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[--[65.84.65.76]--]
ICICIPRULI
Icici Pru Life Ins Co Ltd

552.6 15.70 (2.92%)

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Historical option data for ICICIPRULI

08 Apr 2025 12:20 PM IST
ICICIPRULI 24APR2025 505 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
8 Apr 553.30 89.6 0 - 0 0 0
7 Apr 536.90 89.6 0 - 0 0 0
4 Apr 556.80 89.6 0 0.00 0 0 0
3 Apr 562.85 89.6 0 0.00 0 0 0
2 Apr 563.35 89.6 0 0.00 0 0 0
1 Apr 569.05 89.6 0 0.00 0 0 0
28 Mar 564.35 89.6 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 505 expiring on 24APR2025

Delta for 505 CE is -

Historical price for 505 CE is as follows

On 8 Apr ICICIPRULI was trading at 553.30. The strike last trading price was 89.6, 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 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 89.6, 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 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 89.6, 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 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 89.6, 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 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 89.6, 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 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 89.6, 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 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 89.6, 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 505 PE
Delta: -0.14
Vega: 0.26
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 553.30 3.95 3.5 44.54 29 12 12
7 Apr 536.90 0.45 0 9.21 0 0 0
4 Apr 556.80 0.45 0 0.00 0 0 0
3 Apr 562.85 0.45 0 0.00 0 0 0
2 Apr 563.35 0.45 0 0.00 0 0 0
1 Apr 569.05 0.45 0 0.00 0 0 0
28 Mar 564.35 0.45 0 11.62 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 505 expiring on 24APR2025

Delta for 505 PE is -0.14

Historical price for 505 PE is as follows

On 8 Apr ICICIPRULI was trading at 553.30. The strike last trading price was 3.95, which was 3.5 higher than the previous day. The implied volatity was 44.54, the open interest changed by 12 which increased total open position to 12


On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 9.21, the open interest changed by 0 which decreased total open position to 0


On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 0.45, 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 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 0.45, 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 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 0.45, 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 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 0.45, 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 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 11.62, the open interest changed by 0 which decreased total open position to 0