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

556.8 -6.05 (-1.07%)

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Historical option data for ICICIPRULI

04 Apr 2025 04:10 PM IST
ICICIPRULI 24APR2025 580 CE
Delta: 0.33
Vega: 0.47
Theta: -0.42
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
4 Apr 556.80 8.5 -3.35 31.64 429 2 230
3 Apr 562.85 11.85 -1.15 31.23 429 11 227
2 Apr 563.35 13.2 -1.05 34.01 386 -2 216
1 Apr 569.05 14.6 1.35 29.77 642 30 219
28 Mar 564.35 13.45 -16.25 29.29 1,114 131 189
27 Mar 591.40 30.25 3.2 34.64 55 5 60
26 Mar 588.75 27.05 -4.55 29.80 24 11 54
25 Mar 592.25 31.6 -1.55 33.42 52 37 43
24 Mar 596.85 33.15 11.4 27.78 34 -5 7
21 Mar 581.40 22 2 25.67 31 12 14
20 Mar 578.20 20 -39.9 25.31 4 1 1
19 Mar 563.00 59.9 0 1.88 0 0 0
17 Mar 548.65 59.9 0 4.19 0 0 0
12 Mar 544.90 59.9 0 4.41 0 0 0
11 Mar 546.15 59.9 0 3.90 0 0 0
10 Mar 544.65 59.9 0 4.62 0 0 0
7 Mar 549.55 59.9 0 3.35 0 0 0
6 Mar 550.15 59.9 0 3.21 0 0 0
5 Mar 550.05 59.9 0 3.24 0 0 0
4 Mar 547.75 59.9 0 3.35 0 0 0
3 Mar 554.25 59.9 0 2.45 0 0 0
28 Feb 551.60 59.9 0 2.87 0 0 0
27 Feb 559.75 59.9 0 1.81 0 0 0
26 Feb 567.30 59.9 0 0.66 0 0 0
25 Feb 566.70 59.9 0 0.66 0 0 0
24 Feb 566.40 59.9 0 0.79 0 0 0
21 Feb 574.00 59.9 0 - 0 0 0
20 Feb 574.80 59.9 0 - 0 0 0
19 Feb 576.00 59.9 0 - 0 0 0
18 Feb 573.20 59.9 0 - 0 0 0
17 Feb 575.20 59.9 0 - 0 0 0
14 Feb 582.45 59.9 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 580 expiring on 24APR2025

Delta for 580 CE is 0.33

Historical price for 580 CE is as follows

On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 8.5, which was -3.35 lower than the previous day. The implied volatity was 31.64, the open interest changed by 2 which increased total open position to 230


On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 11.85, which was -1.15 lower than the previous day. The implied volatity was 31.23, the open interest changed by 11 which increased total open position to 227


On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 13.2, which was -1.05 lower than the previous day. The implied volatity was 34.01, the open interest changed by -2 which decreased total open position to 216


On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 14.6, which was 1.35 higher than the previous day. The implied volatity was 29.77, the open interest changed by 30 which increased total open position to 219


On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 13.45, which was -16.25 lower than the previous day. The implied volatity was 29.29, the open interest changed by 131 which increased total open position to 189


On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 30.25, which was 3.2 higher than the previous day. The implied volatity was 34.64, the open interest changed by 5 which increased total open position to 60


On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 27.05, which was -4.55 lower than the previous day. The implied volatity was 29.80, the open interest changed by 11 which increased total open position to 54


On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 31.6, which was -1.55 lower than the previous day. The implied volatity was 33.42, the open interest changed by 37 which increased total open position to 43


On 24 Mar ICICIPRULI was trading at 596.85. The strike last trading price was 33.15, which was 11.4 higher than the previous day. The implied volatity was 27.78, the open interest changed by -5 which decreased total open position to 7


On 21 Mar ICICIPRULI was trading at 581.40. The strike last trading price was 22, which was 2 higher than the previous day. The implied volatity was 25.67, the open interest changed by 12 which increased total open position to 14


On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 20, which was -39.9 lower than the previous day. The implied volatity was 25.31, the open interest changed by 1 which increased total open position to 1


On 19 Mar ICICIPRULI was trading at 563.00. The strike last trading price was 59.9, 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 17 Mar ICICIPRULI was trading at 548.65. The strike last trading price was 59.9, which was 0 lower than the previous day. The implied volatity was 4.19, 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 59.9, which was 0 lower than the previous day. The implied volatity was 4.41, 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 59.9, which was 0 lower than the previous day. The implied volatity was 3.90, 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 59.9, which was 0 lower than the previous day. The implied volatity was 4.62, 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 59.9, which was 0 lower than the previous day. The implied volatity was 3.35, 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 59.9, which was 0 lower than the previous day. The implied volatity was 3.21, 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 59.9, which was 0 lower than the previous day. The implied volatity was 3.24, 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 59.9, which was 0 lower than the previous day. The implied volatity was 3.35, 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 59.9, which was 0 lower than the previous day. The implied volatity was 2.45, 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 59.9, which was 0 lower than the previous day. The implied volatity was 2.87, 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 59.9, 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 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 59.9, which was 0 lower than the previous day. The implied volatity was 0.66, 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 59.9, which was 0 lower than the previous day. The implied volatity was 0.66, 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 59.9, which was 0 lower than the previous day. The implied volatity was 0.79, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 59.9, 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 580 PE
Delta: -0.65
Vega: 0.48
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
4 Apr 556.80 31.3 4.7 36.81 37 -2 133
3 Apr 562.85 26.8 0 37.42 85 -1 135
2 Apr 563.35 26.35 3.3 34.36 151 36 138
1 Apr 569.05 22.7 -5.15 34.75 297 31 100
28 Mar 564.35 26.9 13.35 34.53 755 12 69
27 Mar 591.40 13 -2.5 30.09 37 -10 58
26 Mar 588.75 15.5 2.05 33.03 32 9 67
25 Mar 592.25 13.45 2.25 31.05 70 51 58
24 Mar 596.85 11.45 -8.35 31.15 15 5 7
21 Mar 581.40 19.8 0.95 33.11 4 1 1
20 Mar 578.20 18.85 0 0.60 0 0 0
19 Mar 563.00 18.85 0 - 0 0 0
17 Mar 548.65 18.85 0 - 0 0 0
12 Mar 544.90 18.85 0 - 0 0 0
11 Mar 546.15 18.85 0 - 0 0 0
10 Mar 544.65 18.85 0 - 0 0 0
7 Mar 549.55 18.85 0 - 0 0 0
6 Mar 550.15 18.85 0 - 0 0 0
5 Mar 550.05 18.85 0 - 0 0 0
4 Mar 547.75 18.85 0 - 0 0 0
3 Mar 554.25 18.85 0 - 0 0 0
28 Feb 551.60 18.85 0 - 0 0 0
27 Feb 559.75 18.85 0 - 0 0 0
26 Feb 567.30 18.85 0 - 0 0 0
25 Feb 566.70 18.85 0 - 0 0 0
24 Feb 566.40 18.85 0 - 0 0 0
21 Feb 574.00 18.85 0 0.48 0 0 0
20 Feb 574.80 18.85 0 0.71 0 0 0
19 Feb 576.00 18.85 0 0.73 0 0 0
18 Feb 573.20 18.85 0 0.28 0 0 0
17 Feb 575.20 18.85 0 0.74 0 0 0
14 Feb 582.45 18.85 0 2.04 0 0 0
13 Feb 590.85 18.85 0 2.55 0 0 0
12 Feb 579.80 18.85 0 0.96 0 0 0
11 Feb 574.80 18.85 0 0.75 0 0 0
10 Feb 587.85 18.85 0 2.04 0 0 0
7 Feb 600.05 18.85 0 3.35 0 0 0
6 Feb 599.95 18.85 0 3.74 0 0 0
5 Feb 605.25 18.85 0 3.85 0 0 0
4 Feb 606.95 18.85 0 3.38 0 0 0
3 Feb 604.65 0 0 3.81 0 0 0
1 Feb 606.00 0 0 4.06 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 580 expiring on 24APR2025

Delta for 580 PE is -0.65

Historical price for 580 PE is as follows

On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 31.3, which was 4.7 higher than the previous day. The implied volatity was 36.81, the open interest changed by -2 which decreased total open position to 133


On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 26.8, which was 0 lower than the previous day. The implied volatity was 37.42, the open interest changed by -1 which decreased total open position to 135


On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 26.35, which was 3.3 higher than the previous day. The implied volatity was 34.36, the open interest changed by 36 which increased total open position to 138


On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 22.7, which was -5.15 lower than the previous day. The implied volatity was 34.75, the open interest changed by 31 which increased total open position to 100


On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 26.9, which was 13.35 higher than the previous day. The implied volatity was 34.53, the open interest changed by 12 which increased total open position to 69


On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 13, which was -2.5 lower than the previous day. The implied volatity was 30.09, the open interest changed by -10 which decreased total open position to 58


On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 15.5, which was 2.05 higher than the previous day. The implied volatity was 33.03, the open interest changed by 9 which increased total open position to 67


On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 13.45, which was 2.25 higher than the previous day. The implied volatity was 31.05, the open interest changed by 51 which increased total open position to 58


On 24 Mar ICICIPRULI was trading at 596.85. The strike last trading price was 11.45, which was -8.35 lower than the previous day. The implied volatity was 31.15, the open interest changed by 5 which increased total open position to 7


On 21 Mar ICICIPRULI was trading at 581.40. The strike last trading price was 19.8, which was 0.95 higher than the previous day. The implied volatity was 33.11, the open interest changed by 1 which increased total open position to 1


On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 0.60, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, which was 0 lower than the previous day. The implied volatity was 0.48, 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 18.85, which was 0 lower than the previous day. The implied volatity was 0.71, 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 18.85, which was 0 lower than the previous day. The implied volatity was 0.73, 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 18.85, which was 0 lower than the previous day. The implied volatity was 0.28, 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 18.85, which was 0 lower than the previous day. The implied volatity was 0.74, 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 18.85, which was 0 lower than the previous day. The implied volatity was 2.04, 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 18.85, which was 0 lower than the previous day. The implied volatity was 2.55, 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 18.85, 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 11 Feb ICICIPRULI was trading at 574.80. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 0.75, 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 18.85, which was 0 lower than the previous day. The implied volatity was 2.04, 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 18.85, which was 0 lower than the previous day. The implied volatity was 3.35, 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 18.85, which was 0 lower than the previous day. The implied volatity was 3.74, 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 18.85, which was 0 lower than the previous day. The implied volatity was 3.85, 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 18.85, which was 0 lower than the previous day. The implied volatity was 3.38, 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 3.81, 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 4.06, the open interest changed by 0 which decreased total open position to 0