ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 555 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.51
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 18.6 | -4.85 | 31.37 | 69 | -4 | 43 | |||
| 3 Apr | 562.85 | 23.25 | -1.95 | 29.56 | 73 | 12 | 46 | |||
| 2 Apr | 563.35 | 25.15 | -2.45 | 34.08 | 85 | 10 | 36 | |||
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| 1 Apr | 569.05 | 27.85 | -17.15 | 28.85 | 59 | 25 | 25 | |||
| 28 Mar | 564.35 | 45 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 555 expiring on 24APR2025
Delta for 555 CE is 0.56
Historical price for 555 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 18.6, which was -4.85 lower than the previous day. The implied volatity was 31.37, the open interest changed by -4 which decreased total open position to 43
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 23.25, which was -1.95 lower than the previous day. The implied volatity was 29.56, the open interest changed by 12 which increased total open position to 46
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 25.15, which was -2.45 lower than the previous day. The implied volatity was 34.08, the open interest changed by 10 which increased total open position to 36
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 27.85, which was -17.15 lower than the previous day. The implied volatity was 28.85, the open interest changed by 25 which increased total open position to 25
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 45, 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 555 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.51
Theta: -0.40
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 16.85 | 3.5 | 36.78 | 181 | 34 | 77 |
| 3 Apr | 562.85 | 12.9 | -1.05 | 35.12 | 112 | 1 | 41 |
| 2 Apr | 563.35 | 13.95 | 2.3 | 35.38 | 115 | 21 | 40 |
| 1 Apr | 569.05 | 11.25 | 5.7 | 34.70 | 116 | 19 | 19 |
| 28 Mar | 564.35 | 5.55 | 0 | 2.93 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 555 expiring on 24APR2025
Delta for 555 PE is -0.45
Historical price for 555 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 16.85, which was 3.5 higher than the previous day. The implied volatity was 36.78, the open interest changed by 34 which increased total open position to 77
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 12.9, which was -1.05 lower than the previous day. The implied volatity was 35.12, the open interest changed by 1 which increased total open position to 41
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 13.95, which was 2.3 higher than the previous day. The implied volatity was 35.38, the open interest changed by 21 which increased total open position to 40
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 11.25, which was 5.7 higher than the previous day. The implied volatity was 34.70, the open interest changed by 19 which increased total open position to 19
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
