ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 535 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 4 Apr | 556.80 | 36.75 | -0.05 | 0.00 | 0 | 9 | 0 | |||
| 3 Apr | 562.85 | 36.75 | -3.4 | 27.92 | 22 | 7 | 17 | |||
| 2 Apr | 563.35 | 40.15 | -1.85 | 38.01 | 1 | 0 | 11 | |||
| 1 Apr | 569.05 | 42 | 0.55 | 26.19 | 10 | 5 | 9 | |||
| 28 Mar | 564.35 | 41.45 | -20.2 | 33.05 | 5 | 4 | 4 | |||
For Icici Pru Life Ins Co Ltd - strike price 535 expiring on 24APR2025
Delta for 535 CE is 0.00
Historical price for 535 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 36.75, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 36.75, which was -3.4 lower than the previous day. The implied volatity was 27.92, the open interest changed by 7 which increased total open position to 17
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 40.15, which was -1.85 lower than the previous day. The implied volatity was 38.01, the open interest changed by 0 which decreased total open position to 11
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 42, which was 0.55 higher than the previous day. The implied volatity was 26.19, the open interest changed by 5 which increased total open position to 9
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 41.45, which was -20.2 lower than the previous day. The implied volatity was 33.05, the open interest changed by 4 which increased total open position to 4
| ICICIPRULI 24APR2025 535 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.44
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 9.15 | 2.2 | 37.21 | 87 | 5 | 102 |
| 3 Apr | 562.85 | 6.65 | -1.05 | 35.69 | 52 | 11 | 97 |
| 2 Apr | 563.35 | 7.55 | 1.45 | 36.33 | 87 | 16 | 86 |
| 1 Apr | 569.05 | 5.9 | -2.5 | 35.59 | 165 | 54 | 70 |
| 28 Mar | 564.35 | 7.9 | 5.55 | 34.84 | 32 | 16 | 16 |
For Icici Pru Life Ins Co Ltd - strike price 535 expiring on 24APR2025
Delta for 535 PE is -0.29
Historical price for 535 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 9.15, which was 2.2 higher than the previous day. The implied volatity was 37.21, the open interest changed by 5 which increased total open position to 102
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 6.65, which was -1.05 lower than the previous day. The implied volatity was 35.69, the open interest changed by 11 which increased total open position to 97
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 7.55, which was 1.45 higher than the previous day. The implied volatity was 36.33, the open interest changed by 16 which increased total open position to 86
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 5.9, which was -2.5 lower than the previous day. The implied volatity was 35.59, the open interest changed by 54 which increased total open position to 70
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 7.9, which was 5.55 higher than the previous day. The implied volatity was 34.84, the open interest changed by 16 which increased total open position to 16
