ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 515 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 80.05 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 562.85 | 80.05 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 563.35 | 80.05 | 0 | - | 0 | 0 | 0 | |||
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| 1 Apr | 569.05 | 80.05 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 564.35 | 80.05 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 515 expiring on 24APR2025
Delta for 515 CE is -
Historical price for 515 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 80.05, 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 80.05, 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 80.05, 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 80.05, 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 80.05, 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 515 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.32
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 4.45 | 1.1 | 37.89 | 23 | -5 | 28 |
| 3 Apr | 562.85 | 3.35 | -0.55 | 37.48 | 35 | 10 | 33 |
| 2 Apr | 563.35 | 3.9 | 3.05 | 37.93 | 26 | 22 | 22 |
| 1 Apr | 569.05 | 0.85 | 0 | 11.66 | 0 | 0 | 0 |
| 28 Mar | 564.35 | 0.85 | 0 | 10.01 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 515 expiring on 24APR2025
Delta for 515 PE is -0.16
Historical price for 515 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 4.45, which was 1.1 higher than the previous day. The implied volatity was 37.89, the open interest changed by -5 which decreased total open position to 28
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 3.35, which was -0.55 lower than the previous day. The implied volatity was 37.48, the open interest changed by 10 which increased total open position to 33
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 3.9, which was 3.05 higher than the previous day. The implied volatity was 37.93, the open interest changed by 22 which increased total open position to 22
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 11.66, 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 0.85, which was 0 lower than the previous day. The implied volatity was 10.01, the open interest changed by 0 which decreased total open position to 0
