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Futures & Options Analysis of ICICI Prudential Life Insurance Company (ICICIPRULI)

Futures & Options of ICICI Prudential Life Insurance Company

Near Expiry date27/02/2020 Lot Size 1500
Stock Close Price 495.0Trade Date 20/02/2020
Futures Summary
Closing Price496.35 Premium/Discount 1.35
Previous Close 490.90 Change % 1.11
Futures OI 7308.00 K Change % -12.74
Futures Contracts 3210.00 Change % 34.42
Call Summary
Max Traded Strike Price500.00 Contracts 917.00
Cumulative Call OI1354.50 K % Change -18.50
Put Summary
Max Traded Strike Price480.00 Contracts 277.00
Cumulative Put OI1215.00 K % Change -9.90

Put Call Ratio - 27/02/2020

Put Open Interest1215.00 K
Call Open Interest1354.50 K
PCR Open Interest0.897
PCR OI ReadingBearish
Put Contracts Traded889.00
Call Contracts Traded2326.00
PCR Volume0.382
PCR Vol ReadingStrong Bullish
Put Call Ratio ICICIPRULI ...

Pivot Point support & Resistance of Future Price

Expiry date Current Price Future Price Pivot Point Support1 Support 2 Support 3 Resistance 1 Resistance 2 Resistance 3 Traded Lots
27-Feb-20 495.00 496.35 498.43 491.07 485.78 478.42 503.72 511.08 516.37 3210
26-Mar-20 495.00 498.45 500.60 493.35 488.25 481.00 505.70 512.95 518.05 852
30-Apr-20 495.00 492.00 164.00 328.00 164.00 328.00 328.00 164.00 328.00 0

Snapshot of Future Trades of ICICI Prudential Life Insurance Company

Expiry date/
Lot Size
Premium/
Discount
Close/
Previous Close
Price Change/
In %
Open Interest/
Previous OI
OI Change/
OI Change %
Contracts/
Previous
Contract Change/
In %
Turn Over/
Previous day (in lacs)
27/02/2020 /
1500
1.35 496.35 /
490.90
5.45 /
1.11
7308.00 K /
8374.50 K
-1066500.00 /
-12.74
3210 /
2388
822.0 /
34.42
24044.49 /
17338.98
26/03/2020 /
1500
3.45 498.45 /
492.80
5.65 /
1.15
1554.00 K /
765.00 K
789000.00 /
103.14
852 /
391
461.0 /
117.90
6408.52 /
2835.45
30/04/2020 /
1500
-3.00 492.00 /
492.00
0 /
0
4500.00 /
4500.00
0 /
0
0 /
3
-3.0 /
-100.00
0 /
22.05


Detailed Option Chain with Implied Vol And Greeks

Snapshot Call Option of ICICI Prudential Life Insurance Company

Expiry date 27/02/2020 26/03/2020 30/04/2020
Lot Size 1500 1500 1500
Max Traded Strike Price/
Contracts
500.00 /
917
500.00 /
30
0 /
0
Previous Day Max Traded Strike Price/
Contracts
500.00 /
616
480.00 /
22
0 /
0
Total Call Contracts/
Previous
2326 /
1866
84 /
35
0 /
0
Contract Change/
In %
460.00/
24.65
49.00/
140.00
NA
Total Call Open Interest/
Previous
1354500 /
1662000
85500 /
49500
0 /
0
OI Change/
In %
-307500.00/
-18.50
36000.00/
72.73
NA
Turn Over/
Previous day
17841.00 /
14013.00
17841.00 /
14013.00
17841.00 /
14013.00

Snapshot Put Option of ICICI Prudential Life Insurance Company

Expiry date 27/02/2020 26/03/2020 30/04/2020
Lot Size 1500 1500 1500
Max Traded Strike Price/
Contracts
480.00 /
277
480.00 /
26
0 /
0
Previous Day Max Traded Strike Price/
Contracts
470.00 /
256
480.00 /
20
0 /
0
Total Put Contracts/
Previous
889 /
913
45 /
24
0 /
0
Contract Change/
In %
-24.00/
-2.63
21.00/
87.50
NA
Total Put Open Interest/
Previous
1215000 /
1348500
75000 /
37500
0 /
0
OI Change/
In %
-133500.00/
-9.90
37500.00/
100.00
NA
Turn Over/
Previous day
6378.00 /
6365.00
6378.00 /
6365.00
6378.00 /
6365.00

Call Option chain of ICICI Prudential Life Insurance Company for Expiry Date 27/02/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
440.00 60.65 /65.60 /60.65 65.60 27.25/ 71.06 % 15.00 K/ 0.000 4/NA 30.00
450.00 46.10 /49.50 /46.00 46.05 11.05/ 31.57 % 36.00 K/ -7500.000 6/ -14.29 % 45.00
460.00 35.60 /44.00 /35.60 39.00 7.80/ 25.00 % 48.00 K/ -12000.000 19/ 280.00 % 143.00
470.00 27.85 /36.00 /26.00 26.00 2.90/ 12.55 % 55.50 K/ -28500.000 23/ -54.00 % 173.00
480.00 19.00 /27.60 /15.85 18.15 2.95/ 19.41 % 100.50 K/ -60000.000 122/ -66.94 % 919.00
490.00 10.90 /17.50 /8.70 9.85 0.950/ 10.67 % 81.00 K/ -60000.000 383/ -30.87 % 2886.00
500.00 6.00 /10.85 /4.80 5.60 0.450/ 8.74 % 253.50 K/ -102000.000 917/ 48.86 % 6982.00
510.00 3.50 /6.50 /2.70 3.10 0.300/ 10.71 % 138.00 K/ 0.000 430/ 220.90 % 3321.00
520.00 2.00 /3.95 /1.60 1.75 -0.0500/ -2.78 % 211.50 K/ -58500.000 284/ 234.12 % 2226.00
530.00 1.35 /2.10 /0.900 0.950 -0.150/ -13.64 % 96.00 K/ 1500.00 89/ 242.31 % 710.00
540.00 0.800 /1.25 /0.500 0.650 NA 117.00 K/ -3000.000 17/ 142.86 % 138.00
550.00 0.500 /0.750 /0.400 0.450 -0.100/ -18.18 % 99.00 K/ -16500.000 18/ 500.00 % 149.00
560.00 0.500 /0.600 /0.400 0.500 0.300/ 150.00 % 46.50 K/ -7500.000 12/ 1100.00 % 101.00
570.00 0.200 /0.200 /0.200 0.200 0.0500/ 33.33 % 22.50 K/ -1500.000 1/NA 9.00
600.00 0.100 /0.100 /0.100 0.100 NA 34.50 K/ -1500.000 1/ -66.67 % 9.00

Put Option chain of ICICI Prudential Life Insurance Company for Expiry Date 27/02/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
340.00 0.050 /0.050 /0.050 0.050 -0.050/ -50.00 % 1500.00/ -1500.000 1/NA 5.00
380.00 0.050 /0.050 /0.050 0.050 -0.450/ -90.00 % 10.50 K/ -4500.000 3/ 50.00 % 17.00
400.00 0.200 /0.200 /0.100 0.150 -0.0500/ -25.00 % 217.50 K/ -39000.000 39/ 2.63 % 234.00
420.00 0.150 /0.200 /0.150 0.150 -0.0500/ -25.00 % 75.00 K/ -7500.000 7/ 40.00 % 44.00
430.00 0.300 /0.300 /0.200 0.200 -0.100/ -33.33 % 27.00 K/ -9000.000 8/ -27.27 % 52.00
440.00 0.200 /0.350 /0.200 0.300 -0.200/ -40.00 % 93.00 K/ -7500.000 9/ -43.75 % 59.00
450.00 0.600 /0.800 /0.300 0.700 NA 123.00 K/ -6000.000 35/ -55.70 % 237.00
460.00 1.00 /1.00 /0.350 0.450 -0.600/ -57.14 % 118.50 K/ -12000.000 73/ -51.66 % 504.00
470.00 1.70 /1.75 /0.700 1.00 -1.10/ -52.38 % 93.00 K/ -27000.000 163/ -36.33 % 1152.00
480.00 3.05 /4.00 /1.05 1.85 -2.10/ -53.16 % 136.50 K/ -40500.000 277/ 65.87 % 2002.00
490.00 7.80 /7.80 /2.70 4.60 -3.10/ -40.26 % 123.00 K/ 21000.00 163/ 176.27 % 1209.00
500.00 10.65 /12.15 /5.20 8.55 -5.10/ -37.36 % 115.50 K/ 24000.00 97/ 304.17 % 739.00
510.00 17.65 /17.65 /14.85 16.25 -16.50/ -50.38 % 49.50 K/ 1500.00 4/ -42.86 % 32.00
520.00 20.45 /20.45 /20.00 20.00 -10.00/ -33.33 % 22.50 K/ -1500.000 2/ -33.33 % 16.00
540.00 40.15 /40.15 /40.15 40.15 -19.95/ -33.19 % 4500.00/ 0.000 1/NA 9.00
550.00 49.80 /49.80 /49.80 49.80 -12.20/ -19.68 % 1500.00/ -1500.000 1/NA 9.00
560.00 64.45 /67.00 /64.45 67.00 10.95/ 19.54 % 1500.00/ -6000.000 5/ 150.00 % 47.00
620.00 116.00 /116.00 /116.00 116.00 -9.10/ -7.27 % 1500.00/ -1500.000 1/ -50.00 % 11.00


Call Option chain of ICICI Prudential Life Insurance Company for Expiry Date 26/03/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
470.00 33.00 /33.50 /32.50 32.50 NA 7500.00/ 0.000 5/NA 38.00
480.00 28.50 /34.00 /28.50 29.25 4.25/ 17.00 % 9000.00/ -19500.000 22/NA 169.00
500.00 17.05 /21.25 /15.60 16.10 0.550/ 3.54 % 34.50 K/ 21000.00 30/ 233.33 % 233.00
510.00 16.60 /17.00 /13.00 13.00 NA 3000.00/ 0.000 4/NA 32.00
520.00 11.00 /13.85 /9.00 9.00 0.500/ 5.88 % 22.50 K/ 19500.00 17/ 1600.00 % 135.00
540.00 4.30 /4.30 /4.30 4.30 -18.20/ -80.89 % 4500.00/ -1500.000 3/NA 24.00
560.00 3.60 /3.60 /3.00 3.00 NA 4500.00/ 0.000 3/NA 25.00

Put Option chain of ICICI Prudential Life Insurance Company for Expiry Date 26/03/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
460.00 4.15 /4.15 /4.15 4.15 -2.35/ -36.15 % 4500.00/ 1500.00 1/ -66.67 % 7.00
480.00 9.70 /9.75 /7.00 9.00 -2.40/ -21.05 % 45.00 K/ 15000.00 26/ 30.00 % 190.00
490.00 10.50 /12.00 /9.75 12.00 NA 12.00 K/ 0.000 9/NA 68.00
500.00 18.00 /18.25 /18.00 18.25 NA 3000.00/ 0.000 2/NA 16.00
530.00 37.50 /38.50 /37.50 38.50 NA 7500.00/ 0.000 5/NA 43.00
620.00 115.75 /118.00 /115.75 118.00 NA 3000.00/ 0.000 2/NA 22.00
Call Option chain of ICICI Prudential Life Insurance Company for Expiry Date 30/04/2020 was not traded on trading date 2020-02-20 00:00:00.0
Put Option chain of ICICI Prudential Life Insurance Company for Expiry Date 30/04/2020 was not traded on trading date 2020-02-20 00:00:00.0

( Intraday Analysis is on 15 Mins Delayed Data. All Other analysis is based on End of Trade day's Value. Expected time of update is between 5 to 5.30 PM exchange time Zone)


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