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[--[65.84.65.76]--]
ICICIPRULI
Icici Pru Life Ins Co Ltd

536.9 -19.89 (-3.57%)

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Historical option data for ICICIPRULI

07 Apr 2025 04:10 PM IST
ICICIPRULI 24APR2025 560 CE
Delta: 0.38
Vega: 0.44
Theta: -0.61
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Apr 536.90 12.4 -4 43.00 506 43 254
4 Apr 556.80 16.1 -4.9 31.40 428 47 210
3 Apr 562.85 21 -1.3 30.88 280 53 165
2 Apr 563.35 22.5 -2.05 34.36 228 61 111
1 Apr 569.05 24.8 2.45 29.18 191 11 53
28 Mar 564.35 22.8 -21.05 28.94 125 16 42
27 Mar 591.40 43.75 6.85 35.72 11 6 28
26 Mar 588.75 36.9 -7.2 22.42 20 15 22
25 Mar 592.25 43.9 -1.55 31.65 4 1 5
24 Mar 596.85 45.45 11.45 21.07 3 0 4
21 Mar 581.40 34 0 0.00 0 -3 0
20 Mar 578.20 34 10.2 27.74 9 -3 4
19 Mar 563.00 23.8 -49.75 26.13 11 8 8
17 Mar 548.65 73.55 0 1.04 0 0 0
12 Mar 544.90 73.55 0 1.39 0 0 0
11 Mar 546.15 73.55 0 0.96 0 0 0
10 Mar 544.65 73.55 0 1.69 0 0 0
7 Mar 549.55 73.55 0 0.46 0 0 0
6 Mar 550.15 73.55 0 0.52 0 0 0
5 Mar 550.05 73.55 0 0.40 0 0 0
4 Mar 547.75 73.55 0 0.57 0 0 0
3 Mar 554.25 73.55 0 - 0 0 0
28 Feb 551.60 73.55 0 0.03 0 0 0
27 Feb 559.75 73.55 0 - 0 0 0
26 Feb 567.30 73.55 0 - 0 0 0
25 Feb 566.70 73.55 0 - 0 0 0
24 Feb 566.40 73.55 0 - 0 0 0
21 Feb 574.00 73.55 0 - 0 0 0
20 Feb 574.80 0 0 - 0 0 0
19 Feb 576.00 0 0 - 0 0 0
18 Feb 573.20 0 0 - 0 0 0
17 Feb 575.20 0 0 - 0 0 0
14 Feb 582.45 0 0 - 0 0 0
13 Feb 590.85 0 0 - 0 0 0
12 Feb 579.80 0 0 - 0 0 0
11 Feb 574.80 0 0 - 0 0 0
10 Feb 587.85 0 0 - 0 0 0
7 Feb 600.05 0 0 - 0 0 0
6 Feb 599.95 0 0 - 0 0 0
5 Feb 605.25 0 0 - 0 0 0
4 Feb 606.95 0 0 - 0 0 0
3 Feb 604.65 0 0 - 0 0 0
1 Feb 606.00 0 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 560 expiring on 24APR2025

Delta for 560 CE is 0.38

Historical price for 560 CE is as follows

On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 12.4, which was -4 lower than the previous day. The implied volatity was 43.00, the open interest changed by 43 which increased total open position to 254


On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 16.1, which was -4.9 lower than the previous day. The implied volatity was 31.40, the open interest changed by 47 which increased total open position to 210


On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 21, which was -1.3 lower than the previous day. The implied volatity was 30.88, the open interest changed by 53 which increased total open position to 165


On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 22.5, which was -2.05 lower than the previous day. The implied volatity was 34.36, the open interest changed by 61 which increased total open position to 111


On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 24.8, which was 2.45 higher than the previous day. The implied volatity was 29.18, the open interest changed by 11 which increased total open position to 53


On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 22.8, which was -21.05 lower than the previous day. The implied volatity was 28.94, the open interest changed by 16 which increased total open position to 42


On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 43.75, which was 6.85 higher than the previous day. The implied volatity was 35.72, the open interest changed by 6 which increased total open position to 28


On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 36.9, which was -7.2 lower than the previous day. The implied volatity was 22.42, the open interest changed by 15 which increased total open position to 22


On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 43.9, which was -1.55 lower than the previous day. The implied volatity was 31.65, the open interest changed by 1 which increased total open position to 5


On 24 Mar ICICIPRULI was trading at 596.85. The strike last trading price was 45.45, which was 11.45 higher than the previous day. The implied volatity was 21.07, the open interest changed by 0 which decreased total open position to 4


On 21 Mar ICICIPRULI was trading at 581.40. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 34, which was 10.2 higher than the previous day. The implied volatity was 27.74, the open interest changed by -3 which decreased total open position to 4


On 19 Mar ICICIPRULI was trading at 563.00. The strike last trading price was 23.8, which was -49.75 lower than the previous day. The implied volatity was 26.13, the open interest changed by 8 which increased total open position to 8


On 17 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 73.55, which was 0 lower than the previous day. The implied volatity was 1.04, 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 73.55, which was 0 lower than the previous day. The implied volatity was 1.39, 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 73.55, which was 0 lower than the previous day. The implied volatity was 0.96, 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 73.55, which was 0 lower than the previous day. The implied volatity was 1.69, 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 73.55, which was 0 lower than the previous day. The implied volatity was 0.46, 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 73.55, which was 0 lower than the previous day. The implied volatity was 0.52, 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 73.55, which was 0 lower than the previous day. The implied volatity was 0.40, 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 73.55, which was 0 lower than the previous day. The implied volatity was 0.57, 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 73.55, 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 73.55, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0


On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 73.55, 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 73.55, 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 73.55, 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 73.55, 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 73.55, 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 20 Feb ICICIPRULI was trading at 574.80. 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 19 Feb ICICIPRULI was trading at 576.00. 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 18 Feb ICICIPRULI was trading at 573.20. 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 17 Feb ICICIPRULI was trading at 575.20. 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 14 Feb ICICIPRULI was trading at 582.45. 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 13 Feb ICICIPRULI was trading at 590.85. 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 12 Feb ICICIPRULI was trading at 579.80. 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 11 Feb ICICIPRULI was trading at 574.80. 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 10 Feb ICICIPRULI was trading at 587.85. 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 7 Feb ICICIPRULI was trading at 600.05. 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 6 Feb ICICIPRULI was trading at 599.95. 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 5 Feb ICICIPRULI was trading at 605.25. 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 4 Feb ICICIPRULI was trading at 606.95. 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 3 Feb ICICIPRULI was trading at 604.65. 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 1 Feb ICICIPRULI was trading at 606.00. 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


ICICIPRULI 24APR2025 560 PE
Delta: -0.61
Vega: 0.45
Theta: -0.53
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Apr 536.90 32.9 13.85 47.73 125 -37 428
4 Apr 556.80 19.65 4.25 37.38 467 82 465
3 Apr 562.85 15 -1.2 35.08 314 28 381
2 Apr 563.35 16 2.35 35.12 673 174 351
1 Apr 569.05 13.3 -3.85 35.00 419 0 181
28 Mar 564.35 16.75 7.45 34.86 762 139 181
27 Mar 591.40 9.3 0.8 35.39 26 -1 38
26 Mar 588.75 8.5 0.7 32.88 80 18 41
25 Mar 592.25 7.85 0.65 32.49 69 19 22
24 Mar 596.85 7.2 -2.75 33.75 1 0 3
21 Mar 581.40 9.95 -2.85 30.04 3 2 2
20 Mar 578.20 12.8 0 4.18 0 0 0
19 Mar 563.00 12.8 0 1.78 0 0 0
17 Mar 548.65 12.8 0 - 0 0 0
12 Mar 544.90 12.8 0 - 0 0 0
11 Mar 546.15 12.8 0 - 0 0 0
10 Mar 544.65 12.8 0 - 0 0 0
7 Mar 549.55 12.8 0 - 0 0 0
6 Mar 550.15 12.8 0 - 0 0 0
5 Mar 550.05 12.8 0 - 0 0 0
4 Mar 547.75 12.8 0 - 0 0 0
3 Mar 554.25 12.8 0 0.62 0 0 0
28 Feb 551.60 12.8 0 - 0 0 0
27 Feb 559.75 12.8 0 0.72 0 0 0
26 Feb 567.30 12.8 0 2.12 0 0 0
25 Feb 566.70 12.8 0 2.12 0 0 0
24 Feb 566.40 12.8 0 2.08 0 0 0
21 Feb 574.00 12.8 0 3.03 0 0 0
20 Feb 574.80 12.8 0 2.96 0 0 0
19 Feb 576.00 12.8 0 2.96 0 0 0
18 Feb 573.20 12.8 0 2.71 0 0 0
17 Feb 575.20 12.8 0 2.99 0 0 0
14 Feb 582.45 12.8 0 3.75 0 0 0
13 Feb 590.85 12.8 0 4.60 0 0 0
12 Feb 579.80 12.8 0 3.56 0 0 0
11 Feb 574.80 12.8 0 2.94 0 0 0
10 Feb 587.85 12.8 0 4.39 0 0 0
7 Feb 600.05 12.8 0 5.46 0 0 0
6 Feb 599.95 12.8 0 5.41 0 0 0
5 Feb 605.25 12.8 0 5.83 0 0 0
4 Feb 606.95 12.8 0 5.37 0 0 0
3 Feb 604.65 0 0 5.76 0 0 0
1 Feb 606.00 0 0 5.98 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 560 expiring on 24APR2025

Delta for 560 PE is -0.61

Historical price for 560 PE is as follows

On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 32.9, which was 13.85 higher than the previous day. The implied volatity was 47.73, the open interest changed by -37 which decreased total open position to 428


On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 19.65, which was 4.25 higher than the previous day. The implied volatity was 37.38, the open interest changed by 82 which increased total open position to 465


On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 15, which was -1.2 lower than the previous day. The implied volatity was 35.08, the open interest changed by 28 which increased total open position to 381


On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 16, which was 2.35 higher than the previous day. The implied volatity was 35.12, the open interest changed by 174 which increased total open position to 351


On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 13.3, which was -3.85 lower than the previous day. The implied volatity was 35.00, the open interest changed by 0 which decreased total open position to 181


On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 16.75, which was 7.45 higher than the previous day. The implied volatity was 34.86, the open interest changed by 139 which increased total open position to 181


On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 9.3, which was 0.8 higher than the previous day. The implied volatity was 35.39, the open interest changed by -1 which decreased total open position to 38


On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 8.5, which was 0.7 higher than the previous day. The implied volatity was 32.88, the open interest changed by 18 which increased total open position to 41


On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 7.85, which was 0.65 higher than the previous day. The implied volatity was 32.49, the open interest changed by 19 which increased total open position to 22


On 24 Mar ICICIPRULI was trading at 596.85. The strike last trading price was 7.2, which was -2.75 lower than the previous day. The implied volatity was 33.75, the open interest changed by 0 which decreased total open position to 3


On 21 Mar ICICIPRULI was trading at 581.40. The strike last trading price was 9.95, which was -2.85 lower than the previous day. The implied volatity was 30.04, the open interest changed by 2 which increased total open position to 2


On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0


On 19 Mar ICICIPRULI was trading at 563.00. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 1.78, 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 12.8, 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 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 12.8, 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 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 12.8, 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 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 12.8, 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 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 12.8, 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 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 12.8, 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 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 12.8, 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 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 12.8, 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 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 0.62, 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 12.8, 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 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 0.72, 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 12.8, which was 0 lower than the previous day. The implied volatity was 2.12, 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 12.8, which was 0 lower than the previous day. The implied volatity was 2.12, 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 12.8, which was 0 lower than the previous day. The implied volatity was 2.08, 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 12.8, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0


On 20 Feb ICICIPRULI was trading at 574.80. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 2.96, 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 12.8, which was 0 lower than the previous day. The implied volatity was 2.96, 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 12.8, which was 0 lower than the previous day. The implied volatity was 2.71, 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 12.8, which was 0 lower than the previous day. The implied volatity was 2.99, 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 12.8, which was 0 lower than the previous day. The implied volatity was 3.75, 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 12.8, which was 0 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0


On 12 Feb ICICIPRULI was trading at 579.80. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 3.56, 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 12.8, which was 0 lower than the previous day. The implied volatity was 2.94, 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 12.8, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0


On 7 Feb ICICIPRULI was trading at 600.05. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0


On 6 Feb ICICIPRULI was trading at 599.95. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0


On 5 Feb ICICIPRULI was trading at 605.25. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 5.83, the open interest changed by 0 which decreased total open position to 0


On 4 Feb ICICIPRULI was trading at 606.95. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0


On 3 Feb ICICIPRULI was trading at 604.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0


On 1 Feb ICICIPRULI was trading at 606.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0