ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
13 Mar 2025 04:10 PM IST
| ICICIPRULI 27MAR2025 530 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.40
Theta: -0.43
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 536.60 | 14.65 | -7.4 | 24.38 | 87 | 1 | 75 | |||
| 12 Mar | 544.90 | 22.1 | -1.8 | 26.60 | 134 | 11 | 76 | |||
| 11 Mar | 546.15 | 24.3 | 0.85 | 29.64 | 128 | 12 | 68 | |||
| 10 Mar | 544.65 | 23.3 | -3.7 | 32.52 | 27 | -5 | 49 | |||
| 7 Mar | 549.55 | 26.9 | -2.3 | 25.52 | 43 | 6 | 54 | |||
| 6 Mar | 550.15 | 29.2 | -3 | 29.86 | 11 | -2 | 48 | |||
| 5 Mar | 550.05 | 32.2 | 3.15 | 31.81 | 33 | 6 | 50 | |||
| 4 Mar | 547.75 | 29.55 | -4.55 | 29.65 | 84 | 19 | 45 | |||
| 3 Mar | 554.25 | 34.1 | 2.05 | 27.34 | 37 | 14 | 26 | |||
| 28 Feb | 551.60 | 31.35 | -59.55 | 30.77 | 31 | 11 | 11 | |||
| 27 Feb | 559.75 | 90.9 | 0 | - | 0 | 0 | 0 | |||
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| 26 Feb | 567.30 | 90.9 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 566.70 | 90.9 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 566.40 | 90.9 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 574.00 | 90.9 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 573.20 | 90.9 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 574.80 | 90.9 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 530 expiring on 27MAR2025
Delta for 530 CE is 0.63
Historical price for 530 CE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 14.65, which was -7.4 lower than the previous day. The implied volatity was 24.38, the open interest changed by 1 which increased total open position to 75
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 22.1, which was -1.8 lower than the previous day. The implied volatity was 26.60, the open interest changed by 11 which increased total open position to 76
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 24.3, which was 0.85 higher than the previous day. The implied volatity was 29.64, the open interest changed by 12 which increased total open position to 68
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 23.3, which was -3.7 lower than the previous day. The implied volatity was 32.52, the open interest changed by -5 which decreased total open position to 49
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 26.9, which was -2.3 lower than the previous day. The implied volatity was 25.52, the open interest changed by 6 which increased total open position to 54
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 29.2, which was -3 lower than the previous day. The implied volatity was 29.86, the open interest changed by -2 which decreased total open position to 48
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 32.2, which was 3.15 higher than the previous day. The implied volatity was 31.81, the open interest changed by 6 which increased total open position to 50
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 29.55, which was -4.55 lower than the previous day. The implied volatity was 29.65, the open interest changed by 19 which increased total open position to 45
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 34.1, which was 2.05 higher than the previous day. The implied volatity was 27.34, the open interest changed by 14 which increased total open position to 26
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 31.35, which was -59.55 lower than the previous day. The implied volatity was 30.77, the open interest changed by 11 which increased total open position to 11
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 90.9, 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 90.9, 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 90.9, 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 90.9, 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 90.9, 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 90.9, 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 90.9, 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 27MAR2025 530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.40
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 536.60 | 8.25 | 2.5 | 28.47 | 364 | 27 | 152 |
| 12 Mar | 544.90 | 5.95 | 0.4 | 29.37 | 216 | 2 | 125 |
| 11 Mar | 546.15 | 5.6 | -1.4 | 28.26 | 163 | 17 | 141 |
| 10 Mar | 544.65 | 7.4 | 1.25 | 29.13 | 263 | -8 | 124 |
| 7 Mar | 549.55 | 6.45 | -0.1 | 29.90 | 306 | 26 | 132 |
| 6 Mar | 550.15 | 6.45 | -0.5 | 29.38 | 115 | -2 | 109 |
| 5 Mar | 550.05 | 6.75 | -1.55 | 30.87 | 244 | -23 | 119 |
| 4 Mar | 547.75 | 8.15 | 0.65 | 31.64 | 189 | 1 | 141 |
| 3 Mar | 554.25 | 7.8 | -1 | 34.27 | 309 | 89 | 141 |
| 28 Feb | 551.60 | 9.1 | 3.55 | 31.99 | 133 | 52 | 52 |
| 27 Feb | 559.75 | 5.3 | -0.25 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 567.30 | 5.3 | -0.25 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 566.70 | 5.3 | -0.25 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 566.40 | 5.3 | -0.25 | 0.00 | 0 | 2 | 0 |
| 21 Feb | 574.00 | 5.3 | 0.35 | 32.04 | 3 | 0 | 1 |
| 18 Feb | 573.20 | 4.95 | 1.35 | 29.09 | 1 | 0 | 0 |
| 11 Feb | 574.80 | 3.6 | 0 | 7.38 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 530 expiring on 27MAR2025
Delta for 530 PE is -0.38
Historical price for 530 PE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 8.25, which was 2.5 higher than the previous day. The implied volatity was 28.47, the open interest changed by 27 which increased total open position to 152
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 5.95, which was 0.4 higher than the previous day. The implied volatity was 29.37, the open interest changed by 2 which increased total open position to 125
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 5.6, which was -1.4 lower than the previous day. The implied volatity was 28.26, the open interest changed by 17 which increased total open position to 141
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 7.4, which was 1.25 higher than the previous day. The implied volatity was 29.13, the open interest changed by -8 which decreased total open position to 124
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 6.45, which was -0.1 lower than the previous day. The implied volatity was 29.90, the open interest changed by 26 which increased total open position to 132
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 6.45, which was -0.5 lower than the previous day. The implied volatity was 29.38, the open interest changed by -2 which decreased total open position to 109
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 6.75, which was -1.55 lower than the previous day. The implied volatity was 30.87, the open interest changed by -23 which decreased total open position to 119
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 8.15, which was 0.65 higher than the previous day. The implied volatity was 31.64, the open interest changed by 1 which increased total open position to 141
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 7.8, which was -1 lower than the previous day. The implied volatity was 34.27, the open interest changed by 89 which increased total open position to 141
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 9.1, which was 3.55 higher than the previous day. The implied volatity was 31.99, the open interest changed by 52 which increased total open position to 52
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 5.3, which was -0.25 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 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 5.3, which was -0.25 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 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 5.3, which was -0.25 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 24 Feb ICICIPRULI was trading at 566.40. The strike last trading price was 5.3, which was -0.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 21 Feb ICICIPRULI was trading at 574.00. The strike last trading price was 5.3, which was 0.35 higher than the previous day. The implied volatity was 32.04, the open interest changed by 0 which decreased total open position to 1
On 18 Feb ICICIPRULI was trading at 573.20. The strike last trading price was 4.95, which was 1.35 higher than the previous day. The implied volatity was 29.09, 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 3.6, which was 0 lower than the previous day. The implied volatity was 7.38, the open interest changed by 0 which decreased total open position to 0
