ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 565 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.52
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 13.75 | -4.65 | 31.25 | 180 | 32 | 94 | |||
| 3 Apr | 562.85 | 18.75 | -0.85 | 31.69 | 203 | 24 | 63 | |||
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| 2 Apr | 563.35 | 19.9 | -1.9 | 34.33 | 162 | 0 | 37 | |||
| 1 Apr | 569.05 | 22 | 2 | 29.52 | 223 | 1 | 38 | |||
| 28 Mar | 564.35 | 20.65 | -16.85 | 29.88 | 134 | 37 | 37 | |||
For Icici Pru Life Ins Co Ltd - strike price 565 expiring on 24APR2025
Delta for 565 CE is 0.46
Historical price for 565 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 13.75, which was -4.65 lower than the previous day. The implied volatity was 31.25, the open interest changed by 32 which increased total open position to 94
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 18.75, which was -0.85 lower than the previous day. The implied volatity was 31.69, the open interest changed by 24 which increased total open position to 63
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 19.9, which was -1.9 lower than the previous day. The implied volatity was 34.33, the open interest changed by 0 which decreased total open position to 37
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 22, which was 2 higher than the previous day. The implied volatity was 29.52, the open interest changed by 1 which increased total open position to 38
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 20.65, which was -16.85 lower than the previous day. The implied volatity was 29.88, the open interest changed by 37 which increased total open position to 37
| ICICIPRULI 24APR2025 565 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.52
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 22.35 | 4.65 | 37.40 | 88 | 12 | 66 |
| 3 Apr | 562.85 | 17.45 | -1 | 35.30 | 170 | 16 | 55 |
| 2 Apr | 563.35 | 18.3 | 2.25 | 34.96 | 123 | -1 | 40 |
| 1 Apr | 569.05 | 15.1 | -4.3 | 34.48 | 285 | 3 | 41 |
| 28 Mar | 564.35 | 19.3 | 11.25 | 35.25 | 307 | 38 | 38 |
For Icici Pru Life Ins Co Ltd - strike price 565 expiring on 24APR2025
Delta for 565 PE is -0.53
Historical price for 565 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 22.35, which was 4.65 higher than the previous day. The implied volatity was 37.40, the open interest changed by 12 which increased total open position to 66
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 17.45, which was -1 lower than the previous day. The implied volatity was 35.30, the open interest changed by 16 which increased total open position to 55
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 18.3, which was 2.25 higher than the previous day. The implied volatity was 34.96, the open interest changed by -1 which decreased total open position to 40
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 15.1, which was -4.3 lower than the previous day. The implied volatity was 34.48, the open interest changed by 3 which increased total open position to 41
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 19.3, which was 11.25 higher than the previous day. The implied volatity was 35.25, the open interest changed by 38 which increased total open position to 38
