ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.32
Theta: -0.39
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 43.35 | -1.6 | 33.65 | 9 | 4 | 12 | |||
| 3 Apr | 562.85 | 44.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 563.35 | 44.95 | -9.65 | - | 2 | 1 | 9 | |||
| 1 Apr | 569.05 | 54.6 | 3.1 | 19.97 | 2 | 3 | 10 | |||
| 28 Mar | 564.35 | 51.5 | -53.55 | 27.64 | 13 | 7 | 7 | |||
| 27 Mar | 591.40 | 105.05 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 588.75 | 105.05 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 592.25 | 105.05 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 548.65 | 105.05 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 544.90 | 105.05 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 546.15 | 105.05 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 544.65 | 105.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 549.55 | 105.05 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 550.15 | 105.05 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 550.05 | 105.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 547.75 | 105.05 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 554.25 | 105.05 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 551.60 | 105.05 | 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 | |||
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| 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 | |||
| 7 Feb | 600.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 599.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 605.25 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 606.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 604.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 606.00 | 0 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 520 expiring on 24APR2025
Delta for 520 CE is 0.83
Historical price for 520 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 43.35, which was -1.6 lower than the previous day. The implied volatity was 33.65, the open interest changed by 4 which increased total open position to 12
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 44.95, 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 44.95, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 54.6, which was 3.1 higher than the previous day. The implied volatity was 19.97, the open interest changed by 3 which increased total open position to 10
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 51.5, which was -53.55 lower than the previous day. The implied volatity was 27.64, the open interest changed by 7 which increased total open position to 7
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 105.05, 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 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 105.05, 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 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 105.05, 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 17 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 105.05, 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 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 105.05, 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 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 105.05, 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 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 105.05, 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 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 105.05, 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 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 105.05, 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 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 105.05, 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 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 105.05, 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 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 105.05, 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 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 105.05, 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 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 7 Feb ICICIPRULI was trading at 600.05. 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
On 5 Feb ICICIPRULI was trading at 605.25. 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 4 Feb ICICIPRULI was trading at 606.95. 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
On 3 Feb ICICIPRULI was trading at 604.65. 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 1 Feb ICICIPRULI was trading at 606.00. 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
| ICICIPRULI 24APR2025 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.35
Theta: -0.30
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 5.4 | 1.1 | 37.74 | 194 | -4 | 197 |
| 3 Apr | 562.85 | 4.3 | -0.2 | 37.96 | 68 | 23 | 200 |
| 2 Apr | 563.35 | 4.35 | 0.9 | 36.64 | 147 | 22 | 177 |
| 1 Apr | 569.05 | 3.4 | -1.75 | 36.27 | 55 | -6 | 155 |
| 28 Mar | 564.35 | 4.8 | 1.7 | 35.44 | 299 | 137 | 161 |
| 27 Mar | 591.40 | 3.1 | 0.8 | 39.09 | 12 | -2 | 20 |
| 26 Mar | 588.75 | 2.3 | -0.15 | 35.25 | 100 | 14 | 24 |
| 25 Mar | 592.25 | 2.4 | -2.6 | 35.96 | 605 | 12 | 12 |
| 17 Mar | 548.65 | 5 | 0 | 5.87 | 0 | 0 | 0 |
| 12 Mar | 544.90 | 5 | 0 | 5.09 | 0 | 0 | 0 |
| 11 Mar | 546.15 | 5 | 0 | 5.19 | 0 | 0 | 0 |
| 10 Mar | 544.65 | 5 | 0 | 4.59 | 0 | 0 | 0 |
| 7 Mar | 549.55 | 5 | 0 | 5.55 | 0 | 0 | 0 |
| 6 Mar | 550.15 | 5 | 0 | 5.15 | 0 | 0 | 0 |
| 5 Mar | 550.05 | 5 | 0 | 5.41 | 0 | 0 | 0 |
| 4 Mar | 547.75 | 5 | 0 | 5.03 | 0 | 0 | 0 |
| 3 Mar | 554.25 | 5 | 0 | 5.84 | 0 | 0 | 0 |
| 28 Feb | 551.60 | 5 | 0 | 4.87 | 0 | 0 | 0 |
| 27 Feb | 559.75 | 5 | 0 | 5.74 | 0 | 0 | 0 |
| 26 Feb | 567.30 | 5 | 0 | 6.93 | 0 | 0 | 0 |
| 25 Feb | 566.70 | 5 | 0 | 6.93 | 0 | 0 | 0 |
| 24 Feb | 566.40 | 0 | 0 | 6.84 | 0 | 0 | 0 |
| 21 Feb | 574.00 | 0 | 0 | 7.50 | 0 | 0 | 0 |
| 20 Feb | 574.80 | 0 | 0 | 7.54 | 0 | 0 | 0 |
| 19 Feb | 576.00 | 0 | 0 | 7.50 | 0 | 0 | 0 |
| 18 Feb | 573.20 | 0 | 0 | 7.39 | 0 | 0 | 0 |
| 17 Feb | 575.20 | 0 | 0 | 7.47 | 0 | 0 | 0 |
| 14 Feb | 582.45 | 0 | 0 | 8.04 | 0 | 0 | 0 |
| 13 Feb | 590.85 | 0 | 0 | 9.36 | 0 | 0 | 0 |
| 12 Feb | 579.80 | 0 | 0 | 7.81 | 0 | 0 | 0 |
| 11 Feb | 574.80 | 0 | 0 | 7.24 | 0 | 0 | 0 |
| 10 Feb | 587.85 | 0 | 0 | 9.08 | 0 | 0 | 0 |
| 7 Feb | 600.05 | 0 | 0 | 9.98 | 0 | 0 | 0 |
| 6 Feb | 599.95 | 0 | 0 | 9.92 | 0 | 0 | 0 |
| 5 Feb | 605.25 | 0 | 0 | 10.27 | 0 | 0 | 0 |
| 4 Feb | 606.95 | 0 | 0 | 10.54 | 0 | 0 | 0 |
| 3 Feb | 604.65 | 0 | 0 | 10.16 | 0 | 0 | 0 |
| 1 Feb | 606.00 | 0 | 0 | 10.31 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 520 expiring on 24APR2025
Delta for 520 PE is -0.19
Historical price for 520 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 5.4, which was 1.1 higher than the previous day. The implied volatity was 37.74, the open interest changed by -4 which decreased total open position to 197
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 4.3, which was -0.2 lower than the previous day. The implied volatity was 37.96, the open interest changed by 23 which increased total open position to 200
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 4.35, which was 0.9 higher than the previous day. The implied volatity was 36.64, the open interest changed by 22 which increased total open position to 177
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 3.4, which was -1.75 lower than the previous day. The implied volatity was 36.27, the open interest changed by -6 which decreased total open position to 155
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 4.8, which was 1.7 higher than the previous day. The implied volatity was 35.44, the open interest changed by 137 which increased total open position to 161
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 3.1, which was 0.8 higher than the previous day. The implied volatity was 39.09, the open interest changed by -2 which decreased total open position to 20
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 35.25, the open interest changed by 14 which increased total open position to 24
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 2.4, which was -2.6 lower than the previous day. The implied volatity was 35.96, the open interest changed by 12 which increased total open position to 12
On 17 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 5.87, 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 5, which was 0 lower than the previous day. The implied volatity was 5.09, 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 5, which was 0 lower than the previous day. The implied volatity was 5.19, 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 5, which was 0 lower than the previous day. The implied volatity was 4.59, 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 5, which was 0 lower than the previous day. The implied volatity was 5.55, 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 5, which was 0 lower than the previous day. The implied volatity was 5.15, 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 5, which was 0 lower than the previous day. The implied volatity was 5.41, 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 5, which was 0 lower than the previous day. The implied volatity was 5.03, 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 5, which was 0 lower than the previous day. The implied volatity was 5.84, 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 5, which was 0 lower than the previous day. The implied volatity was 4.87, 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 5, which was 0 lower than the previous day. The implied volatity was 5.74, 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 5, which was 0 lower than the previous day. The implied volatity was 6.93, 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 5, which was 0 lower than the previous day. The implied volatity was 6.93, 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 6.84, 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 7.50, 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 7.54, 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 7.50, 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 7.39, 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 7.47, 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 8.04, 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 9.36, 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 7.81, 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 7.24, 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 9.08, the open interest changed by 0 which decreased total open position to 0
On 7 Feb ICICIPRULI was trading at 600.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.98, 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 9.92, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ICICIPRULI was trading at 605.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.27, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ICICIPRULI was trading at 606.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.54, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIPRULI was trading at 604.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.16, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIPRULI was trading at 606.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.31, the open interest changed by 0 which decreased total open position to 0
