ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 0.47
Theta: -0.51
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 29.7 | -3.7 | 35.97 | 11 | 4 | 15 | |||
| 3 Apr | 562.85 | 33.4 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 563.35 | 33.4 | -4.75 | 30.99 | 2 | 0 | 10 | |||
| 1 Apr | 569.05 | 38.15 | 3.8 | 27.06 | 6 | 0 | 9 | |||
| 28 Mar | 564.35 | 35.3 | -53.3 | 27.79 | 29 | 9 | 9 | |||
| 27 Mar | 591.40 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 588.75 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 592.25 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 578.20 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 548.65 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 544.90 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 546.15 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 544.65 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 549.55 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 550.15 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 550.05 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 547.75 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 554.25 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 551.60 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 559.75 | 88.6 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 567.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 566.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 566.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 574.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 574.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 576.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 573.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 575.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 582.45 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 590.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 579.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 574.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 587.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 600.05 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 6 Feb | 599.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 605.25 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 606.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 604.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 606.00 | 0 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 540 expiring on 24APR2025
Delta for 540 CE is 0.68
Historical price for 540 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 29.7, which was -3.7 lower than the previous day. The implied volatity was 35.97, the open interest changed by 4 which increased total open position to 15
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 33.4, 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 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 33.4, which was -4.75 lower than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 10
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 38.15, which was 3.8 higher than the previous day. The implied volatity was 27.06, the open interest changed by 0 which decreased total open position to 9
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 35.3, which was -53.3 lower than the previous day. The implied volatity was 27.79, the open interest changed by 9 which increased total open position to 9
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 88.6, 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 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 88.6, 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 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 88.6, 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 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 88.6, 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 17 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 88.6, 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 88.6, 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 88.6, 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 88.6, 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 88.6, 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 88.6, 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 88.6, 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 88.6, 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 88.6, 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 88.6, 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 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 88.6, 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 26 Feb ICICIPRULI was trading at 567.30. 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 25 Feb ICICIPRULI was trading at 566.70. 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 Feb ICICIPRULI was trading at 566.40. 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 21 Feb ICICIPRULI was trading at 574.00. 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 20 Feb ICICIPRULI was trading at 574.80. 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 19 Feb ICICIPRULI was trading at 576.00. 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 18 Feb ICICIPRULI was trading at 573.20. 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 17 Feb ICICIPRULI was trading at 575.20. 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 14 Feb ICICIPRULI was trading at 582.45. 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 13 Feb ICICIPRULI was trading at 590.85. 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 12 Feb ICICIPRULI was trading at 579.80. 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 11 Feb ICICIPRULI was trading at 574.80. 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 10 Feb ICICIPRULI was trading at 587.85. 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 7 Feb ICICIPRULI was trading at 600.05. 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 6 Feb ICICIPRULI was trading at 599.95. 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 5 Feb ICICIPRULI was trading at 605.25. 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 4 Feb ICICIPRULI was trading at 606.95. 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 3 Feb ICICIPRULI was trading at 604.65. 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 1 Feb ICICIPRULI was trading at 606.00. 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
| ICICIPRULI 24APR2025 540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.47
Theta: -0.38
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 10.8 | 2.5 | 37.15 | 147 | -19 | 145 |
| 3 Apr | 562.85 | 8.15 | -0.75 | 36.02 | 131 | 33 | 165 |
| 2 Apr | 563.35 | 8.65 | 1.55 | 35.53 | 143 | 9 | 131 |
| 1 Apr | 569.05 | 6.95 | -2.75 | 35.26 | 147 | 24 | 121 |
| 28 Mar | 564.35 | 9.3 | 5.2 | 34.80 | 273 | 55 | 97 |
| 27 Mar | 591.40 | 4 | -1.65 | 33.37 | 19 | 4 | 42 |
| 26 Mar | 588.75 | 5.65 | 1.2 | 36.68 | 44 | 16 | 38 |
| 25 Mar | 592.25 | 4.5 | -4.25 | 34.40 | 195 | 16 | 17 |
| 20 Mar | 578.20 | 8.75 | -3.75 | 36.15 | 1 | 0 | 1 |
| 17 Mar | 548.65 | 8.25 | 0 | 2.53 | 0 | 0 | 0 |
| 12 Mar | 544.90 | 8.25 | 0 | 1.89 | 0 | 0 | 0 |
| 11 Mar | 546.15 | 8.25 | 0 | 2.03 | 0 | 0 | 0 |
| 10 Mar | 544.65 | 8.25 | 0 | 1.42 | 0 | 0 | 0 |
| 7 Mar | 549.55 | 8.25 | 0 | 2.56 | 0 | 0 | 0 |
| 6 Mar | 550.15 | 8.25 | 0 | 2.58 | 0 | 0 | 0 |
| 5 Mar | 550.05 | 8.25 | 0 | 2.92 | 0 | 0 | 0 |
| 4 Mar | 547.75 | 8.25 | 0 | 2.50 | 0 | 0 | 0 |
| 3 Mar | 554.25 | 8.25 | 0 | 3.47 | 0 | 0 | 0 |
| 28 Feb | 551.60 | 8.25 | 0 | 2.43 | 0 | 0 | 0 |
| 27 Feb | 559.75 | 8.25 | 0 | 3.46 | 0 | 0 | 0 |
| 26 Feb | 567.30 | 8.25 | 0 | 4.53 | 0 | 0 | 0 |
| 25 Feb | 566.70 | 8.25 | 0 | 4.53 | 0 | 0 | 0 |
| 24 Feb | 566.40 | 0 | 0 | 4.45 | 0 | 0 | 0 |
| 21 Feb | 574.00 | 0 | 0 | 5.22 | 0 | 0 | 0 |
| 20 Feb | 574.80 | 0 | 0 | 5.29 | 0 | 0 | 0 |
| 19 Feb | 576.00 | 0 | 0 | 5.26 | 0 | 0 | 0 |
| 18 Feb | 573.20 | 0 | 0 | 5.16 | 0 | 0 | 0 |
| 17 Feb | 575.20 | 0 | 0 | 5.26 | 0 | 0 | 0 |
| 14 Feb | 582.45 | 0 | 0 | 5.93 | 0 | 0 | 0 |
| 13 Feb | 590.85 | 0 | 0 | 6.71 | 0 | 0 | 0 |
| 12 Feb | 579.80 | 0 | 0 | 5.71 | 0 | 0 | 0 |
| 11 Feb | 574.80 | 0 | 0 | 5.12 | 0 | 0 | 0 |
| 10 Feb | 587.85 | 0 | 0 | 6.47 | 0 | 0 | 0 |
| 7 Feb | 600.05 | 0 | 0 | 7.44 | 0 | 0 | 0 |
| 6 Feb | 599.95 | 0 | 0 | 7.37 | 0 | 0 | 0 |
| 5 Feb | 605.25 | 0 | 0 | 7.76 | 0 | 0 | 0 |
| 4 Feb | 606.95 | 0 | 0 | 8.05 | 0 | 0 | 0 |
| 3 Feb | 604.65 | 0 | 0 | 7.67 | 0 | 0 | 0 |
| 1 Feb | 606.00 | 0 | 0 | 7.86 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 540 expiring on 24APR2025
Delta for 540 PE is -0.33
Historical price for 540 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 10.8, which was 2.5 higher than the previous day. The implied volatity was 37.15, the open interest changed by -19 which decreased total open position to 145
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 8.15, which was -0.75 lower than the previous day. The implied volatity was 36.02, the open interest changed by 33 which increased total open position to 165
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 8.65, which was 1.55 higher than the previous day. The implied volatity was 35.53, the open interest changed by 9 which increased total open position to 131
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 6.95, which was -2.75 lower than the previous day. The implied volatity was 35.26, the open interest changed by 24 which increased total open position to 121
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 9.3, which was 5.2 higher than the previous day. The implied volatity was 34.80, the open interest changed by 55 which increased total open position to 97
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 4, which was -1.65 lower than the previous day. The implied volatity was 33.37, the open interest changed by 4 which increased total open position to 42
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 5.65, which was 1.2 higher than the previous day. The implied volatity was 36.68, the open interest changed by 16 which increased total open position to 38
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 4.5, which was -4.25 lower than the previous day. The implied volatity was 34.40, the open interest changed by 16 which increased total open position to 17
On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 8.75, which was -3.75 lower than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 1
On 17 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 8.25, which was 0 lower than the previous day. The implied volatity was 2.53, 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 8.25, which was 0 lower than the previous day. The implied volatity was 1.89, 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 8.25, which was 0 lower than the previous day. The implied volatity was 2.03, 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 8.25, which was 0 lower than the previous day. The implied volatity was 1.42, 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 8.25, which was 0 lower than the previous day. The implied volatity was 2.56, 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 8.25, which was 0 lower than the previous day. The implied volatity was 2.58, 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 8.25, which was 0 lower than the previous day. The implied volatity was 2.92, 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 8.25, which was 0 lower than the previous day. The implied volatity was 2.50, 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 8.25, which was 0 lower than the previous day. The implied volatity was 3.47, 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 8.25, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 8.25, which was 0 lower than the previous day. The implied volatity was 3.46, 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 8.25, which was 0 lower than the previous day. The implied volatity was 4.53, 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 8.25, which was 0 lower than the previous day. The implied volatity was 4.53, 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 0, which was 0 lower than the previous day. The implied volatity was 4.45, 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 0, which was 0 lower than the previous day. The implied volatity was 5.22, the open interest changed by 0 which decreased total open position to 0
On 20 Feb ICICIPRULI was trading at 574.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0
On 19 Feb ICICIPRULI was trading at 576.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.26, 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 0, which was 0 lower than the previous day. The implied volatity was 5.16, the open interest changed by 0 which decreased total open position to 0
On 17 Feb ICICIPRULI was trading at 575.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0
On 14 Feb ICICIPRULI was trading at 582.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ICICIPRULI was trading at 590.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.71, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ICICIPRULI was trading at 579.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.71, 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 0, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIPRULI was trading at 587.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0
On 7 Feb ICICIPRULI was trading at 600.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.44, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ICICIPRULI was trading at 599.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.37, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ICICIPRULI was trading at 605.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.76, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ICICIPRULI was trading at 606.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.05, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIPRULI was trading at 604.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.67, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIPRULI was trading at 606.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.86, the open interest changed by 0 which decreased total open position to 0
