ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
13 Mar 2025 04:10 PM IST
| ICICIPRULI 27MAR2025 520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.28
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 536.60 | 20.25 | -8.25 | 20.27 | 32 | -2 | 39 | |||
| 12 Mar | 544.90 | 28.5 | -4.1 | 21.46 | 24 | -4 | 41 | |||
| 11 Mar | 546.15 | 32.6 | 4.25 | 32.36 | 9 | -2 | 43 | |||
| 10 Mar | 544.65 | 28.35 | -5.05 | 27.50 | 14 | 6 | 45 | |||
| 7 Mar | 549.55 | 33.4 | -4.2 | 20.22 | 10 | -2 | 39 | |||
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| 6 Mar | 550.15 | 37.6 | -2 | 32.40 | 5 | 1 | 39 | |||
| 5 Mar | 550.05 | 39.6 | 2.6 | 31.66 | 40 | 24 | 35 | |||
| 4 Mar | 547.75 | 37 | -3 | 29.87 | 40 | -1 | 11 | |||
| 3 Mar | 554.25 | 40 | 0.3 | 28.32 | 12 | 3 | 12 | |||
| 28 Feb | 551.60 | 39.65 | -119.5 | 30.90 | 15 | 8 | 8 | |||
| 27 Feb | 559.75 | 159.15 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 567.30 | 159.15 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 566.70 | 159.15 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 566.40 | 159.15 | 0 | - | 0 | 0 | 0 | |||
| 30 Jan | 611.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 606.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 600.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 589.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Jan | 590.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 594.70 | 0 | - | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 520 expiring on 27MAR2025
Delta for 520 CE is 0.81
Historical price for 520 CE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 20.25, which was -8.25 lower than the previous day. The implied volatity was 20.27, the open interest changed by -2 which decreased total open position to 39
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 28.5, which was -4.1 lower than the previous day. The implied volatity was 21.46, the open interest changed by -4 which decreased total open position to 41
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 32.6, which was 4.25 higher than the previous day. The implied volatity was 32.36, the open interest changed by -2 which decreased total open position to 43
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 28.35, which was -5.05 lower than the previous day. The implied volatity was 27.50, the open interest changed by 6 which increased total open position to 45
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 33.4, which was -4.2 lower than the previous day. The implied volatity was 20.22, the open interest changed by -2 which decreased total open position to 39
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 37.6, which was -2 lower than the previous day. The implied volatity was 32.40, the open interest changed by 1 which increased total open position to 39
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 39.6, which was 2.6 higher than the previous day. The implied volatity was 31.66, the open interest changed by 24 which increased total open position to 35
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 37, which was -3 lower than the previous day. The implied volatity was 29.87, the open interest changed by -1 which decreased total open position to 11
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 40, which was 0.3 higher than the previous day. The implied volatity was 28.32, the open interest changed by 3 which increased total open position to 12
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 39.65, which was -119.5 lower than the previous day. The implied volatity was 30.90, the open interest changed by 8 which increased total open position to 8
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 159.15, 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 159.15, 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 159.15, 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 159.15, 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 30 Jan ICICIPRULI was trading at 611.40. 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 29 Jan ICICIPRULI was trading at 606.80. 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 28 Jan ICICIPRULI was trading at 600.30. 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 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 -, 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 27MAR2025 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.34
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 536.60 | 4.5 | 0.95 | 27.42 | 153 | 12 | 342 |
| 12 Mar | 544.90 | 3.6 | 0.05 | 29.94 | 277 | 0 | 329 |
| 11 Mar | 546.15 | 3.5 | -1.05 | 29.28 | 435 | 185 | 329 |
| 10 Mar | 544.65 | 4.85 | 0.7 | 30.14 | 231 | 28 | 141 |
| 7 Mar | 549.55 | 4.25 | -0.3 | 30.60 | 171 | 15 | 113 |
| 6 Mar | 550.15 | 4.45 | -0.4 | 30.58 | 119 | -11 | 97 |
| 5 Mar | 550.05 | 4.9 | -0.95 | 32.40 | 278 | -24 | 105 |
| 4 Mar | 547.75 | 5.85 | 0.3 | 32.69 | 326 | 3 | 134 |
| 3 Mar | 554.25 | 5.7 | -0.8 | 35.22 | 345 | 65 | 114 |
| 28 Feb | 551.60 | 6.6 | 2.65 | 32.68 | 179 | 45 | 49 |
| 27 Feb | 559.75 | 3.95 | 2.3 | 28.64 | 8 | 4 | 4 |
| 26 Feb | 567.30 | 1.65 | 0 | 9.28 | 0 | 0 | 0 |
| 25 Feb | 566.70 | 1.65 | 0 | 9.28 | 0 | 0 | 0 |
| 24 Feb | 566.40 | 1.65 | 0 | 9.01 | 0 | 0 | 0 |
| 30 Jan | 611.40 | 0 | 0 | 11.92 | 0 | 0 | 0 |
| 29 Jan | 606.80 | 0 | 0 | 11.45 | 0 | 0 | 0 |
| 28 Jan | 600.30 | 0 | 0 | 10.80 | 0 | 0 | 0 |
| 27 Jan | 589.05 | 0 | 0 | 9.60 | 0 | 0 | 0 |
| 24 Jan | 590.50 | 0 | 0 | 9.56 | 0 | 0 | 0 |
| 23 Jan | 594.70 | 0 | 10.04 | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 520 expiring on 27MAR2025
Delta for 520 PE is -0.25
Historical price for 520 PE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 4.5, which was 0.95 higher than the previous day. The implied volatity was 27.42, the open interest changed by 12 which increased total open position to 342
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was 29.94, the open interest changed by 0 which decreased total open position to 329
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 3.5, which was -1.05 lower than the previous day. The implied volatity was 29.28, the open interest changed by 185 which increased total open position to 329
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 4.85, which was 0.7 higher than the previous day. The implied volatity was 30.14, the open interest changed by 28 which increased total open position to 141
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 4.25, which was -0.3 lower than the previous day. The implied volatity was 30.60, the open interest changed by 15 which increased total open position to 113
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 4.45, which was -0.4 lower than the previous day. The implied volatity was 30.58, the open interest changed by -11 which decreased total open position to 97
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 4.9, which was -0.95 lower than the previous day. The implied volatity was 32.40, the open interest changed by -24 which decreased total open position to 105
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 5.85, which was 0.3 higher than the previous day. The implied volatity was 32.69, the open interest changed by 3 which increased total open position to 134
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 5.7, which was -0.8 lower than the previous day. The implied volatity was 35.22, the open interest changed by 65 which increased total open position to 114
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 6.6, which was 2.65 higher than the previous day. The implied volatity was 32.68, the open interest changed by 45 which increased total open position to 49
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 3.95, which was 2.3 higher than the previous day. The implied volatity was 28.64, the open interest changed by 4 which increased total open position to 4
On 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 9.28, 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 1.65, which was 0 lower than the previous day. The implied volatity was 9.28, 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 1.65, which was 0 lower than the previous day. The implied volatity was 9.01, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ICICIPRULI was trading at 611.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 11.92, the open interest changed by 0 which decreased total open position to 0
On 29 Jan ICICIPRULI was trading at 606.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 11.45, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ICICIPRULI was trading at 600.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.80, 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 9.60, 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 9.56, 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 10.04, the open interest changed by 0 which decreased total open position to 0
