ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
13 Mar 2025 04:10 PM IST
| ICICIPRULI 27MAR2025 480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 536.60 | 60.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 12 Mar | 544.90 | 60.55 | -13.6 | - | 1 | 0 | 1 | |||
| 7 Mar | 549.55 | 74.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 6 Mar | 550.15 | 74.15 | -123.05 | 42.02 | 1 | 0 | 0 | |||
| 5 Mar | 550.05 | 197.2 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 547.75 | 197.2 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 554.25 | 197.2 | 0 | - | 0 | 0 | 0 | |||
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| 28 Feb | 551.60 | 197.2 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 480 expiring on 27MAR2025
Delta for 480 CE is 0.00
Historical price for 480 CE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 60.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 60.55, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 74.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 74.15, which was -123.05 lower than the previous day. The implied volatity was 42.02, the open interest changed by 0 which decreased total open position to 0
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 197.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 197.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 197.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 197.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 27MAR2025 480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.09
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 536.60 | 0.55 | 0.05 | 33.50 | 59 | 13 | 84 |
| 12 Mar | 544.90 | 0.5 | -0.25 | 35.55 | 31 | -3 | 78 |
| 7 Mar | 549.55 | 0.75 | -0.35 | 35.08 | 16 | 2 | 80 |
| 6 Mar | 550.15 | 1.1 | 0 | 37.11 | 24 | 11 | 78 |
| 5 Mar | 550.05 | 1.1 | -0.3 | 37.16 | 57 | 16 | 67 |
| 4 Mar | 547.75 | 1.4 | -0.15 | 37.32 | 89 | 1 | 47 |
| 3 Mar | 554.25 | 1.55 | -0.3 | 39.91 | 67 | 32 | 44 |
| 28 Feb | 551.60 | 1.9 | 1.5 | 37.59 | 19 | 12 | 12 |
For Icici Pru Life Ins Co Ltd - strike price 480 expiring on 27MAR2025
Delta for 480 PE is -0.04
Historical price for 480 PE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 33.50, the open interest changed by 13 which increased total open position to 84
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 35.55, the open interest changed by -3 which decreased total open position to 78
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 35.08, the open interest changed by 2 which increased total open position to 80
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 37.11, the open interest changed by 11 which increased total open position to 78
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 37.16, the open interest changed by 16 which increased total open position to 67
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 37.32, the open interest changed by 1 which increased total open position to 47
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 1.55, which was -0.3 lower than the previous day. The implied volatity was 39.91, the open interest changed by 32 which increased total open position to 44
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 1.9, which was 1.5 higher than the previous day. The implied volatity was 37.59, the open interest changed by 12 which increased total open position to 12
