ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 595 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.38
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 5 | -2.35 | 32.04 | 105 | 16 | 137 | |||
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| 3 Apr | 562.85 | 7.55 | -0.75 | 32.12 | 128 | -18 | 122 | |||
| 2 Apr | 563.35 | 8.35 | -0.85 | 33.87 | 104 | 37 | 140 | |||
| 1 Apr | 569.05 | 9.25 | 0.7 | 30.11 | 162 | -24 | 103 | |||
| 28 Mar | 564.35 | 8.55 | -11.05 | 29.46 | 399 | 127 | 127 | |||
For Icici Pru Life Ins Co Ltd - strike price 595 expiring on 24APR2025
Delta for 595 CE is 0.22
Historical price for 595 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 5, which was -2.35 lower than the previous day. The implied volatity was 32.04, the open interest changed by 16 which increased total open position to 137
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 7.55, which was -0.75 lower than the previous day. The implied volatity was 32.12, the open interest changed by -18 which decreased total open position to 122
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 8.35, which was -0.85 lower than the previous day. The implied volatity was 33.87, the open interest changed by 37 which increased total open position to 140
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 9.25, which was 0.7 higher than the previous day. The implied volatity was 30.11, the open interest changed by -24 which decreased total open position to 103
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 8.55, which was -11.05 lower than the previous day. The implied volatity was 29.46, the open interest changed by 127 which increased total open position to 127
| ICICIPRULI 24APR2025 595 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.35
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 38.8 | -2.95 | 28.07 | 1 | 0 | 32 |
| 3 Apr | 562.85 | 41.75 | 0 | 0.00 | 0 | 4 | 0 |
| 2 Apr | 563.35 | 41.75 | 3.55 | 44.97 | 11 | 5 | 33 |
| 1 Apr | 569.05 | 38.7 | 0.5 | 0.00 | 0 | 26 | 0 |
| 28 Mar | 564.35 | 38.7 | 18.75 | 38.37 | 168 | 26 | 26 |
For Icici Pru Life Ins Co Ltd - strike price 595 expiring on 24APR2025
Delta for 595 PE is -0.82
Historical price for 595 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 38.8, which was -2.95 lower than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 32
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 41.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 41.75, which was 3.55 higher than the previous day. The implied volatity was 44.97, the open interest changed by 5 which increased total open position to 33
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 38.7, which was 0.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 38.7, which was 18.75 higher than the previous day. The implied volatity was 38.37, the open interest changed by 26 which increased total open position to 26
