ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 545 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.48
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 4 Apr | 556.80 | 24.6 | -5.4 | 31.89 | 8 | -1 | 15 | |||
| 3 Apr | 562.85 | 30 | -1.55 | 29.88 | 35 | 2 | 16 | |||
| 2 Apr | 563.35 | 31.75 | -2.35 | 34.86 | 16 | -1 | 14 | |||
| 1 Apr | 569.05 | 34.1 | 3.05 | 26.78 | 6 | 4 | 15 | |||
| 28 Mar | 564.35 | 31.25 | -21.8 | 26.92 | 33 | 11 | 11 | |||
For Icici Pru Life Ins Co Ltd - strike price 545 expiring on 24APR2025
Delta for 545 CE is 0.65
Historical price for 545 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 24.6, which was -5.4 lower than the previous day. The implied volatity was 31.89, the open interest changed by -1 which decreased total open position to 15
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 30, which was -1.55 lower than the previous day. The implied volatity was 29.88, the open interest changed by 2 which increased total open position to 16
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 31.75, which was -2.35 lower than the previous day. The implied volatity was 34.86, the open interest changed by -1 which decreased total open position to 14
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 34.1, which was 3.05 higher than the previous day. The implied volatity was 26.78, the open interest changed by 4 which increased total open position to 15
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 31.25, which was -21.8 lower than the previous day. The implied volatity was 26.92, the open interest changed by 11 which increased total open position to 11
| ICICIPRULI 24APR2025 545 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.49
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 12.6 | 2.8 | 36.99 | 72 | -9 | 80 |
| 3 Apr | 562.85 | 9.45 | -1.15 | 35.50 | 116 | 17 | 88 |
| 2 Apr | 563.35 | 10.55 | 1.95 | 36.15 | 109 | 12 | 73 |
| 1 Apr | 569.05 | 8.6 | -2.75 | 35.90 | 119 | 20 | 60 |
| 28 Mar | 564.35 | 11.2 | 7.5 | 35.38 | 148 | 40 | 40 |
For Icici Pru Life Ins Co Ltd - strike price 545 expiring on 24APR2025
Delta for 545 PE is -0.36
Historical price for 545 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 12.6, which was 2.8 higher than the previous day. The implied volatity was 36.99, the open interest changed by -9 which decreased total open position to 80
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 9.45, which was -1.15 lower than the previous day. The implied volatity was 35.50, the open interest changed by 17 which increased total open position to 88
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 10.55, which was 1.95 higher than the previous day. The implied volatity was 36.15, the open interest changed by 12 which increased total open position to 73
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 8.6, which was -2.75 lower than the previous day. The implied volatity was 35.90, the open interest changed by 20 which increased total open position to 60
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 11.2, which was 7.5 higher than the previous day. The implied volatity was 35.38, the open interest changed by 40 which increased total open position to 40
