ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 525 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 0.38
Theta: -0.45
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 40.3 | -30.4 | 36.11 | 11 | 9 | 9 | |||
| 3 Apr | 562.85 | 70.7 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 2 Apr | 563.35 | 70.7 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 569.05 | 70.7 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 564.35 | 70.7 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 525 expiring on 24APR2025
Delta for 525 CE is 0.79
Historical price for 525 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 40.3, which was -30.4 lower than the previous day. The implied volatity was 36.11, the open interest changed by 9 which increased total open position to 9
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 70.7, 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 70.7, 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 70.7, 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 70.7, 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 525 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.39
Theta: -0.33
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 6.5 | 1.25 | 37.60 | 79 | 31 | 82 |
| 3 Apr | 562.85 | 5.25 | -0.1 | 37.97 | 39 | 10 | 51 |
| 2 Apr | 563.35 | 5.3 | 3.85 | 36.65 | 63 | 40 | 40 |
| 1 Apr | 569.05 | 1.45 | 0 | 9.95 | 0 | 0 | 0 |
| 28 Mar | 564.35 | 1.45 | 0 | 8.49 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 525 expiring on 24APR2025
Delta for 525 PE is -0.22
Historical price for 525 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 6.5, which was 1.25 higher than the previous day. The implied volatity was 37.60, the open interest changed by 31 which increased total open position to 82
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 5.25, which was -0.1 lower than the previous day. The implied volatity was 37.97, the open interest changed by 10 which increased total open position to 51
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 5.3, which was 3.85 higher than the previous day. The implied volatity was 36.65, the open interest changed by 40 which increased total open position to 40
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 9.95, 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 1.45, which was 0 lower than the previous day. The implied volatity was 8.49, the open interest changed by 0 which decreased total open position to 0
