ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.50
Theta: -0.48
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 21.3 | -5.8 | 31.26 | 164 | 11 | 112 | |||
| 3 Apr | 562.85 | 27.45 | -1.05 | 31.66 | 336 | 24 | 120 | |||
| 2 Apr | 563.35 | 28.2 | -2.5 | 34.16 | 100 | 14 | 96 | |||
| 1 Apr | 569.05 | 31.1 | 2.65 | 28.42 | 76 | 28 | 82 | |||
| 28 Mar | 564.35 | 27.35 | -16.5 | 26.06 | 98 | 28 | 54 | |||
| 27 Mar | 591.40 | 43.85 | -4.25 | - | 8 | 6 | 24 | |||
| 26 Mar | 588.75 | 48.1 | -3.25 | 29.93 | 5 | 2 | 17 | |||
| 25 Mar | 592.25 | 50.75 | -5.4 | 29.68 | 2 | 0 | 13 | |||
| 24 Mar | 596.85 | 54.95 | 15.4 | 23.13 | 8 | 2 | 7 | |||
| 21 Mar | 581.40 | 39.55 | -1.3 | 19.98 | 3 | 0 | 4 | |||
| 20 Mar | 578.20 | 40.85 | 16.85 | 27.34 | 3 | 0 | 5 | |||
| 19 Mar | 563.00 | 24 | 1 | 16.26 | 1 | 0 | 4 | |||
| 18 Mar | 552.85 | 23 | 4.5 | 26.42 | 3 | 0 | 5 | |||
| 17 Mar | 548.65 | 19.5 | 1 | 0.00 | 0 | 5 | 0 | |||
| 13 Mar | 536.60 | 19.5 | -15.65 | 31.70 | 6 | 3 | 3 | |||
| 12 Mar | 544.90 | 35.15 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 546.15 | 35.15 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 544.65 | 35.15 | 0 | 0.13 | 0 | 0 | 0 | |||
| 7 Mar | 549.55 | 35.15 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 550.15 | 35.15 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 550.05 | 35.15 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 547.75 | 35.15 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 554.25 | 35.15 | 0 | - | 0 | 0 | 0 | |||
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| 28 Feb | 551.60 | 35.15 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 550 expiring on 24APR2025
Delta for 550 CE is 0.61
Historical price for 550 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 21.3, which was -5.8 lower than the previous day. The implied volatity was 31.26, the open interest changed by 11 which increased total open position to 112
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 27.45, which was -1.05 lower than the previous day. The implied volatity was 31.66, the open interest changed by 24 which increased total open position to 120
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 28.2, which was -2.5 lower than the previous day. The implied volatity was 34.16, the open interest changed by 14 which increased total open position to 96
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 31.1, which was 2.65 higher than the previous day. The implied volatity was 28.42, the open interest changed by 28 which increased total open position to 82
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 27.35, which was -16.5 lower than the previous day. The implied volatity was 26.06, the open interest changed by 28 which increased total open position to 54
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 43.85, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 24
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 48.1, which was -3.25 lower than the previous day. The implied volatity was 29.93, the open interest changed by 2 which increased total open position to 17
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 50.75, which was -5.4 lower than the previous day. The implied volatity was 29.68, the open interest changed by 0 which decreased total open position to 13
On 24 Mar ICICIPRULI was trading at 596.85. The strike last trading price was 54.95, which was 15.4 higher than the previous day. The implied volatity was 23.13, the open interest changed by 2 which increased total open position to 7
On 21 Mar ICICIPRULI was trading at 581.40. The strike last trading price was 39.55, which was -1.3 lower than the previous day. The implied volatity was 19.98, the open interest changed by 0 which decreased total open position to 4
On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 40.85, which was 16.85 higher than the previous day. The implied volatity was 27.34, the open interest changed by 0 which decreased total open position to 5
On 19 Mar ICICIPRULI was trading at 563.00. The strike last trading price was 24, which was 1 higher than the previous day. The implied volatity was 16.26, the open interest changed by 0 which decreased total open position to 4
On 18 Mar ICICIPRULI was trading at 552.85. The strike last trading price was 23, which was 4.5 higher than the previous day. The implied volatity was 26.42, the open interest changed by 0 which decreased total open position to 5
On 17 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 19.5, which was 1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 19.5, which was -15.65 lower than the previous day. The implied volatity was 31.70, the open interest changed by 3 which increased total open position to 3
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 35.15, 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 35.15, 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 35.15, which was 0 lower than the previous day. The implied volatity was 0.13, 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 35.15, 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 35.15, 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 35.15, 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 35.15, 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 35.15, 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 35.15, 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 550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.50
Theta: -0.40
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 14.55 | 3.05 | 36.74 | 182 | -19 | 154 |
| 3 Apr | 562.85 | 10.95 | -1.2 | 35.05 | 198 | 11 | 177 |
| 2 Apr | 563.35 | 12 | 2.05 | 35.45 | 199 | 3 | 166 |
| 1 Apr | 569.05 | 9.6 | -3.05 | 34.79 | 299 | 28 | 163 |
| 28 Mar | 564.35 | 12.6 | 7.3 | 34.71 | 434 | 42 | 135 |
| 27 Mar | 591.40 | 5.6 | -0.85 | 32.82 | 72 | 18 | 94 |
| 26 Mar | 588.75 | 6.35 | 0.4 | 33.56 | 66 | 16 | 75 |
| 25 Mar | 592.25 | 5.9 | 1.1 | 33.29 | 377 | 52 | 58 |
| 24 Mar | 596.85 | 4.8 | -2.55 | 32.96 | 1 | 0 | 5 |
| 21 Mar | 581.40 | 7.35 | -1.65 | 30.43 | 4 | 1 | 5 |
| 20 Mar | 578.20 | 9 | -2 | 31.76 | 1 | 0 | 3 |
| 19 Mar | 563.00 | 11 | -4.7 | 27.90 | 2 | 1 | 2 |
| 18 Mar | 552.85 | 15.7 | -3.7 | 28.25 | 1 | 0 | 0 |
| 17 Mar | 548.65 | 19.4 | 0 | 0.87 | 0 | 0 | 0 |
| 13 Mar | 536.60 | 19.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 544.90 | 19.4 | 0 | 0.29 | 0 | 0 | 0 |
| 11 Mar | 546.15 | 19.4 | 0 | 0.44 | 0 | 0 | 0 |
| 10 Mar | 544.65 | 19.4 | 0 | 0.15 | 0 | 0 | 0 |
| 7 Mar | 549.55 | 19.4 | 0 | 1.03 | 0 | 0 | 0 |
| 6 Mar | 550.15 | 19.4 | 0 | 1.06 | 0 | 0 | 0 |
| 5 Mar | 550.05 | 19.4 | 0 | 1.36 | 0 | 0 | 0 |
| 4 Mar | 547.75 | 19.4 | 0 | 1.01 | 0 | 0 | 0 |
| 3 Mar | 554.25 | 19.4 | 0 | 2.03 | 0 | 0 | 0 |
| 28 Feb | 551.60 | 19.4 | 0 | 1.49 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 550 expiring on 24APR2025
Delta for 550 PE is -0.40
Historical price for 550 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 14.55, which was 3.05 higher than the previous day. The implied volatity was 36.74, the open interest changed by -19 which decreased total open position to 154
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 10.95, which was -1.2 lower than the previous day. The implied volatity was 35.05, the open interest changed by 11 which increased total open position to 177
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 12, which was 2.05 higher than the previous day. The implied volatity was 35.45, the open interest changed by 3 which increased total open position to 166
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 9.6, which was -3.05 lower than the previous day. The implied volatity was 34.79, the open interest changed by 28 which increased total open position to 163
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 12.6, which was 7.3 higher than the previous day. The implied volatity was 34.71, the open interest changed by 42 which increased total open position to 135
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 5.6, which was -0.85 lower than the previous day. The implied volatity was 32.82, the open interest changed by 18 which increased total open position to 94
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 6.35, which was 0.4 higher than the previous day. The implied volatity was 33.56, the open interest changed by 16 which increased total open position to 75
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 5.9, which was 1.1 higher than the previous day. The implied volatity was 33.29, the open interest changed by 52 which increased total open position to 58
On 24 Mar ICICIPRULI was trading at 596.85. The strike last trading price was 4.8, which was -2.55 lower than the previous day. The implied volatity was 32.96, the open interest changed by 0 which decreased total open position to 5
On 21 Mar ICICIPRULI was trading at 581.40. The strike last trading price was 7.35, which was -1.65 lower than the previous day. The implied volatity was 30.43, the open interest changed by 1 which increased total open position to 5
On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 9, which was -2 lower than the previous day. The implied volatity was 31.76, the open interest changed by 0 which decreased total open position to 3
On 19 Mar ICICIPRULI was trading at 563.00. The strike last trading price was 11, which was -4.7 lower than the previous day. The implied volatity was 27.90, the open interest changed by 1 which increased total open position to 2
On 18 Mar ICICIPRULI was trading at 552.85. The strike last trading price was 15.7, which was -3.7 lower than the previous day. The implied volatity was 28.25, 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 19.4, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 19.4, 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 19.4, which was 0 lower than the previous day. The implied volatity was 0.29, 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 19.4, which was 0 lower than the previous day. The implied volatity was 0.44, 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 19.4, which was 0 lower than the previous day. The implied volatity was 0.15, 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 19.4, which was 0 lower than the previous day. The implied volatity was 1.03, 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 19.4, which was 0 lower than the previous day. The implied volatity was 1.06, 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 19.4, which was 0 lower than the previous day. The implied volatity was 1.36, 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 19.4, which was 0 lower than the previous day. The implied volatity was 1.01, 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 19.4, 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 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
