ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
07 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 590 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.31
Theta: -0.41
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 536.90 | 4.75 | -1.3 | 42.16 | 230 | 40 | 190 | |||
| 4 Apr | 556.80 | 5.9 | -2.7 | 31.66 | 235 | 32 | 151 | |||
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| 3 Apr | 562.85 | 8.9 | -0.8 | 32.03 | 185 | 1 | 122 | |||
| 2 Apr | 563.35 | 9.85 | -0.8 | 34.04 | 113 | 11 | 121 | |||
| 1 Apr | 569.05 | 10.8 | 1 | 29.94 | 295 | 36 | 110 | |||
| 28 Mar | 564.35 | 10 | -14.05 | 29.41 | 827 | 38 | 74 | |||
| 27 Mar | 591.40 | 24.45 | 1.9 | 34.08 | 43 | -18 | 35 | |||
| 26 Mar | 588.75 | 22.55 | -3.15 | 31.31 | 45 | 14 | 53 | |||
| 25 Mar | 592.25 | 25.7 | -1.15 | 32.95 | 50 | 34 | 40 | |||
| 24 Mar | 596.85 | 26.8 | 11.45 | 27.74 | 29 | 3 | 4 | |||
| 21 Mar | 581.40 | 15.35 | -1.85 | 23.36 | 1 | 0 | 0 | |||
| 20 Mar | 578.20 | 17.2 | 0 | 1.01 | 0 | 0 | 0 | |||
| 19 Mar | 563.00 | 17.2 | 0 | 3.30 | 0 | 0 | 0 | |||
| 17 Mar | 548.65 | 17.2 | 0 | 5.75 | 0 | 0 | 0 | |||
| 12 Mar | 544.90 | 17.2 | 0 | 5.40 | 0 | 0 | 0 | |||
| 11 Mar | 546.15 | 17.2 | 0 | 4.82 | 0 | 0 | 0 | |||
| 10 Mar | 544.65 | 17.2 | 0 | 5.51 | 0 | 0 | 0 | |||
| 7 Mar | 549.55 | 17.2 | 0 | 4.55 | 0 | 0 | 0 | |||
| 6 Mar | 550.15 | 17.2 | 0 | 4.22 | 0 | 0 | 0 | |||
| 5 Mar | 550.05 | 17.2 | 0 | 4.26 | 0 | 0 | 0 | |||
| 4 Mar | 547.75 | 17.2 | 0 | 4.31 | 0 | 0 | 0 | |||
| 3 Mar | 554.25 | 17.2 | 0 | 3.72 | 0 | 0 | 0 | |||
| 28 Feb | 551.60 | 17.2 | 0 | 3.85 | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 590 expiring on 24APR2025
Delta for 590 CE is 0.18
Historical price for 590 CE is as follows
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 4.75, which was -1.3 lower than the previous day. The implied volatity was 42.16, the open interest changed by 40 which increased total open position to 190
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 5.9, which was -2.7 lower than the previous day. The implied volatity was 31.66, the open interest changed by 32 which increased total open position to 151
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 8.9, which was -0.8 lower than the previous day. The implied volatity was 32.03, the open interest changed by 1 which increased total open position to 122
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 9.85, which was -0.8 lower than the previous day. The implied volatity was 34.04, the open interest changed by 11 which increased total open position to 121
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 10.8, which was 1 higher than the previous day. The implied volatity was 29.94, the open interest changed by 36 which increased total open position to 110
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 10, which was -14.05 lower than the previous day. The implied volatity was 29.41, the open interest changed by 38 which increased total open position to 74
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 24.45, which was 1.9 higher than the previous day. The implied volatity was 34.08, the open interest changed by -18 which decreased total open position to 35
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 22.55, which was -3.15 lower than the previous day. The implied volatity was 31.31, the open interest changed by 14 which increased total open position to 53
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 25.7, which was -1.15 lower than the previous day. The implied volatity was 32.95, the open interest changed by 34 which increased total open position to 40
On 24 Mar ICICIPRULI was trading at 596.85. The strike last trading price was 26.8, which was 11.45 higher than the previous day. The implied volatity was 27.74, the open interest changed by 3 which increased total open position to 4
On 21 Mar ICICIPRULI was trading at 581.40. The strike last trading price was 15.35, which was -1.85 lower than the previous day. The implied volatity was 23.36, 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 17.2, which was 0 lower than the previous day. The implied volatity was 1.01, 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 17.2, which was 0 lower than the previous day. The implied volatity was 3.30, 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 17.2, which was 0 lower than the previous day. The implied volatity was 5.75, 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 17.2, which was 0 lower than the previous day. The implied volatity was 5.40, 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 17.2, which was 0 lower than the previous day. The implied volatity was 4.82, 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 17.2, which was 0 lower than the previous day. The implied volatity was 5.51, 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 17.2, which was 0 lower than the previous day. The implied volatity was 4.55, 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 17.2, which was 0 lower than the previous day. The implied volatity was 4.22, 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 17.2, which was 0 lower than the previous day. The implied volatity was 4.26, 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 17.2, which was 0 lower than the previous day. The implied volatity was 4.31, 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 17.2, which was 0 lower than the previous day. The implied volatity was 3.72, 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 17.2, 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
| ICICIPRULI 24APR2025 590 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.37
Theta: -0.46
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 536.90 | 57.1 | 18.55 | 54.10 | 3 | -1 | 80 |
| 4 Apr | 556.80 | 38.9 | 5.6 | 37.99 | 38 | -10 | 81 |
| 3 Apr | 562.85 | 32.6 | 1.15 | 36.24 | 56 | -10 | 92 |
| 2 Apr | 563.35 | 31.45 | 1.4 | 31.42 | 15 | -10 | 103 |
| 1 Apr | 569.05 | 30.05 | -4.5 | 37.30 | 60 | -3 | 113 |
| 28 Mar | 564.35 | 34.15 | 16.85 | 36.25 | 391 | 29 | 116 |
| 27 Mar | 591.40 | 17 | -2.75 | 29.53 | 92 | -3 | 89 |
| 26 Mar | 588.75 | 19.75 | 1.9 | 32.63 | 171 | 33 | 90 |
| 25 Mar | 592.25 | 17.9 | -0.1 | 31.35 | 93 | 57 | 58 |
| 24 Mar | 596.85 | 18 | -23 | 35.32 | 1 | 0 | 0 |
| 21 Mar | 581.40 | 41 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 578.20 | 41 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 563.00 | 41 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 548.65 | 41 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 544.90 | 41 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 546.15 | 41 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 544.65 | 41 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 549.55 | 41 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 550.15 | 41 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 550.05 | 41 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 547.75 | 41 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 554.25 | 41 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 551.60 | 41 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 590 expiring on 24APR2025
Delta for 590 PE is -0.75
Historical price for 590 PE is as follows
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 57.1, which was 18.55 higher than the previous day. The implied volatity was 54.10, the open interest changed by -1 which decreased total open position to 80
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 38.9, which was 5.6 higher than the previous day. The implied volatity was 37.99, the open interest changed by -10 which decreased total open position to 81
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 32.6, which was 1.15 higher than the previous day. The implied volatity was 36.24, the open interest changed by -10 which decreased total open position to 92
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 31.45, which was 1.4 higher than the previous day. The implied volatity was 31.42, the open interest changed by -10 which decreased total open position to 103
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 30.05, which was -4.5 lower than the previous day. The implied volatity was 37.30, the open interest changed by -3 which decreased total open position to 113
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 34.15, which was 16.85 higher than the previous day. The implied volatity was 36.25, the open interest changed by 29 which increased total open position to 116
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 17, which was -2.75 lower than the previous day. The implied volatity was 29.53, the open interest changed by -3 which decreased total open position to 89
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 19.75, which was 1.9 higher than the previous day. The implied volatity was 32.63, the open interest changed by 33 which increased total open position to 90
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 17.9, which was -0.1 lower than the previous day. The implied volatity was 31.35, the open interest changed by 57 which increased total open position to 58
On 24 Mar ICICIPRULI was trading at 596.85. The strike last trading price was 18, which was -23 lower than the previous day. The implied volatity was 35.32, 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 41, 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 41, 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 41, 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 41, 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 41, 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 41, 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 41, 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 41, 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 41, 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 41, 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 41, 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 41, 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 41, 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
