ICICI PRU LIFE INS CO LTD Option Chain

Call		Put
	Last Updated now
0.266	-2.536	0.002	0.812	152.34%	0.00	0.01	****	123.75	560PCR: 1.00	0.70	****	0.01	0.00	62.50%	-0.027	0.001	-0.241	0.062	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	580PCR: --	0.15	****	1.00	14.25	39.06%	-0.008	0.001	-0.053	0.022	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	590PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.268	-1.466	0.003	0.809	87.40%	0.00	0.01	****	75.95	600PCR: 188.00	0.40	****	1.41	0.00	37.11%	-0.029	0.002	-0.151	0.065	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	610PCR: --	0.40	****	0.26	0.00	31.25%	-0.030	0.002	-0.130	0.067	Login To Trade
0.290	-1.203	0.004	0.783	66.41%	0.00	0.03	****	54.90	620PCR: 34.25	0.65	****	1.03	20.25	30.27%	-0.051	0.004	-0.197	0.104	Login To Trade
0.067	-0.081	0.004	0.970	19.53%	3.00	0.05	****	35.25	630PCR: 25.00	1.00	****	1.13	73.50	27.34%	-0.080	0.005	-0.250	0.146	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.75	0.04	****	26.30	640PCR: 60.60	1.85	****	2.27	270.00	25.88%	-0.142	0.009	-0.358	0.222	Login To Trade
0.323	-0.512	0.013	0.734	25.39%	10.50	0.31	****	19.10	650PCR: 7.05	3.80	****	2.17	561.75	24.41%	-0.258	0.013	-0.485	0.318	Login To Trade
0.377	-0.553	0.017	0.614	23.44%	203.25	1.45	****	12.95	660PCR: 2.22	6.95	****	3.21	1,217.25	24.90%	-0.396	0.016	-0.591	0.380	Login To Trade
0.390	-0.571	0.017	0.444	23.44%	842.25	2.96	****	7.55	670PCR: 0.68	11.95	****	2.02	611.25	25.39%	-0.550	0.016	-0.620	0.390	Login To Trade
0.340	-0.524	0.014	0.294	24.66%	1,011.75	7.49	****	4.50	680PCR: 0.41	18.70	****	3.05	257.25	26.37%	-0.691	0.013	-0.572	0.347	Login To Trade
0.269	-0.443	0.011	0.191	26.37%	556.50	4.19	****	2.70	690PCR: 0.47	28.60	****	1.95	56.25	30.76%	-0.784	0.010	-0.554	0.288	Login To Trade
0.207	-0.373	0.007	0.128	28.81%	1,024.50	10.97	****	1.80	700PCR: 0.27	36.90	****	3.02	15.00	35.16%	-0.821	0.007	-0.566	0.258	Login To Trade
0.149	-0.291	0.005	0.082	31.25%	295.50	3.09	****	1.15	710PCR: 0.18	43.20	****	0.55	2.25	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.127	-0.271	0.004	0.066	34.18%	181.50	3.77	****	0.95	720PCR: 0.14	30.20	****	0.53	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.097	-0.226	0.003	0.048	37.11%	172.50	4.04	****	0.70	730PCR: 0.04	54.10	****	0.15	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.080	-0.196	0.002	0.037	39.06%	35.25	2.07	****	0.60	740PCR: 0.08	52.80	****	0.16	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.070	-0.187	0.002	0.032	42.97%	140.25	2.46	****	0.55	750PCR: 0.01	61.30	****	0.03	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.059	-0.167	0.001	0.026	44.92%	20.25	0.80	****	0.40	760PCR: 0.02	88.95	****	0.02	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.063	-0.200	0.001	0.028	50.78%	3.00	0.41	****	0.50	770PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.032	-0.095	0.001	0.013	46.88%	3.75	1.28	****	0.25	780PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.013	-0.037	0.000	0.004	46.88%	0.75	0.40	****	0.10	800PCR: 0.19	112.75	****	0.08	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.060	-0.263	0.001	0.026	70.31%	0.00	0.02	****	0.65	820PCR: 0.00	0.00	****	0.00	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

0.266

-2.536

0.002

0.812

152.34%

0.00

0.01

****

123.75

560PCR: 1.00

0.70

****

0.01

0.00

62.50%

-0.027

0.001

-0.241

0.062

0.000

1.000

0.00%

0.00

****

0.00

580PCR: --

0.15

****

1.00

14.25

39.06%

-0.008

0.001

-0.053

0.022

0.000

1.000

0.00%

0.00

****

0.00

590PCR: --

0.00

****

0.00

0.00%

0.000

0.268

-1.466

0.003

0.809

87.40%

0.00

0.01

****

75.95

600PCR: 188.00

0.40

****

1.41

0.00

37.11%

-0.029

0.002

-0.151

0.065

0.000

1.000

0.00%

0.00

****

0.00

610PCR: --

0.40

****

0.26

0.00

31.25%

-0.030

0.002

-0.130

0.067

0.290

-1.203

0.004

0.783

66.41%

0.00

0.03

****

54.90

620PCR: 34.25

0.65

****

1.03

20.25

30.27%

-0.051

0.004

-0.197

0.104

0.067

-0.081

0.004

0.970

19.53%

3.00

0.05

****

35.25

630PCR: 25.00

1.00

****

1.13

73.50

27.34%

-0.080

0.005

-0.250

0.146

0.000

1.000

0.00%

0.75

0.04

****

26.30

640PCR: 60.60

1.85

****

2.27

270.00

25.88%

-0.142

0.009

-0.358

0.222

0.323

-0.512

0.013

0.734

25.39%

10.50

0.31

****

19.10

650PCR: 7.05

3.80

****

2.17

561.75

24.41%

-0.258

0.013

-0.485

0.318

0.377

-0.553

0.017

0.614

23.44%

203.25

1.45

****

12.95

660PCR: 2.22

6.95

****

3.21

1,217.25

24.90%

-0.396

0.016

-0.591

0.380

0.390

-0.571

0.017

0.444

23.44%

842.25

2.96

****

7.55

670PCR: 0.68

11.95

****

2.02

611.25

25.39%

-0.550

0.016

-0.620

0.390

0.340

-0.524

0.014

0.294

24.66%

1,011.75

7.49

****

4.50

680PCR: 0.41

18.70

****

3.05

257.25

26.37%

-0.691

0.013

-0.572

0.347

0.269

-0.443

0.011

0.191

26.37%

556.50

4.19

****

2.70

690PCR: 0.47

28.60

****

1.95

56.25

30.76%

-0.784

0.010

-0.554

0.288

0.207

-0.373

0.007

0.128

28.81%

1,024.50

10.97

****

1.80

700PCR: 0.27

36.90

****

3.02

15.00

35.16%

-0.821

0.007

-0.566

0.258

0.149

-0.291

0.005

0.082

31.25%

295.50

3.09

****

1.15

710PCR: 0.18

43.20

****

0.55

2.25

0.00%

-1.000

0.000

0.127

-0.271

0.004

0.066

34.18%

181.50

3.77

****

0.95

720PCR: 0.14

30.20

****

0.53

0.00

0.00%

-1.000

0.000

0.097

-0.226

0.003

0.048

37.11%

172.50

4.04

****

0.70

730PCR: 0.04

54.10

****

0.15

0.00

0.00%

-1.000

0.000

0.080

-0.196

0.002

0.037

39.06%

35.25

2.07

****

0.60

740PCR: 0.08

52.80

****

0.16

0.00

0.00%

-1.000

0.000

0.070

-0.187

0.002

0.032

42.97%

140.25

2.46

****

0.55

750PCR: 0.01

61.30

****

0.03

0.00

0.00%

-1.000

0.000

0.059

-0.167

0.001

0.026

44.92%

20.25

0.80

****

0.40

760PCR: 0.02

88.95

****

0.02

0.00

0.00%

-1.000

0.000

0.063

-0.200

0.001

0.028

50.78%

3.00

0.41

****

0.50

770PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.032

-0.095

0.001

0.013

46.88%

3.75

1.28

****

0.25

780PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.013

-0.037

0.000

0.004

46.88%

0.75

0.40

****

0.10

800PCR: 0.19

112.75

****

0.08

0.00

0.00%

-1.000

0.000

0.060

-0.263

0.001

0.026

70.31%

0.00

0.02

****

0.65

820PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

ICICI PRU LIFE INS CO LTD - Statistics

Day Range

₹661.20 - ₹673.55

52w Range

₹463.45 - ₹796.80

Volume

341,519

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Underlying Assets & Securities

ICICI PRU LIFE INS CO LTD

664.15

-6.60 (-0.98%)

ICICI PRU LIFE INS CO LTD Options

ICICIPRULI 700 CE 26 DEC 24

₹1.80

-1.35 (-42.86%)

ICICIPRULI 680 CE 26 DEC 24

₹4.50

-3.50 (-43.75%)

ICICIPRULI 690 CE 26 DEC 24

₹2.70

-2.35 (-46.53%)

ICICIPRULI 680 PE 26 DEC 24

₹18.70

+4.00 (27.21%)

ICICI PRU LIFE INS CO LTD Futures

ICICIPRULI FUT 26 DEC 24

₹666.15

-7.10 (-1.05%)

ICICIPRULI FUT 30 JAN 25

₹671.40

-6.75 (-1.00%)

ICICIPRULI FUT 27 FEB 25

₹676.90

-5.80 (-0.85%)

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 ₹664.15.

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 700.00 strike for ICICI PRU LIFE INS CO LTD call options have an OI of 10.97 Lakhs. The 660.00 strike for ICICI PRU LIFE INS CO LTD put options has an OI of 3.21 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 660.00. The call price is ₹12.95 and the put price is ₹6.95.

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 660.00 strike is 2.22.

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 23.44% and 24.90% 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 660.00 and the call option is priced at ₹12.95. If ICICI PRU LIFE INS CO LTD moves up by ₹1, then the approximate change in price for the option is +₹0.6137. The value of 0.6137 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?