ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
13 Mar 2025 04:10 PM IST
| ICICIPRULI 27MAR2025 590 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.11
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 536.60 | 0.6 | -0.5 | 28.09 | 80 | 10 | 379 | |||
| 12 Mar | 544.90 | 1.1 | -0.4 | 26.42 | 173 | -9 | 370 | |||
| 11 Mar | 546.15 | 1.7 | 0 | 28.13 | 440 | 186 | 382 | |||
| 10 Mar | 544.65 | 1.65 | -0.95 | 28.90 | 251 | 16 | 197 | |||
| 7 Mar | 549.55 | 2.55 | -0.8 | 26.33 | 273 | 7 | 181 | |||
| 6 Mar | 550.15 | 3.35 | -0.55 | 28.03 | 235 | -3 | 178 | |||
| 5 Mar | 550.05 | 3.85 | -0.15 | 27.50 | 361 | 74 | 182 | |||
| 4 Mar | 547.75 | 4 | -1.25 | 28.67 | 220 | -7 | 110 | |||
| 3 Mar | 554.25 | 5.4 | 0.2 | 27.82 | 306 | 1 | 123 | |||
| 28 Feb | 551.60 | 5 | -3.3 | 28.07 | 321 | 82 | 122 | |||
| 27 Feb | 559.75 | 8.1 | -2.85 | 30.72 | 125 | 37 | 40 | |||
| 26 Feb | 567.30 | 10.95 | -34.6 | 28.13 | 3 | 3 | 2 | |||
| 25 Feb | 566.70 | 10.95 | -34.6 | 28.13 | 3 | 2 | 2 | |||
| 24 Feb | 566.40 | 45.55 | 0 | 3.41 | 0 | 0 | 0 | |||
| 21 Feb | 574.00 | 45.55 | 0 | 1.92 | 0 | 0 | 0 | |||
| 20 Feb | 574.80 | 45.55 | 0 | 1.62 | 0 | 0 | 0 | |||
| 18 Feb | 573.20 | 45.55 | 0 | 2.18 | 0 | 0 | 0 | |||
| 17 Feb | 575.20 | 45.55 | 0 | 1.47 | 0 | 0 | 0 | |||
| 13 Feb | 590.85 | 45.55 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 574.80 | 45.55 | 0 | 1.30 | 0 | 0 | 0 | |||
| 10 Feb | 587.85 | 45.55 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 605.25 | 45.55 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 606.95 | 45.55 | 0 | - | 0 | 0 | 0 | |||
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| 3 Feb | 604.65 | 45.55 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 590 expiring on 27MAR2025
Delta for 590 CE is 0.05
Historical price for 590 CE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 0.6, which was -0.5 lower than the previous day. The implied volatity was 28.09, the open interest changed by 10 which increased total open position to 379
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 1.1, which was -0.4 lower than the previous day. The implied volatity was 26.42, the open interest changed by -9 which decreased total open position to 370
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 28.13, the open interest changed by 186 which increased total open position to 382
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 1.65, which was -0.95 lower than the previous day. The implied volatity was 28.90, the open interest changed by 16 which increased total open position to 197
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 2.55, which was -0.8 lower than the previous day. The implied volatity was 26.33, the open interest changed by 7 which increased total open position to 181
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 3.35, which was -0.55 lower than the previous day. The implied volatity was 28.03, the open interest changed by -3 which decreased total open position to 178
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 3.85, which was -0.15 lower than the previous day. The implied volatity was 27.50, the open interest changed by 74 which increased total open position to 182
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 28.67, the open interest changed by -7 which decreased total open position to 110
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 5.4, which was 0.2 higher than the previous day. The implied volatity was 27.82, the open interest changed by 1 which increased total open position to 123
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 5, which was -3.3 lower than the previous day. The implied volatity was 28.07, the open interest changed by 82 which increased total open position to 122
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 8.1, which was -2.85 lower than the previous day. The implied volatity was 30.72, the open interest changed by 37 which increased total open position to 40
On 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 10.95, which was -34.6 lower than the previous day. The implied volatity was 28.13, the open interest changed by 3 which increased total open position to 2
On 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 10.95, which was -34.6 lower than the previous day. The implied volatity was 28.13, the open interest changed by 2 which increased total open position to 2
On 24 Feb ICICIPRULI was trading at 566.40. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 3.41, 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 45.55, which was 0 lower than the previous day. The implied volatity was 1.92, 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 45.55, which was 0 lower than the previous day. The implied volatity was 1.62, 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 45.55, which was 0 lower than the previous day. The implied volatity was 2.18, 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 45.55, which was 0 lower than the previous day. The implied volatity was 1.47, 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 45.55, 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 45.55, which was 0 lower than the previous day. The implied volatity was 1.30, 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 45.55, 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 45.55, 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 45.55, 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 45.55, 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 590 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 536.60 | 50.5 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 544.90 | 50.5 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 546.15 | 50.5 | 8.5 | 51.30 | 2 | 0 | 21 |
| 10 Mar | 544.65 | 42 | -2.65 | - | 2 | 1 | 22 |
| 7 Mar | 549.55 | 44.65 | 2.55 | 39.23 | 6 | 2 | 21 |
| 6 Mar | 550.15 | 42.1 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 550.05 | 42.1 | 0 | 0.00 | 0 | -1 | 0 |
| 4 Mar | 547.75 | 42.1 | 5.25 | 30.76 | 1 | 0 | 20 |
| 3 Mar | 554.25 | 36.85 | -4.65 | 23.51 | 13 | 5 | 20 |
| 28 Feb | 551.60 | 41.5 | 23.9 | 27.37 | 23 | 16 | 16 |
| 27 Feb | 559.75 | 17.6 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 567.30 | 17.6 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 566.70 | 17.6 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 566.40 | 17.6 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 574.00 | 17.6 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 574.80 | 17.6 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 573.20 | 17.6 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 575.20 | 17.6 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 590.85 | 17.6 | 0 | 0.97 | 0 | 0 | 0 |
| 11 Feb | 574.80 | 17.6 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 587.85 | 17.6 | 0 | 0.47 | 0 | 0 | 0 |
| 5 Feb | 605.25 | 17.6 | 0 | 3.18 | 0 | 0 | 0 |
| 4 Feb | 606.95 | 17.6 | 0 | 3.65 | 0 | 0 | 0 |
| 3 Feb | 604.65 | 17.6 | 0 | 3.02 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 590 expiring on 27MAR2025
Delta for 590 PE is 0.00
Historical price for 590 PE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 50.5, which was 0 lower than the previous day. The implied volatity was 0.00, 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 50.5, which was 0 lower than the previous day. The implied volatity was 0.00, 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 50.5, which was 8.5 higher than the previous day. The implied volatity was 51.30, the open interest changed by 0 which decreased total open position to 21
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 42, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 22
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 44.65, which was 2.55 higher than the previous day. The implied volatity was 39.23, the open interest changed by 2 which increased total open position to 21
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 42.1, which was 0 lower than the previous day. The implied volatity was 0.00, 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 42.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 42.1, which was 5.25 higher than the previous day. The implied volatity was 30.76, the open interest changed by 0 which decreased total open position to 20
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 36.85, which was -4.65 lower than the previous day. The implied volatity was 23.51, the open interest changed by 5 which increased total open position to 20
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 41.5, which was 23.9 higher than the previous day. The implied volatity was 27.37, the open interest changed by 16 which increased total open position to 16
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 17.6, 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 17.6, 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 17.6, 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 17.6, 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 17.6, 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 17.6, 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 17.6, 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 17.6, 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 17.6, which was 0 lower than the previous day. The implied volatity was 0.97, 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 17.6, 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 17.6, which was 0 lower than the previous day. The implied volatity was 0.47, 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 17.6, which was 0 lower than the previous day. The implied volatity was 3.18, 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 17.6, which was 0 lower than the previous day. The implied volatity was 3.65, 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 17.6, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
