ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
13 Mar 2025 04:10 PM IST
| ICICIPRULI 27MAR2025 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.38
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 536.60 | 4.95 | -5.1 | 23.07 | 1,379 | -157 | 669 | |||
| 12 Mar | 544.90 | 9.9 | -1.4 | 25.39 | 933 | 81 | 826 | |||
| 11 Mar | 546.15 | 11.95 | 0.3 | 28.04 | 1,177 | 55 | 751 | |||
| 10 Mar | 544.65 | 10.8 | -3.65 | 28.46 | 2,055 | 95 | 696 | |||
| 7 Mar | 549.55 | 14.35 | -2.05 | 25.67 | 1,121 | 133 | 601 | |||
| 6 Mar | 550.15 | 16.55 | -0.55 | 28.96 | 863 | 200 | 467 | |||
| 5 Mar | 550.05 | 16 | -0.7 | 24.66 | 820 | -10 | 263 | |||
| 4 Mar | 547.75 | 17.05 | -3.65 | 28.79 | 1,706 | 142 | 272 | |||
| 3 Mar | 554.25 | 20.85 | 1.6 | 27.80 | 1,564 | 81 | 131 | |||
| 28 Feb | 551.60 | 19.65 | -11.35 | 30.86 | 205 | 49 | 49 | |||
| 27 Feb | 559.75 | 31 | 0 | 0.00 | 0 | 2 | 0 | |||
| 26 Feb | 567.30 | 31 | -2 | 28.36 | 2 | 2 | 2 | |||
| 25 Feb | 566.70 | 31 | -2 | 28.36 | 2 | 0 | 2 | |||
| 24 Feb | 566.40 | 33 | -41.15 | 32.43 | 2 | 0 | 0 | |||
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| 21 Feb | 574.00 | 74.15 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 576.00 | 74.15 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 573.20 | 74.15 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 575.20 | 74.15 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 582.45 | 74.15 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 590.85 | 74.15 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 574.80 | 74.15 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 587.85 | 74.15 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 550 expiring on 27MAR2025
Delta for 550 CE is 0.32
Historical price for 550 CE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 4.95, which was -5.1 lower than the previous day. The implied volatity was 23.07, the open interest changed by -157 which decreased total open position to 669
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 9.9, which was -1.4 lower than the previous day. The implied volatity was 25.39, the open interest changed by 81 which increased total open position to 826
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 11.95, which was 0.3 higher than the previous day. The implied volatity was 28.04, the open interest changed by 55 which increased total open position to 751
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 10.8, which was -3.65 lower than the previous day. The implied volatity was 28.46, the open interest changed by 95 which increased total open position to 696
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 14.35, which was -2.05 lower than the previous day. The implied volatity was 25.67, the open interest changed by 133 which increased total open position to 601
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 16.55, which was -0.55 lower than the previous day. The implied volatity was 28.96, the open interest changed by 200 which increased total open position to 467
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 16, which was -0.7 lower than the previous day. The implied volatity was 24.66, the open interest changed by -10 which decreased total open position to 263
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 17.05, which was -3.65 lower than the previous day. The implied volatity was 28.79, the open interest changed by 142 which increased total open position to 272
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 20.85, which was 1.6 higher than the previous day. The implied volatity was 27.80, the open interest changed by 81 which increased total open position to 131
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 19.65, which was -11.35 lower than the previous day. The implied volatity was 30.86, the open interest changed by 49 which increased total open position to 49
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 31, which was -2 lower than the previous day. The implied volatity was 28.36, the open interest changed by 2 which increased total open position to 2
On 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 31, which was -2 lower than the previous day. The implied volatity was 28.36, the open interest changed by 0 which decreased total open position to 2
On 24 Feb ICICIPRULI was trading at 566.40. The strike last trading price was 33, which was -41.15 lower than the previous day. The implied volatity was 32.43, 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 74.15, 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 19 Feb ICICIPRULI was trading at 576.00. The strike last trading price was 74.15, 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 18 Feb ICICIPRULI was trading at 573.20. The strike last trading price was 74.15, 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 17 Feb ICICIPRULI was trading at 575.20. The strike last trading price was 74.15, 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 14 Feb ICICIPRULI was trading at 582.45. The strike last trading price was 74.15, 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 13 Feb ICICIPRULI was trading at 590.85. The strike last trading price was 74.15, 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 Feb ICICIPRULI was trading at 574.80. The strike last trading price was 74.15, 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 Feb ICICIPRULI was trading at 587.85. The strike last trading price was 74.15, 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 27MAR2025 550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.39
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 536.60 | 19.15 | 5.25 | 29.05 | 580 | 10 | 214 |
| 12 Mar | 544.90 | 14.1 | 1.05 | 28.70 | 443 | -20 | 192 |
| 11 Mar | 546.15 | 13.05 | -1.95 | 26.63 | 368 | -48 | 212 |
| 10 Mar | 544.65 | 15.9 | 2.65 | 27.72 | 824 | -24 | 259 |
| 7 Mar | 549.55 | 13.7 | 0.35 | 29.01 | 675 | 0 | 283 |
| 6 Mar | 550.15 | 13.5 | -0.45 | 28.20 | 441 | -12 | 285 |
| 5 Mar | 550.05 | 13.75 | -1.85 | 30.11 | 610 | -26 | 296 |
| 4 Mar | 547.75 | 15.35 | 1.6 | 30.17 | 1,648 | 106 | 322 |
| 3 Mar | 554.25 | 13.9 | -2.15 | 32.36 | 1,466 | 48 | 217 |
| 28 Feb | 551.60 | 16.2 | 3.95 | 29.43 | 450 | -5 | 175 |
| 27 Feb | 559.75 | 12.7 | 1.95 | 28.50 | 205 | 43 | 180 |
| 26 Feb | 567.30 | 11 | -1.6 | 31.51 | 488 | 115 | 132 |
| 25 Feb | 566.70 | 11 | -1.6 | 31.51 | 488 | 110 | 132 |
| 24 Feb | 566.40 | 12.85 | 6.3 | 33.60 | 61 | 13 | 15 |
| 21 Feb | 574.00 | 6.55 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 576.00 | 6.55 | -2.95 | 25.34 | 1 | 0 | 2 |
| 18 Feb | 573.20 | 9.5 | 0 | 0.00 | 0 | 1 | 0 |
| 17 Feb | 575.20 | 9.5 | 0.8 | 29.81 | 1 | 0 | 1 |
| 14 Feb | 582.45 | 8.7 | -0.1 | 30.18 | 3 | 0 | 2 |
| 13 Feb | 590.85 | 8.8 | -6.2 | 32.84 | 2 | 1 | 2 |
| 11 Feb | 574.80 | 15 | 8.4 | 36.08 | 1 | 0 | 0 |
| 10 Feb | 587.85 | 6.6 | 0 | 5.93 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 550 expiring on 27MAR2025
Delta for 550 PE is -0.64
Historical price for 550 PE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 19.15, which was 5.25 higher than the previous day. The implied volatity was 29.05, the open interest changed by 10 which increased total open position to 214
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 14.1, which was 1.05 higher than the previous day. The implied volatity was 28.70, the open interest changed by -20 which decreased total open position to 192
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 13.05, which was -1.95 lower than the previous day. The implied volatity was 26.63, the open interest changed by -48 which decreased total open position to 212
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 15.9, which was 2.65 higher than the previous day. The implied volatity was 27.72, the open interest changed by -24 which decreased total open position to 259
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 13.7, which was 0.35 higher than the previous day. The implied volatity was 29.01, the open interest changed by 0 which decreased total open position to 283
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 13.5, which was -0.45 lower than the previous day. The implied volatity was 28.20, the open interest changed by -12 which decreased total open position to 285
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 13.75, which was -1.85 lower than the previous day. The implied volatity was 30.11, the open interest changed by -26 which decreased total open position to 296
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 15.35, which was 1.6 higher than the previous day. The implied volatity was 30.17, the open interest changed by 106 which increased total open position to 322
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 13.9, which was -2.15 lower than the previous day. The implied volatity was 32.36, the open interest changed by 48 which increased total open position to 217
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 16.2, which was 3.95 higher than the previous day. The implied volatity was 29.43, the open interest changed by -5 which decreased total open position to 175
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 12.7, which was 1.95 higher than the previous day. The implied volatity was 28.50, the open interest changed by 43 which increased total open position to 180
On 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 11, which was -1.6 lower than the previous day. The implied volatity was 31.51, the open interest changed by 115 which increased total open position to 132
On 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 11, which was -1.6 lower than the previous day. The implied volatity was 31.51, the open interest changed by 110 which increased total open position to 132
On 24 Feb ICICIPRULI was trading at 566.40. The strike last trading price was 12.85, which was 6.3 higher than the previous day. The implied volatity was 33.60, the open interest changed by 13 which increased total open position to 15
On 21 Feb ICICIPRULI was trading at 574.00. The strike last trading price was 6.55, 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 19 Feb ICICIPRULI was trading at 576.00. The strike last trading price was 6.55, which was -2.95 lower than the previous day. The implied volatity was 25.34, the open interest changed by 0 which decreased total open position to 2
On 18 Feb ICICIPRULI was trading at 573.20. The strike last trading price was 9.5, 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 17 Feb ICICIPRULI was trading at 575.20. The strike last trading price was 9.5, which was 0.8 higher than the previous day. The implied volatity was 29.81, the open interest changed by 0 which decreased total open position to 1
On 14 Feb ICICIPRULI was trading at 582.45. The strike last trading price was 8.7, which was -0.1 lower than the previous day. The implied volatity was 30.18, the open interest changed by 0 which decreased total open position to 2
On 13 Feb ICICIPRULI was trading at 590.85. The strike last trading price was 8.8, which was -6.2 lower than the previous day. The implied volatity was 32.84, the open interest changed by 1 which increased total open position to 2
On 11 Feb ICICIPRULI was trading at 574.80. The strike last trading price was 15, which was 8.4 higher than the previous day. The implied volatity was 36.08, 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 6.6, 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
