ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
13 Mar 2025 04:10 PM IST
| ICICIPRULI 27MAR2025 570 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.21
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 536.60 | 1.45 | -1.95 | 24.36 | 411 | 15 | 613 | |||
| 12 Mar | 544.90 | 3.4 | -0.75 | 25.11 | 555 | 32 | 598 | |||
| 11 Mar | 546.15 | 4.7 | 0 | 27.32 | 958 | 278 | 559 | |||
| 10 Mar | 544.65 | 4.4 | -2.05 | 28.15 | 574 | 47 | 271 | |||
| 7 Mar | 549.55 | 6.4 | -1.4 | 25.68 | 689 | -3 | 224 | |||
| 6 Mar | 550.15 | 7.75 | -0.8 | 27.71 | 688 | 23 | 223 | |||
| 5 Mar | 550.05 | 8.4 | -0.05 | 26.66 | 917 | 68 | 204 | |||
| 4 Mar | 547.75 | 8.75 | -2.25 | 28.60 | 560 | 17 | 135 | |||
| 3 Mar | 554.25 | 11.2 | 0.8 | 27.65 | 370 | -17 | 117 | |||
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| 28 Feb | 551.60 | 10.15 | -4.7 | 28.85 | 465 | 14 | 136 | |||
| 27 Feb | 559.75 | 14.75 | -4.25 | 30.94 | 310 | 104 | 122 | |||
| 26 Feb | 567.30 | 18.8 | -0.85 | 27.49 | 22 | 17 | 17 | |||
| 25 Feb | 566.70 | 18.8 | -0.85 | 27.49 | 22 | 16 | 17 | |||
| 24 Feb | 566.40 | 19.65 | -39.3 | 29.10 | 1 | 0 | 0 | |||
| 21 Feb | 574.00 | 58.95 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 574.80 | 58.95 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 573.20 | 58.95 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 575.20 | 58.95 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 590.85 | 58.95 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 574.80 | 58.95 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 587.85 | 58.95 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 605.25 | 58.95 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 606.95 | 58.95 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 604.65 | 58.95 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 570 expiring on 27MAR2025
Delta for 570 CE is 0.12
Historical price for 570 CE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 1.45, which was -1.95 lower than the previous day. The implied volatity was 24.36, the open interest changed by 15 which increased total open position to 613
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 3.4, which was -0.75 lower than the previous day. The implied volatity was 25.11, the open interest changed by 32 which increased total open position to 598
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 27.32, the open interest changed by 278 which increased total open position to 559
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 4.4, which was -2.05 lower than the previous day. The implied volatity was 28.15, the open interest changed by 47 which increased total open position to 271
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 6.4, which was -1.4 lower than the previous day. The implied volatity was 25.68, the open interest changed by -3 which decreased total open position to 224
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 7.75, which was -0.8 lower than the previous day. The implied volatity was 27.71, the open interest changed by 23 which increased total open position to 223
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 8.4, which was -0.05 lower than the previous day. The implied volatity was 26.66, the open interest changed by 68 which increased total open position to 204
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 8.75, which was -2.25 lower than the previous day. The implied volatity was 28.60, the open interest changed by 17 which increased total open position to 135
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 11.2, which was 0.8 higher than the previous day. The implied volatity was 27.65, the open interest changed by -17 which decreased total open position to 117
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 10.15, which was -4.7 lower than the previous day. The implied volatity was 28.85, the open interest changed by 14 which increased total open position to 136
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 14.75, which was -4.25 lower than the previous day. The implied volatity was 30.94, the open interest changed by 104 which increased total open position to 122
On 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 18.8, which was -0.85 lower than the previous day. The implied volatity was 27.49, the open interest changed by 17 which increased total open position to 17
On 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 18.8, which was -0.85 lower than the previous day. The implied volatity was 27.49, the open interest changed by 16 which increased total open position to 17
On 24 Feb ICICIPRULI was trading at 566.40. The strike last trading price was 19.65, which was -39.3 lower than the previous day. The implied volatity was 29.10, 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 58.95, 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 58.95, 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 58.95, 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 58.95, 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 58.95, 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 58.95, 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 58.95, 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 58.95, 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 58.95, 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 58.95, 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 570 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.22
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 536.60 | 33.5 | 2.8 | 25.45 | 17 | -4 | 97 |
| 12 Mar | 544.90 | 30.7 | 4.65 | 37.85 | 16 | -2 | 102 |
| 11 Mar | 546.15 | 25.65 | -1.85 | 25.36 | 35 | 0 | 105 |
| 10 Mar | 544.65 | 27.5 | 2.25 | 21.31 | 68 | 5 | 111 |
| 7 Mar | 549.55 | 25.75 | 0.25 | 29.60 | 95 | 10 | 106 |
| 6 Mar | 550.15 | 25.5 | 0.25 | 28.79 | 9 | 0 | 95 |
| 5 Mar | 550.05 | 24.95 | -2.55 | 30.24 | 214 | -22 | 94 |
| 4 Mar | 547.75 | 27.05 | 3 | 30.33 | 338 | 70 | 116 |
| 3 Mar | 554.25 | 23.75 | -3.25 | 31.49 | 130 | -5 | 46 |
| 28 Feb | 551.60 | 27.1 | 4.55 | 28.31 | 113 | 24 | 51 |
| 27 Feb | 559.75 | 22.9 | 4.2 | 28.56 | 36 | 24 | 27 |
| 26 Feb | 567.30 | 18.7 | -0.05 | 30.37 | 1 | 1 | 2 |
| 25 Feb | 566.70 | 18.7 | -0.05 | 30.37 | 1 | 0 | 2 |
| 24 Feb | 566.40 | 18.75 | 7.55 | 29.29 | 2 | 0 | 0 |
| 21 Feb | 574.00 | 11.2 | 0 | 1.58 | 0 | 0 | 0 |
| 20 Feb | 574.80 | 11.2 | 0 | 1.83 | 0 | 0 | 0 |
| 18 Feb | 573.20 | 11.2 | 0 | 1.17 | 0 | 0 | 0 |
| 17 Feb | 575.20 | 11.2 | 0 | 1.84 | 0 | 0 | 0 |
| 13 Feb | 590.85 | 11.2 | 0 | 4.25 | 0 | 0 | 0 |
| 11 Feb | 574.80 | 11.2 | 0 | 1.81 | 0 | 0 | 0 |
| 10 Feb | 587.85 | 11.2 | 0 | 3.40 | 0 | 0 | 0 |
| 5 Feb | 605.25 | 11.2 | 0 | 5.41 | 0 | 0 | 0 |
| 4 Feb | 606.95 | 11.2 | 0 | 6.05 | 0 | 0 | 0 |
| 3 Feb | 604.65 | 11.2 | 0 | 5.23 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 570 expiring on 27MAR2025
Delta for 570 PE is -0.87
Historical price for 570 PE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 33.5, which was 2.8 higher than the previous day. The implied volatity was 25.45, the open interest changed by -4 which decreased total open position to 97
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 30.7, which was 4.65 higher than the previous day. The implied volatity was 37.85, the open interest changed by -2 which decreased total open position to 102
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 25.65, which was -1.85 lower than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 105
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 27.5, which was 2.25 higher than the previous day. The implied volatity was 21.31, the open interest changed by 5 which increased total open position to 111
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 25.75, which was 0.25 higher than the previous day. The implied volatity was 29.60, the open interest changed by 10 which increased total open position to 106
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 25.5, which was 0.25 higher than the previous day. The implied volatity was 28.79, the open interest changed by 0 which decreased total open position to 95
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 24.95, which was -2.55 lower than the previous day. The implied volatity was 30.24, the open interest changed by -22 which decreased total open position to 94
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 27.05, which was 3 higher than the previous day. The implied volatity was 30.33, the open interest changed by 70 which increased total open position to 116
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 23.75, which was -3.25 lower than the previous day. The implied volatity was 31.49, the open interest changed by -5 which decreased total open position to 46
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 27.1, which was 4.55 higher than the previous day. The implied volatity was 28.31, the open interest changed by 24 which increased total open position to 51
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 22.9, which was 4.2 higher than the previous day. The implied volatity was 28.56, the open interest changed by 24 which increased total open position to 27
On 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 18.7, which was -0.05 lower than the previous day. The implied volatity was 30.37, the open interest changed by 1 which increased total open position to 2
On 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 18.7, which was -0.05 lower than the previous day. The implied volatity was 30.37, 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 18.75, which was 7.55 higher than the previous day. The implied volatity was 29.29, 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 11.2, which was 0 lower than the previous day. The implied volatity was 1.58, 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 11.2, which was 0 lower than the previous day. The implied volatity was 1.83, 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 11.2, which was 0 lower than the previous day. The implied volatity was 1.17, 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 11.2, which was 0 lower than the previous day. The implied volatity was 1.84, 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 11.2, which was 0 lower than the previous day. The implied volatity was 4.25, 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 11.2, which was 0 lower than the previous day. The implied volatity was 1.81, 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 11.2, which was 0 lower than the previous day. The implied volatity was 3.40, 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 11.2, 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 4 Feb ICICIPRULI was trading at 606.95. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 6.05, 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 11.2, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0
