ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 570 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 0.51
Theta: -0.46
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 11.75 | -4.15 | 31.32 | 345 | -7 | 236 | |||
| 3 Apr | 562.85 | 16.25 | -0.9 | 31.59 | 478 | 102 | 249 | |||
| 2 Apr | 563.35 | 17.15 | -1.85 | 33.66 | 432 | 11 | 148 | |||
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| 1 Apr | 569.05 | 19.25 | 1.7 | 29.51 | 526 | 27 | 135 | |||
| 28 Mar | 564.35 | 17.85 | -17.7 | 29.38 | 452 | 83 | 108 | |||
| 27 Mar | 591.40 | 36.1 | 11.05 | 34.15 | 33 | 23 | 23 | |||
| 26 Mar | 588.75 | 25.05 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 592.25 | 25.05 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 596.85 | 25.05 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 581.40 | 25.05 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 578.20 | 25.05 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 563.00 | 25.05 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 548.65 | 25.05 | 0 | 2.70 | 0 | 0 | 0 | |||
| 12 Mar | 544.90 | 25.05 | 0 | 2.95 | 0 | 0 | 0 | |||
| 11 Mar | 546.15 | 25.05 | 0 | 2.51 | 0 | 0 | 0 | |||
| 10 Mar | 544.65 | 25.05 | 0 | 3.15 | 0 | 0 | 0 | |||
| 7 Mar | 549.55 | 25.05 | 0 | 2.01 | 0 | 0 | 0 | |||
| 6 Mar | 550.15 | 25.05 | 0 | 1.88 | 0 | 0 | 0 | |||
| 5 Mar | 550.05 | 25.05 | 0 | 1.86 | 0 | 0 | 0 | |||
| 4 Mar | 547.75 | 25.05 | 0 | 2.26 | 0 | 0 | 0 | |||
| 3 Mar | 554.25 | 25.05 | 0 | 1.30 | 0 | 0 | 0 | |||
| 28 Feb | 551.60 | 25.05 | 0 | 1.43 | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 570 expiring on 24APR2025
Delta for 570 CE is 0.41
Historical price for 570 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 11.75, which was -4.15 lower than the previous day. The implied volatity was 31.32, the open interest changed by -7 which decreased total open position to 236
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 16.25, which was -0.9 lower than the previous day. The implied volatity was 31.59, the open interest changed by 102 which increased total open position to 249
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 17.15, which was -1.85 lower than the previous day. The implied volatity was 33.66, the open interest changed by 11 which increased total open position to 148
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 19.25, which was 1.7 higher than the previous day. The implied volatity was 29.51, the open interest changed by 27 which increased total open position to 135
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 17.85, which was -17.7 lower than the previous day. The implied volatity was 29.38, the open interest changed by 83 which increased total open position to 108
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 36.1, which was 11.05 higher than the previous day. The implied volatity was 34.15, the open interest changed by 23 which increased total open position to 23
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 25.05, 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 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 25.05, 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 Mar ICICIPRULI was trading at 596.85. The strike last trading price was 25.05, 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 Mar ICICIPRULI was trading at 581.40. The strike last trading price was 25.05, 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 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 25.05, 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 Mar ICICIPRULI was trading at 563.00. The strike last trading price was 25.05, 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 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 25.05, which was 0 lower than the previous day. The implied volatity was 2.70, 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 25.05, which was 0 lower than the previous day. The implied volatity was 2.95, 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 25.05, which was 0 lower than the previous day. The implied volatity was 2.51, 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 25.05, which was 0 lower than the previous day. The implied volatity was 3.15, 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 25.05, which was 0 lower than the previous day. The implied volatity was 2.01, 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 25.05, which was 0 lower than the previous day. The implied volatity was 1.88, 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 25.05, which was 0 lower than the previous day. The implied volatity was 1.86, 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 25.05, which was 0 lower than the previous day. The implied volatity was 2.26, 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 25.05, which was 0 lower than the previous day. The implied volatity was 1.30, 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 25.05, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 24APR2025 570 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.51
Theta: -0.38
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 25 | 4.7 | 36.93 | 95 | 2 | 99 |
| 3 Apr | 562.85 | 19.8 | -1.3 | 34.96 | 213 | 12 | 97 |
| 2 Apr | 563.35 | 20.95 | 2.8 | 35.07 | 305 | -11 | 85 |
| 1 Apr | 569.05 | 17.45 | -4.45 | 34.60 | 380 | 22 | 91 |
| 28 Mar | 564.35 | 21.6 | 11.6 | 34.92 | 829 | 43 | 69 |
| 27 Mar | 591.40 | 9.5 | -2.2 | 30.21 | 51 | 4 | 26 |
| 26 Mar | 588.75 | 11.7 | -1.5 | 33.04 | 18 | 7 | 21 |
| 25 Mar | 592.25 | 13.2 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 596.85 | 13.2 | 0 | 0.00 | 0 | 14 | 0 |
| 21 Mar | 581.40 | 13.2 | -15.85 | 29.67 | 19 | 14 | 14 |
| 20 Mar | 578.20 | 29.05 | 0 | 2.51 | 0 | 0 | 0 |
| 19 Mar | 563.00 | 29.05 | 0 | 0.05 | 0 | 0 | 0 |
| 17 Mar | 548.65 | 29.05 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 544.90 | 29.05 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 546.15 | 29.05 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 544.65 | 29.05 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 549.55 | 29.05 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 550.15 | 29.05 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 550.05 | 29.05 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 547.75 | 29.05 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 554.25 | 29.05 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 551.60 | 29.05 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 570 expiring on 24APR2025
Delta for 570 PE is -0.57
Historical price for 570 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 25, which was 4.7 higher than the previous day. The implied volatity was 36.93, the open interest changed by 2 which increased total open position to 99
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 19.8, which was -1.3 lower than the previous day. The implied volatity was 34.96, the open interest changed by 12 which increased total open position to 97
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 20.95, which was 2.8 higher than the previous day. The implied volatity was 35.07, the open interest changed by -11 which decreased total open position to 85
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 17.45, which was -4.45 lower than the previous day. The implied volatity was 34.60, the open interest changed by 22 which increased total open position to 91
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 21.6, which was 11.6 higher than the previous day. The implied volatity was 34.92, the open interest changed by 43 which increased total open position to 69
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 9.5, which was -2.2 lower than the previous day. The implied volatity was 30.21, the open interest changed by 4 which increased total open position to 26
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 11.7, which was -1.5 lower than the previous day. The implied volatity was 33.04, the open interest changed by 7 which increased total open position to 21
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 13.2, 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 24 Mar ICICIPRULI was trading at 596.85. The strike last trading price was 13.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 21 Mar ICICIPRULI was trading at 581.40. The strike last trading price was 13.2, which was -15.85 lower than the previous day. The implied volatity was 29.67, the open interest changed by 14 which increased total open position to 14
On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 29.05, which was 0 lower than the previous day. The implied volatity was 2.51, 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 29.05, which was 0 lower than the previous day. The implied volatity was 0.05, 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 29.05, 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 29.05, 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 29.05, 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 29.05, 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 29.05, 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 29.05, 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 29.05, 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 29.05, 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 29.05, 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 29.05, 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
