ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
07 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 530 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.45
Theta: -0.66
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 536.90 | 26.4 | -8.9 | 43.91 | 200 | 39 | 50 | |||
| 4 Apr | 556.80 | 35.6 | -4.65 | 33.64 | 12 | 3 | 10 | |||
| 3 Apr | 562.85 | 40.25 | -7.7 | 25.84 | 9 | 1 | 7 | |||
| 2 Apr | 563.35 | 47.95 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 569.05 | 47.95 | 1.55 | 31.72 | 1 | -1 | 5 | |||
| 28 Mar | 564.35 | 46.4 | -22.7 | 35.74 | 11 | 5 | 6 | |||
| 27 Mar | 591.40 | 69.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 588.75 | 69.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 592.25 | 69.1 | 21.5 | 33.74 | 1 | 0 | 0 | |||
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| 17 Mar | 548.65 | 47.6 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 544.90 | 47.6 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 546.15 | 47.6 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 544.65 | 47.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 549.55 | 47.6 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 550.15 | 47.6 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 550.05 | 47.6 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 547.75 | 47.6 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 554.25 | 47.6 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 551.60 | 47.6 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 530 expiring on 24APR2025
Delta for 530 CE is 0.61
Historical price for 530 CE is as follows
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 26.4, which was -8.9 lower than the previous day. The implied volatity was 43.91, the open interest changed by 39 which increased total open position to 50
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 35.6, which was -4.65 lower than the previous day. The implied volatity was 33.64, the open interest changed by 3 which increased total open position to 10
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 40.25, which was -7.7 lower than the previous day. The implied volatity was 25.84, the open interest changed by 1 which increased total open position to 7
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 47.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 47.95, which was 1.55 higher than the previous day. The implied volatity was 31.72, the open interest changed by -1 which decreased total open position to 5
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 46.4, which was -22.7 lower than the previous day. The implied volatity was 35.74, the open interest changed by 5 which increased total open position to 6
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 69.1, 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 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 69.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 69.1, which was 21.5 higher than the previous day. The implied volatity was 33.74, 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 47.6, 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 47.6, 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 47.6, 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 47.6, 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 47.6, 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 47.6, 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 47.6, 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 47.6, 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 47.6, 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 47.6, 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 530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.45
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 536.90 | 17.45 | 10 | 49.52 | 152 | -19 | 99 |
| 4 Apr | 556.80 | 7.9 | 1.95 | 37.79 | 136 | 11 | 117 |
| 3 Apr | 562.85 | 5.65 | -0.95 | 36.16 | 114 | -7 | 106 |
| 2 Apr | 563.35 | 6.6 | 1.65 | 37.05 | 91 | 20 | 112 |
| 1 Apr | 569.05 | 4.95 | -1.8 | 35.84 | 100 | 5 | 93 |
| 28 Mar | 564.35 | 6.85 | 3.65 | 35.31 | 215 | 51 | 88 |
| 27 Mar | 591.40 | 3.15 | -0.6 | 35.10 | 83 | -2 | 42 |
| 26 Mar | 588.75 | 3.7 | 0.25 | 35.90 | 191 | -36 | 44 |
| 25 Mar | 592.25 | 3.55 | -8.5 | 35.93 | 456 | 81 | 81 |
| 17 Mar | 548.65 | 12.05 | 0 | 4.22 | 0 | 0 | 0 |
| 12 Mar | 544.90 | 12.05 | 0 | 3.50 | 0 | 0 | 0 |
| 11 Mar | 546.15 | 12.05 | 0 | 4.05 | 0 | 0 | 0 |
| 10 Mar | 544.65 | 12.05 | 0 | 3.33 | 0 | 0 | 0 |
| 7 Mar | 549.55 | 12.05 | 0 | 4.08 | 0 | 0 | 0 |
| 6 Mar | 550.15 | 12.05 | 0 | 4.15 | 0 | 0 | 0 |
| 5 Mar | 550.05 | 12.05 | 0 | 4.13 | 0 | 0 | 0 |
| 4 Mar | 547.75 | 12.05 | 0 | 3.94 | 0 | 0 | 0 |
| 3 Mar | 554.25 | 12.05 | 0 | 4.20 | 0 | 0 | 0 |
| 28 Feb | 551.60 | 12.05 | 0 | 3.98 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 530 expiring on 24APR2025
Delta for 530 PE is -0.40
Historical price for 530 PE is as follows
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 17.45, which was 10 higher than the previous day. The implied volatity was 49.52, the open interest changed by -19 which decreased total open position to 99
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 7.9, which was 1.95 higher than the previous day. The implied volatity was 37.79, the open interest changed by 11 which increased total open position to 117
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 5.65, which was -0.95 lower than the previous day. The implied volatity was 36.16, the open interest changed by -7 which decreased total open position to 106
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 6.6, which was 1.65 higher than the previous day. The implied volatity was 37.05, the open interest changed by 20 which increased total open position to 112
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 4.95, which was -1.8 lower than the previous day. The implied volatity was 35.84, the open interest changed by 5 which increased total open position to 93
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 6.85, which was 3.65 higher than the previous day. The implied volatity was 35.31, the open interest changed by 51 which increased total open position to 88
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 3.15, which was -0.6 lower than the previous day. The implied volatity was 35.10, the open interest changed by -2 which decreased total open position to 42
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 3.7, which was 0.25 higher than the previous day. The implied volatity was 35.90, the open interest changed by -36 which decreased total open position to 44
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 3.55, which was -8.5 lower than the previous day. The implied volatity was 35.93, the open interest changed by 81 which increased total open position to 81
On 17 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 4.22, 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 12.05, which was 0 lower than the previous day. The implied volatity was 3.50, 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 12.05, which was 0 lower than the previous day. The implied volatity was 4.05, 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 12.05, which was 0 lower than the previous day. The implied volatity was 3.33, 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 12.05, which was 0 lower than the previous day. The implied volatity was 4.08, 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 12.05, which was 0 lower than the previous day. The implied volatity was 4.15, 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 12.05, which was 0 lower than the previous day. The implied volatity was 4.13, 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 12.05, which was 0 lower than the previous day. The implied volatity was 3.94, 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 12.05, which was 0 lower than the previous day. The implied volatity was 4.20, 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 12.05, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
