ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 0.14
Theta: -0.23
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 60.1 | -4.7 | 30.11 | 2 | 0 | 41 | |||
| 3 Apr | 562.85 | 64.8 | -57.75 | - | 66 | 41 | 41 | |||
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| 2 Apr | 563.35 | 122.55 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 569.05 | 122.55 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 564.35 | 122.55 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 588.75 | 122.55 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 592.25 | 122.55 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 548.65 | 122.55 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 544.90 | 122.55 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 546.15 | 122.55 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 544.65 | 122.55 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 549.55 | 122.55 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 547.75 | 122.55 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 559.75 | 0 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 567.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 566.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 566.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 574.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 574.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 576.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 573.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 575.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 582.45 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 590.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 579.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 574.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 587.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 599.95 | 0 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 500 expiring on 24APR2025
Delta for 500 CE is 0.95
Historical price for 500 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 60.1, which was -4.7 lower than the previous day. The implied volatity was 30.11, the open interest changed by 0 which decreased total open position to 41
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 64.8, which was -57.75 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 41
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 122.55, 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 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 122.55, 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 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 122.55, 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 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 122.55, 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 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 122.55, 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 17 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 122.55, 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 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 122.55, 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 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 122.55, 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 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 122.55, 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 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 122.55, 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 122.55, 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 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 0, 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 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 0, 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 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 0, 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 24 Feb ICICIPRULI was trading at 566.40. The strike last trading price was 0, 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 21 Feb ICICIPRULI was trading at 574.00. The strike last trading price was 0, 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 20 Feb ICICIPRULI was trading at 574.80. The strike last trading price was 0, 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 19 Feb ICICIPRULI was trading at 576.00. The strike last trading price was 0, 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 18 Feb ICICIPRULI was trading at 573.20. The strike last trading price was 0, 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 17 Feb ICICIPRULI was trading at 575.20. The strike last trading price was 0, 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 14 Feb ICICIPRULI was trading at 582.45. The strike last trading price was 0, 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 13 Feb ICICIPRULI was trading at 590.85. The strike last trading price was 0, 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 12 Feb ICICIPRULI was trading at 579.80. The strike last trading price was 0, 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 11 Feb ICICIPRULI was trading at 574.80. The strike last trading price was 0, 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 10 Feb ICICIPRULI was trading at 587.85. The strike last trading price was 0, 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 6 Feb ICICIPRULI was trading at 599.95. The strike last trading price was 0, 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 24APR2025 500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.23
Theta: -0.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 2.45 | 0.6 | 38.71 | 140 | 27 | 191 |
| 3 Apr | 562.85 | 1.7 | -0.35 | 37.71 | 84 | 45 | 165 |
| 2 Apr | 563.35 | 2.05 | 0.25 | 38.09 | 50 | 24 | 119 |
| 1 Apr | 569.05 | 1.8 | -0.75 | 38.91 | 36 | -4 | 95 |
| 28 Mar | 564.35 | 2.55 | 0.9 | 37.42 | 138 | 81 | 99 |
| 26 Mar | 588.75 | 1.65 | 0.1 | 39.78 | 20 | 5 | 18 |
| 25 Mar | 592.25 | 1.55 | -3.45 | 39.47 | 27 | 8 | 11 |
| 17 Mar | 548.65 | 2.85 | 0 | 8.96 | 0 | 0 | 0 |
| 12 Mar | 544.90 | 2.85 | 0 | 8.13 | 0 | 0 | 0 |
| 11 Mar | 546.15 | 2.85 | 0 | 8.55 | 0 | 0 | 0 |
| 10 Mar | 544.65 | 2.85 | 0 | 7.60 | 0 | 0 | 0 |
| 7 Mar | 549.55 | 2.85 | 0 | 8.39 | 0 | 0 | 0 |
| 4 Mar | 547.75 | 2.85 | 0 | 8.18 | 0 | 0 | 0 |
| 27 Feb | 559.75 | 2.85 | 0 | 8.75 | 0 | 0 | 0 |
| 26 Feb | 567.30 | 2.85 | 0 | 9.86 | 0 | 0 | 0 |
| 25 Feb | 566.70 | 2.85 | 0 | 9.86 | 0 | 0 | 0 |
| 24 Feb | 566.40 | 0 | 0 | 9.75 | 0 | 0 | 0 |
| 21 Feb | 574.00 | 0 | 0 | 10.33 | 0 | 0 | 0 |
| 20 Feb | 574.80 | 0 | 0 | 10.35 | 0 | 0 | 0 |
| 19 Feb | 576.00 | 0 | 0 | 10.30 | 0 | 0 | 0 |
| 18 Feb | 573.20 | 0 | 0 | 10.17 | 0 | 0 | 0 |
| 17 Feb | 575.20 | 0 | 0 | 10.23 | 0 | 0 | 0 |
| 14 Feb | 582.45 | 0 | 0 | 10.74 | 0 | 0 | 0 |
| 13 Feb | 590.85 | 0 | 0 | 11.41 | 0 | 0 | 0 |
| 12 Feb | 579.80 | 0 | 0 | 10.49 | 0 | 0 | 0 |
| 11 Feb | 574.80 | 0 | 0 | 9.92 | 0 | 0 | 0 |
| 10 Feb | 587.85 | 0 | 0 | 11.11 | 0 | 0 | 0 |
| 6 Feb | 599.95 | 0 | 0 | 11.83 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 500 expiring on 24APR2025
Delta for 500 PE is -0.10
Historical price for 500 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 2.45, which was 0.6 higher than the previous day. The implied volatity was 38.71, the open interest changed by 27 which increased total open position to 191
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 37.71, the open interest changed by 45 which increased total open position to 165
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 38.09, the open interest changed by 24 which increased total open position to 119
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 38.91, the open interest changed by -4 which decreased total open position to 95
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 2.55, which was 0.9 higher than the previous day. The implied volatity was 37.42, the open interest changed by 81 which increased total open position to 99
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 39.78, the open interest changed by 5 which increased total open position to 18
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 1.55, which was -3.45 lower than the previous day. The implied volatity was 39.47, the open interest changed by 8 which increased total open position to 11
On 17 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 8.96, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 8.13, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 8.55, the open interest changed by 0 which decreased total open position to 0
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 7.60, the open interest changed by 0 which decreased total open position to 0
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 8.39, 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 2.85, which was 0 lower than the previous day. The implied volatity was 8.18, the open interest changed by 0 which decreased total open position to 0
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 8.75, the open interest changed by 0 which decreased total open position to 0
On 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 9.86, the open interest changed by 0 which decreased total open position to 0
On 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 9.86, the open interest changed by 0 which decreased total open position to 0
On 24 Feb ICICIPRULI was trading at 566.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.75, the open interest changed by 0 which decreased total open position to 0
On 21 Feb ICICIPRULI was trading at 574.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.33, the open interest changed by 0 which decreased total open position to 0
On 20 Feb ICICIPRULI was trading at 574.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.35, the open interest changed by 0 which decreased total open position to 0
On 19 Feb ICICIPRULI was trading at 576.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.30, the open interest changed by 0 which decreased total open position to 0
On 18 Feb ICICIPRULI was trading at 573.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.17, the open interest changed by 0 which decreased total open position to 0
On 17 Feb ICICIPRULI was trading at 575.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.23, the open interest changed by 0 which decreased total open position to 0
On 14 Feb ICICIPRULI was trading at 582.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.74, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ICICIPRULI was trading at 590.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 11.41, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ICICIPRULI was trading at 579.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.49, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ICICIPRULI was trading at 574.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.92, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIPRULI was trading at 587.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 11.11, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ICICIPRULI was trading at 599.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 11.83, the open interest changed by 0 which decreased total open position to 0
