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Related Pages for ICICIPRULI
[--[65.84.65.76]--]
ICICIPRULI
Icici Pru Life Ins Co Ltd
536.6 -8.30 (-1.52%)

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Historical option data for ICICIPRULI

13 Mar 2025 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ICICIPRULI 27MAR2025 500 CE
Delta: 0.76
Vega: 0.33
Theta: -0.77
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 536.60 47 3.25 57.73 4 0 14
12 Mar 544.90 43.75 -5.55 - 2 1 14
11 Mar 546.15 49.3 -2.45 31.46 7 4 14
10 Mar 544.65 51.75 0 0.00 0 -1 0
7 Mar 549.55 51.75 -2.5 - 2 0 11
6 Mar 550.15 54.25 -2.3 32.35 1 0 10
5 Mar 550.05 56.7 0.15 0.00 0 0 0
4 Mar 547.75 56.7 0.15 0.00 0 0 0
3 Mar 554.25 56.7 0.15 0.00 0 10 0
28 Feb 551.60 56.7 -121.3 37.14 20 10 10
27 Feb 559.75 178 0 - 0 0 0
26 Feb 567.30 178 0 - 0 0 0
25 Feb 566.70 178 0 - 0 0 0
24 Feb 566.40 178 0 - 0 0 0
27 Jan 589.05 0 0 0.00 0 0 0
24 Jan 590.50 0 0 0.00 0 0 0
23 Jan 594.70 0 0.00 0 0 0

For Icici Pru Life Ins Co Ltd - strike price 500 expiring on 27MAR2025

Delta for 500 CE is 0.76

Historical price for 500 CE is as follows

On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 47, which was 3.25 higher than the previous day. The implied volatity was 57.73, the open interest changed by 0 which decreased total open position to 14


On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 43.75, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14


On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 49.3, which was -2.45 lower than the previous day. The implied volatity was 31.46, the open interest changed by 4 which increased total open position to 14


On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 51.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 51.75, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 54.25, which was -2.3 lower than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 10


On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 56.7, which was 0.15 higher than the previous day. The implied volatity was 0.00, 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 56.7, which was 0.15 higher than the previous day. The implied volatity was 0.00, 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 56.7, which was 0.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 56.7, which was -121.3 lower than the previous day. The implied volatity was 37.14, the open interest changed by 10 which increased total open position to 10


On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 178, 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 178, 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 178, 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 178, 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 Jan ICICIPRULI was trading at 589.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 24 Jan ICICIPRULI was trading at 590.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 23 Jan ICICIPRULI was trading at 594.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


ICICIPRULI 27MAR2025 500 PE
Delta: -0.10
Vega: 0.19
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 536.60 1.65 0.25 30.59 263 44 403
12 Mar 544.90 1.35 -0.05 32.55 101 0 360
11 Mar 546.15 1.35 -0.45 31.99 492 86 365
10 Mar 544.65 1.8 0.05 31.66 90 22 273
7 Mar 549.55 1.75 -0.45 32.39 229 28 251
6 Mar 550.15 2.1 -0.2 33.33 213 27 224
5 Mar 550.05 2.2 -0.65 34.04 148 0 205
4 Mar 547.75 2.8 -0.15 34.52 230 4 204
3 Mar 554.25 3.1 -0.25 37.82 341 -10 191
28 Feb 551.60 3.6 1.5 35.14 563 140 200
27 Feb 559.75 2.2 0.15 32.06 53 15 60
26 Feb 567.30 2.05 0.05 34.30 51 42 39
25 Feb 566.70 2.05 0.05 34.30 51 36 39
24 Feb 566.40 2 1.15 33.23 3 1 1
27 Jan 589.05 0 0 0.00 0 0 0
24 Jan 590.50 0 0 0.00 0 0 0
23 Jan 594.70 0 0.00 0 0 0

For Icici Pru Life Ins Co Ltd - strike price 500 expiring on 27MAR2025

Delta for 500 PE is -0.10

Historical price for 500 PE is as follows

On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 30.59, the open interest changed by 44 which increased total open position to 403


On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 32.55, the open interest changed by 0 which decreased total open position to 360


On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 31.99, the open interest changed by 86 which increased total open position to 365


On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 31.66, the open interest changed by 22 which increased total open position to 273


On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 32.39, the open interest changed by 28 which increased total open position to 251


On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 2.1, which was -0.2 lower than the previous day. The implied volatity was 33.33, the open interest changed by 27 which increased total open position to 224


On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 34.04, the open interest changed by 0 which decreased total open position to 205


On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 2.8, which was -0.15 lower than the previous day. The implied volatity was 34.52, the open interest changed by 4 which increased total open position to 204


On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 37.82, the open interest changed by -10 which decreased total open position to 191


On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 3.6, which was 1.5 higher than the previous day. The implied volatity was 35.14, the open interest changed by 140 which increased total open position to 200


On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 32.06, the open interest changed by 15 which increased total open position to 60


On 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 34.30, the open interest changed by 42 which increased total open position to 39


On 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 34.30, the open interest changed by 36 which increased total open position to 39


On 24 Feb ICICIPRULI was trading at 566.40. The strike last trading price was 2, which was 1.15 higher than the previous day. The implied volatity was 33.23, the open interest changed by 1 which increased total open position to 1


On 27 Jan ICICIPRULI was trading at 589.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 24 Jan ICICIPRULI was trading at 590.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 23 Jan ICICIPRULI was trading at 594.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0