 1.88.

What is the implied volatility of ICICI PRU LIFE INS CO LTD?

The implied volatility (IV) of at-the-money ICICI PRU LIFE INS CO LTD call is 37.96% and 39.79% for puts.

How much will the price change of the at-the-money (ATM) strike for ICICI PRU LIFE INS CO LTD call options if ICICI PRU LIFE INS CO LTD moves up in price by ₹1?

The ATM strike is 640.00 and the call option is priced at ₹23.70. If ICICI PRU LIFE INS CO LTD moves up by ₹1, then the approximate change in price for the option is +₹0.5904. The value of 0.5904 is the option's 'Delta'.

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Calls/Puts

Vertical Spread

Straddle

ICICI PRU LIFE INS CO LTD - Statistics

F&O Tools

Underlying Assets & Securities

ICICI PRU LIFE INS CO LTD Options

ICICI PRU LIFE INS CO LTD Futures

Frequently Asked Questions

What is the current spot price for ICICI PRU LIFE INS CO LTD?

What is the minimum option lot size for ICICI PRU LIFE INS CO LTD?

Which ICICI PRU LIFE INS CO LTD call and put option contract has the highest open interest?

What is the current at-the-money (ATM) strike for ICICI PRU LIFE INS CO LTD and what is its price?

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for ICICI PRU LIFE INS CO LTD?

What is the implied volatility of ICICI PRU LIFE INS CO LTD?

How much will the price change of the at-the-money (ATM) strike for ICICI PRU LIFE INS CO LTD call options if ICICI PRU LIFE INS CO LTD moves up in price by ₹1?