`
Related Pages for ICICIPRULI
[--[65.84.65.76]--]
ICICIPRULI
Icici Pru Life Ins Co Ltd
556.8 -6.05 (-1.07%)

Back to Option Chain

Historical option data for ICICIPRULI

04 Apr 2025 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ICICIPRULI 24APR2025 575 CE
Delta: 0.37
Vega: 0.49
Theta: -0.44
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
4 Apr 556.80 10.05 -3.6 31.54 89 1 92
3 Apr 562.85 13.8 -1.15 31.16 165 -4 90
2 Apr 563.35 15.2 -1.25 34.06 258 -31 94
1 Apr 569.05 16.8 1.6 29.63 428 63 124
28 Mar 564.35 15.4 -15.35 29.10 243 61 61

For Icici Pru Life Ins Co Ltd - strike price 575 expiring on 24APR2025

Delta for 575 CE is 0.37

Historical price for 575 CE is as follows

On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 10.05, which was -3.6 lower than the previous day. The implied volatity was 31.54, the open interest changed by 1 which increased total open position to 92


On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 13.8, which was -1.15 lower than the previous day. The implied volatity was 31.16, the open interest changed by -4 which decreased total open position to 90


On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 15.2, which was -1.25 lower than the previous day. The implied volatity was 34.06, the open interest changed by -31 which decreased total open position to 94


On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 16.8, which was 1.6 higher than the previous day. The implied volatity was 29.63, the open interest changed by 63 which increased total open position to 124


On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 15.4, which was -15.35 lower than the previous day. The implied volatity was 29.10, the open interest changed by 61 which increased total open position to 61


ICICIPRULI 24APR2025 575 PE
Delta: -0.60
Vega: 0.50
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
4 Apr 556.80 28.5 5.35 37.76 12 -2 149
3 Apr 562.85 22.65 -0.85 35.15 84 21 149
2 Apr 563.35 23.55 2.85 34.71 170 15 130
1 Apr 569.05 20.15 -4.85 34.98 390 58 115
28 Mar 564.35 24.05 12.8 34.55 369 57 57

For Icici Pru Life Ins Co Ltd - strike price 575 expiring on 24APR2025

Delta for 575 PE is -0.60

Historical price for 575 PE is as follows

On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 28.5, which was 5.35 higher than the previous day. The implied volatity was 37.76, the open interest changed by -2 which decreased total open position to 149


On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 22.65, which was -0.85 lower than the previous day. The implied volatity was 35.15, the open interest changed by 21 which increased total open position to 149


On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 23.55, which was 2.85 higher than the previous day. The implied volatity was 34.71, the open interest changed by 15 which increased total open position to 130


On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 20.15, which was -4.85 lower than the previous day. The implied volatity was 34.98, the open interest changed by 58 which increased total open position to 115


On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 24.05, which was 12.8 higher than the previous day. The implied volatity was 34.55, the open interest changed by 57 which increased total open position to 57