ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
08 Apr 2025 12:20 PM IST
| ICICIPRULI 24APR2025 510 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 | |||
| 8 Apr | 553.30 | 37.75 | 0 | 0.00 | 0 | 14 | 0 | |||
| 7 Apr | 536.90 | 37.75 | -24.45 | 39.64 | 14 | 13 | 13 | |||
| 4 Apr | 556.80 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 562.85 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 563.35 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 569.05 | 62.2 | 0 | - | 0 | 0 | 0 | |||
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| 28 Mar | 564.35 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 588.75 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 592.25 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 548.65 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 544.90 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 546.15 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 544.65 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 549.55 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 550.15 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 550.05 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 547.75 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 554.25 | 62.2 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 551.60 | 62.2 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 510 expiring on 24APR2025
Delta for 510 CE is 0.00
Historical price for 510 CE is as follows
On 8 Apr ICICIPRULI was trading at 553.30. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 37.75, which was -24.45 lower than the previous day. The implied volatity was 39.64, the open interest changed by 13 which increased total open position to 13
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 62.2, 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 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 62.2, 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 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 62.2, 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 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 62.2, 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 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 62.2, 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 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 62.2, 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 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 62.2, 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 17 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 62.2, 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 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 62.2, 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 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 62.2, 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 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 62.2, 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 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 62.2, 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 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 62.2, 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 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 62.2, 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 62.2, 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 62.2, 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 62.2, 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 24APR2025 510 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.29
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 553.30 | 4.75 | -6.6 | 44.29 | 72 | 23 | 90 |
| 7 Apr | 536.90 | 10.55 | 6.95 | 50.86 | 132 | -10 | 68 |
| 4 Apr | 556.80 | 3.7 | 0.95 | 38.26 | 60 | 5 | 77 |
| 3 Apr | 562.85 | 2.65 | -0.5 | 37.36 | 53 | -7 | 72 |
| 2 Apr | 563.35 | 3.2 | 0.8 | 38.04 | 30 | 0 | 79 |
| 1 Apr | 569.05 | 2.4 | -1.1 | 37.25 | 64 | 19 | 74 |
| 28 Mar | 564.35 | 3.5 | 1.1 | 36.37 | 101 | 31 | 55 |
| 26 Mar | 588.75 | 2.4 | 0.3 | 39.49 | 21 | 17 | 22 |
| 25 Mar | 592.25 | 2.25 | -4.65 | 39.16 | 32 | 6 | 6 |
| 17 Mar | 548.65 | 6.9 | 0 | 7.42 | 0 | 0 | 0 |
| 12 Mar | 544.90 | 6.9 | 0 | 6.60 | 0 | 0 | 0 |
| 11 Mar | 546.15 | 6.9 | 0 | 7.09 | 0 | 0 | 0 |
| 10 Mar | 544.65 | 6.9 | 0 | 7.46 | 0 | 0 | 0 |
| 7 Mar | 549.55 | 6.9 | 0 | 6.48 | 0 | 0 | 0 |
| 6 Mar | 550.15 | 6.9 | 0 | 7.08 | 0 | 0 | 0 |
| 5 Mar | 550.05 | 6.9 | 0 | 7.39 | 0 | 0 | 0 |
| 4 Mar | 547.75 | 6.9 | 0 | 6.79 | 0 | 0 | 0 |
| 3 Mar | 554.25 | 6.9 | 0 | 7.56 | 0 | 0 | 0 |
| 28 Feb | 551.60 | 6.9 | 0 | 6.50 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 510 expiring on 24APR2025
Delta for 510 PE is -0.17
Historical price for 510 PE is as follows
On 8 Apr ICICIPRULI was trading at 553.30. The strike last trading price was 4.75, which was -6.6 lower than the previous day. The implied volatity was 44.29, the open interest changed by 23 which increased total open position to 90
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 10.55, which was 6.95 higher than the previous day. The implied volatity was 50.86, the open interest changed by -10 which decreased total open position to 68
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 3.7, which was 0.95 higher than the previous day. The implied volatity was 38.26, the open interest changed by 5 which increased total open position to 77
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 2.65, which was -0.5 lower than the previous day. The implied volatity was 37.36, the open interest changed by -7 which decreased total open position to 72
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 3.2, which was 0.8 higher than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 79
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 2.4, which was -1.1 lower than the previous day. The implied volatity was 37.25, the open interest changed by 19 which increased total open position to 74
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 3.5, which was 1.1 higher than the previous day. The implied volatity was 36.37, the open interest changed by 31 which increased total open position to 55
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 2.4, which was 0.3 higher than the previous day. The implied volatity was 39.49, the open interest changed by 17 which increased total open position to 22
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 2.25, which was -4.65 lower than the previous day. The implied volatity was 39.16, the open interest changed by 6 which increased total open position to 6
On 17 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 7.42, 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 6.9, which was 0 lower than the previous day. The implied volatity was 6.60, 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 6.9, which was 0 lower than the previous day. The implied volatity was 7.09, 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 6.9, which was 0 lower than the previous day. The implied volatity was 7.46, 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 6.9, which was 0 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 7.08, 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 6.9, which was 0 lower than the previous day. The implied volatity was 7.39, 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 6.9, which was 0 lower than the previous day. The implied volatity was 6.79, 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 6.9, which was 0 lower than the previous day. The implied volatity was 7.56, 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 6.9, which was 0 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0
