ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
13 Mar 2025 04:10 PM IST
| ICICIPRULI 27MAR2025 540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.42
Theta: -0.40
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 536.60 | 8.3 | -7 | 22.01 | 684 | 42 | 285 | |||
| 12 Mar | 544.90 | 15.05 | -1.7 | 25.29 | 954 | 82 | 243 | |||
| 11 Mar | 546.15 | 17.35 | 0.3 | 28.35 | 484 | 27 | 162 | |||
| 10 Mar | 544.65 | 15.7 | -4.55 | 28.68 | 430 | 83 | 125 | |||
| 7 Mar | 549.55 | 19.85 | -2.55 | 25.17 | 208 | -3 | 42 | |||
| 6 Mar | 550.15 | 22.45 | -0.5 | 29.51 | 34 | -1 | 39 | |||
| 5 Mar | 550.05 | 23.4 | 1.05 | 27.45 | 172 | 1 | 38 | |||
| 4 Mar | 547.75 | 22.65 | -4.4 | 28.85 | 145 | 0 | 38 | |||
| 3 Mar | 554.25 | 27.3 | 1.95 | 28.19 | 115 | 30 | 37 | |||
| 28 Feb | 551.60 | 25.25 | -115.55 | 31.13 | 28 | 4 | 4 | |||
| 27 Feb | 559.75 | 140.8 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 567.30 | 140.8 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 566.70 | 140.8 | 0 | - | 0 | 0 | 0 | |||
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| 24 Feb | 566.40 | 140.8 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 574.00 | 140.8 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 573.20 | 140.8 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 574.80 | 140.8 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 587.85 | 140.8 | 0 | - | 0 | 0 | 0 | |||
| 30 Jan | 611.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 606.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 600.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 589.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Jan | 590.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 594.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 635.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 633.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Jan | 636.45 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 540 expiring on 27MAR2025
Delta for 540 CE is 0.48
Historical price for 540 CE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 8.3, which was -7 lower than the previous day. The implied volatity was 22.01, the open interest changed by 42 which increased total open position to 285
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 15.05, which was -1.7 lower than the previous day. The implied volatity was 25.29, the open interest changed by 82 which increased total open position to 243
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 17.35, which was 0.3 higher than the previous day. The implied volatity was 28.35, the open interest changed by 27 which increased total open position to 162
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 15.7, which was -4.55 lower than the previous day. The implied volatity was 28.68, the open interest changed by 83 which increased total open position to 125
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 19.85, which was -2.55 lower than the previous day. The implied volatity was 25.17, the open interest changed by -3 which decreased total open position to 42
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 22.45, which was -0.5 lower than the previous day. The implied volatity was 29.51, the open interest changed by -1 which decreased total open position to 39
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 23.4, which was 1.05 higher than the previous day. The implied volatity was 27.45, the open interest changed by 1 which increased total open position to 38
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 22.65, which was -4.4 lower than the previous day. The implied volatity was 28.85, the open interest changed by 0 which decreased total open position to 38
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 27.3, which was 1.95 higher than the previous day. The implied volatity was 28.19, the open interest changed by 30 which increased total open position to 37
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 25.25, which was -115.55 lower than the previous day. The implied volatity was 31.13, the open interest changed by 4 which increased total open position to 4
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 140.8, 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 140.8, 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 140.8, 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 140.8, 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 140.8, 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 140.8, 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 140.8, 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 140.8, 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 30 Jan ICICIPRULI was trading at 611.40. 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 29 Jan ICICIPRULI was trading at 606.80. 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 28 Jan ICICIPRULI was trading at 600.30. 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 27 Jan ICICIPRULI was trading at 589.05. 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 24 Jan ICICIPRULI was trading at 590.50. 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 23 Jan ICICIPRULI was trading at 594.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan ICICIPRULI was trading at 635.55. The strike last trading price was 0, which was 0.00 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 15 Jan ICICIPRULI was trading at 633.05. The strike last trading price was 0, which was 0.00 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 13 Jan ICICIPRULI was trading at 636.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 27MAR2025 540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.42
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 536.60 | 12.1 | 3 | 26.48 | 666 | 19 | 184 |
| 12 Mar | 544.90 | 9.4 | 0.75 | 28.97 | 465 | 6 | 165 |
| 11 Mar | 546.15 | 8.7 | -1.55 | 27.35 | 561 | 26 | 161 |
| 10 Mar | 544.65 | 10.35 | 1.15 | 26.85 | 412 | 20 | 141 |
| 7 Mar | 549.55 | 9.45 | -0.05 | 29.17 | 386 | -10 | 121 |
| 6 Mar | 550.15 | 9.55 | -0.45 | 28.89 | 215 | 2 | 139 |
| 5 Mar | 550.05 | 9.7 | -1.9 | 30.28 | 403 | -7 | 137 |
| 4 Mar | 547.75 | 11.45 | 1.35 | 31.15 | 467 | -16 | 145 |
| 3 Mar | 554.25 | 10.5 | -1.45 | 33.32 | 356 | 20 | 161 |
| 28 Feb | 551.60 | 12.3 | 3.3 | 31.33 | 275 | 49 | 138 |
| 27 Feb | 559.75 | 9.3 | 1.55 | 29.15 | 107 | 54 | 89 |
| 26 Feb | 567.30 | 7.9 | -4.6 | 31.51 | 66 | 34 | 34 |
| 25 Feb | 566.70 | 7.9 | -4.6 | 31.51 | 66 | 33 | 34 |
| 24 Feb | 566.40 | 12.5 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 574.00 | 12.5 | 5.05 | 41.10 | 2 | 1 | 2 |
| 18 Feb | 573.20 | 7.45 | 4.5 | 29.65 | 1 | 0 | 0 |
| 11 Feb | 574.80 | 2.95 | 0 | 6.24 | 0 | 0 | 0 |
| 10 Feb | 587.85 | 2.95 | 0 | 7.75 | 0 | 0 | 0 |
| 30 Jan | 611.40 | 0 | 0 | 9.77 | 0 | 0 | 0 |
| 29 Jan | 606.80 | 0 | 0 | 9.27 | 0 | 0 | 0 |
| 28 Jan | 600.30 | 0 | 0 | 8.56 | 0 | 0 | 0 |
| 27 Jan | 589.05 | 0 | 0 | 6.78 | 0 | 0 | 0 |
| 24 Jan | 590.50 | 0 | 0 | 6.79 | 0 | 0 | 0 |
| 23 Jan | 594.70 | 0 | 0.00 | 7.30 | 0 | 0 | 0 |
| 21 Jan | 635.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 633.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 636.45 | 0 | 0.00 | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 540 expiring on 27MAR2025
Delta for 540 PE is -0.52
Historical price for 540 PE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 12.1, which was 3 higher than the previous day. The implied volatity was 26.48, the open interest changed by 19 which increased total open position to 184
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 9.4, which was 0.75 higher than the previous day. The implied volatity was 28.97, the open interest changed by 6 which increased total open position to 165
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 8.7, which was -1.55 lower than the previous day. The implied volatity was 27.35, the open interest changed by 26 which increased total open position to 161
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 10.35, which was 1.15 higher than the previous day. The implied volatity was 26.85, the open interest changed by 20 which increased total open position to 141
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 9.45, which was -0.05 lower than the previous day. The implied volatity was 29.17, the open interest changed by -10 which decreased total open position to 121
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was 28.89, the open interest changed by 2 which increased total open position to 139
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 9.7, which was -1.9 lower than the previous day. The implied volatity was 30.28, the open interest changed by -7 which decreased total open position to 137
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 11.45, which was 1.35 higher than the previous day. The implied volatity was 31.15, the open interest changed by -16 which decreased total open position to 145
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 10.5, which was -1.45 lower than the previous day. The implied volatity was 33.32, the open interest changed by 20 which increased total open position to 161
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 12.3, which was 3.3 higher than the previous day. The implied volatity was 31.33, the open interest changed by 49 which increased total open position to 138
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 9.3, which was 1.55 higher than the previous day. The implied volatity was 29.15, the open interest changed by 54 which increased total open position to 89
On 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 7.9, which was -4.6 lower than the previous day. The implied volatity was 31.51, the open interest changed by 34 which increased total open position to 34
On 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 7.9, which was -4.6 lower than the previous day. The implied volatity was 31.51, the open interest changed by 33 which increased total open position to 34
On 24 Feb ICICIPRULI was trading at 566.40. The strike last trading price was 12.5, 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 21 Feb ICICIPRULI was trading at 574.00. The strike last trading price was 12.5, which was 5.05 higher than the previous day. The implied volatity was 41.10, the open interest changed by 1 which increased total open position to 2
On 18 Feb ICICIPRULI was trading at 573.20. The strike last trading price was 7.45, which was 4.5 higher than the previous day. The implied volatity was 29.65, 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 2.95, which was 0 lower than the previous day. The implied volatity was 6.24, 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 2.95, which was 0 lower than the previous day. The implied volatity was 7.75, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ICICIPRULI was trading at 611.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.77, the open interest changed by 0 which decreased total open position to 0
On 29 Jan ICICIPRULI was trading at 606.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.27, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ICICIPRULI was trading at 600.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.56, the open interest changed by 0 which decreased total open position to 0
On 27 Jan ICICIPRULI was trading at 589.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.78, the open interest changed by 0 which decreased total open position to 0
On 24 Jan ICICIPRULI was trading at 590.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.79, the open interest changed by 0 which decreased total open position to 0
On 23 Jan ICICIPRULI was trading at 594.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.30, the open interest changed by 0 which decreased total open position to 0
On 21 Jan ICICIPRULI was trading at 635.55. The strike last trading price was 0, which was 0.00 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 15 Jan ICICIPRULI was trading at 633.05. The strike last trading price was 0, which was 0.00 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 13 Jan ICICIPRULI was trading at 636.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
