ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 585 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.44
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 7.15 | -2.9 | 31.75 | 79 | -7 | 50 | |||
| 3 Apr | 562.85 | 10.4 | -0.8 | 31.86 | 129 | 4 | 56 | |||
| 2 Apr | 563.35 | 11.55 | -1 | 34.25 | 92 | 7 | 53 | |||
| 1 Apr | 569.05 | 12.6 | 1.1 | 29.87 | 199 | 14 | 46 | |||
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| 28 Mar | 564.35 | 11.7 | -13.1 | 29.47 | 77 | 32 | 32 | |||
For Icici Pru Life Ins Co Ltd - strike price 585 expiring on 24APR2025
Delta for 585 CE is 0.29
Historical price for 585 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 7.15, which was -2.9 lower than the previous day. The implied volatity was 31.75, the open interest changed by -7 which decreased total open position to 50
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 10.4, which was -0.8 lower than the previous day. The implied volatity was 31.86, the open interest changed by 4 which increased total open position to 56
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 11.55, which was -1 lower than the previous day. The implied volatity was 34.25, the open interest changed by 7 which increased total open position to 53
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 12.6, which was 1.1 higher than the previous day. The implied volatity was 29.87, the open interest changed by 14 which increased total open position to 46
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 11.7, which was -13.1 lower than the previous day. The implied volatity was 29.47, the open interest changed by 32 which increased total open position to 32
| ICICIPRULI 24APR2025 585 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.47
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 35 | 5 | 37.33 | 23 | 1 | 24 |
| 3 Apr | 562.85 | 30 | 0 | 0.00 | 0 | 2 | 0 |
| 2 Apr | 563.35 | 30 | 3.4 | 35.24 | 18 | 2 | 23 |
| 1 Apr | 569.05 | 26.7 | -4.55 | 36.75 | 73 | -3 | 20 |
| 28 Mar | 564.35 | 30.2 | 15 | 34.97 | 169 | 23 | 23 |
For Icici Pru Life Ins Co Ltd - strike price 585 expiring on 24APR2025
Delta for 585 PE is -0.68
Historical price for 585 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 35, which was 5 higher than the previous day. The implied volatity was 37.33, the open interest changed by 1 which increased total open position to 24
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 30, which was 3.4 higher than the previous day. The implied volatity was 35.24, the open interest changed by 2 which increased total open position to 23
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 26.7, which was -4.55 lower than the previous day. The implied volatity was 36.75, the open interest changed by -3 which decreased total open position to 20
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 30.2, which was 15 higher than the previous day. The implied volatity was 34.97, the open interest changed by 23 which increased total open position to 23
