ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 0.35
Theta: -0.31
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 4.1 | -2.1 | 32.03 | 609 | -35 | 481 | |||
| 3 Apr | 562.85 | 6.35 | -0.65 | 32.17 | 377 | 27 | 517 | |||
| 2 Apr | 563.35 | 7.25 | -0.45 | 34.19 | 640 | 131 | 503 | |||
| 1 Apr | 569.05 | 7.7 | 0.4 | 29.89 | 471 | -28 | 372 | |||
| 28 Mar | 564.35 | 7.3 | -11.6 | 29.57 | 1,683 | 105 | 400 | |||
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| 27 Mar | 591.40 | 18.6 | 1.3 | 32.38 | 376 | 0 | 293 | |||
| 26 Mar | 588.75 | 17.5 | -3.3 | 30.76 | 298 | 70 | 292 | |||
| 25 Mar | 592.25 | 20.5 | -0.95 | 32.51 | 344 | 50 | 222 | |||
| 24 Mar | 596.85 | 22.3 | 8.9 | 29.23 | 431 | 116 | 172 | |||
| 21 Mar | 581.40 | 13.5 | 1.7 | 26.64 | 63 | 32 | 56 | |||
| 20 Mar | 578.20 | 11.6 | 3.6 | 25.55 | 39 | 22 | 23 | |||
| 19 Mar | 563.00 | 8 | 4 | 26.86 | 1 | 0 | 1 | |||
| 6 Mar | 550.15 | 48 | 0 | 5.50 | 0 | 0 | 0 | |||
| 5 Mar | 550.05 | 48 | 0 | 5.42 | 0 | 0 | 0 | |||
| 3 Mar | 554.25 | 48 | 0 | 4.69 | 0 | 0 | 0 | |||
| 28 Feb | 551.60 | 48 | 0 | 4.99 | 0 | 0 | 0 | |||
| 27 Feb | 559.75 | 48 | 0 | 4.04 | 0 | 0 | 0 | |||
| 26 Feb | 567.30 | 48 | 0 | 3.18 | 0 | 0 | 0 | |||
| 25 Feb | 566.70 | 48 | 0 | 3.18 | 0 | 0 | 0 | |||
| 24 Feb | 566.40 | 48 | 0 | 3.09 | 0 | 0 | 0 | |||
| 21 Feb | 574.00 | 48 | 0 | 2.26 | 0 | 0 | 0 | |||
| 20 Feb | 574.80 | 48 | 0 | 1.89 | 0 | 0 | 0 | |||
| 19 Feb | 576.00 | 48 | 0 | 1.85 | 0 | 0 | 0 | |||
| 18 Feb | 573.20 | 48 | 0 | 2.23 | 0 | 0 | 0 | |||
| 17 Feb | 575.20 | 48 | 0 | 1.73 | 0 | 0 | 0 | |||
| 14 Feb | 582.45 | 48 | 0 | 1.06 | 0 | 0 | 0 | |||
| 13 Feb | 590.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 579.80 | 0 | 0 | 0.92 | 0 | 0 | 0 | |||
| 11 Feb | 574.80 | 0 | 0 | 1.58 | 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 600 expiring on 24APR2025
Delta for 600 CE is 0.19
Historical price for 600 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 4.1, which was -2.1 lower than the previous day. The implied volatity was 32.03, the open interest changed by -35 which decreased total open position to 481
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 6.35, which was -0.65 lower than the previous day. The implied volatity was 32.17, the open interest changed by 27 which increased total open position to 517
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 7.25, which was -0.45 lower than the previous day. The implied volatity was 34.19, the open interest changed by 131 which increased total open position to 503
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 7.7, which was 0.4 higher than the previous day. The implied volatity was 29.89, the open interest changed by -28 which decreased total open position to 372
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 7.3, which was -11.6 lower than the previous day. The implied volatity was 29.57, the open interest changed by 105 which increased total open position to 400
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 18.6, which was 1.3 higher than the previous day. The implied volatity was 32.38, the open interest changed by 0 which decreased total open position to 293
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 17.5, which was -3.3 lower than the previous day. The implied volatity was 30.76, the open interest changed by 70 which increased total open position to 292
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 20.5, which was -0.95 lower than the previous day. The implied volatity was 32.51, the open interest changed by 50 which increased total open position to 222
On 24 Mar ICICIPRULI was trading at 596.85. The strike last trading price was 22.3, which was 8.9 higher than the previous day. The implied volatity was 29.23, the open interest changed by 116 which increased total open position to 172
On 21 Mar ICICIPRULI was trading at 581.40. The strike last trading price was 13.5, which was 1.7 higher than the previous day. The implied volatity was 26.64, the open interest changed by 32 which increased total open position to 56
On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 11.6, which was 3.6 higher than the previous day. The implied volatity was 25.55, the open interest changed by 22 which increased total open position to 23
On 19 Mar ICICIPRULI was trading at 563.00. The strike last trading price was 8, which was 4 higher than the previous day. The implied volatity was 26.86, the open interest changed by 0 which decreased total open position to 1
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 48, which was 0 lower than the previous day. The implied volatity was 5.50, 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 48, which was 0 lower than the previous day. The implied volatity was 5.42, 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 48, which was 0 lower than the previous day. The implied volatity was 4.69, 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 48, which was 0 lower than the previous day. The implied volatity was 4.99, 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 48, which was 0 lower than the previous day. The implied volatity was 4.04, 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 48, 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 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 48, 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 24 Feb ICICIPRULI was trading at 566.40. The strike last trading price was 48, which was 0 lower than the previous day. The implied volatity was 3.09, 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 48, which was 0 lower than the previous day. The implied volatity was 2.26, 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 48, which was 0 lower than the previous day. The implied volatity was 1.89, 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 48, which was 0 lower than the previous day. The implied volatity was 1.85, 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 48, which was 0 lower than the previous day. The implied volatity was 2.23, 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 48, which was 0 lower than the previous day. The implied volatity was 1.73, 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 48, which was 0 lower than the previous day. The implied volatity was 1.06, 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 0.92, 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 1.58, 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 600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.40
Theta: -0.26
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 47 | 6.8 | 39.13 | 27 | -4 | 171 |
| 3 Apr | 562.85 | 39.8 | -1.3 | 36.41 | 32 | -9 | 175 |
| 2 Apr | 563.35 | 41.1 | 4.65 | 36.39 | 31 | 9 | 185 |
| 1 Apr | 569.05 | 36.45 | -5.75 | 36.97 | 57 | -15 | 178 |
| 28 Mar | 564.35 | 41 | 18.55 | 36.29 | 438 | 11 | 193 |
| 27 Mar | 591.40 | 24.45 | -0.6 | 33.05 | 94 | -34 | 183 |
| 26 Mar | 588.75 | 24.95 | 2.1 | 32.57 | 111 | 64 | 217 |
| 25 Mar | 592.25 | 22.55 | 0.15 | 30.82 | 192 | 141 | 156 |
| 24 Mar | 596.85 | 22.4 | -6.55 | 34.69 | 14 | 9 | 14 |
| 21 Mar | 581.40 | 28.95 | -15.05 | 30.98 | 1 | 0 | 4 |
| 20 Mar | 578.20 | 44 | 0 | 0.00 | 0 | 4 | 0 |
| 19 Mar | 563.00 | 44 | 17.4 | 35.54 | 4 | 1 | 1 |
| 6 Mar | 550.15 | 26.6 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 550.05 | 26.6 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 554.25 | 26.6 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 551.60 | 26.6 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 559.75 | 26.6 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 567.30 | 26.6 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 566.70 | 26.6 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 566.40 | 26.6 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 574.00 | 26.6 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 574.80 | 26.6 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 576.00 | 26.6 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 573.20 | 26.6 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 575.20 | 26.6 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 582.45 | 26.6 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 590.85 | 26.6 | 0 | 0.22 | 0 | 0 | 0 |
| 12 Feb | 579.80 | 26.6 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 574.80 | 26.6 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 587.85 | 26.6 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 600.05 | 26.6 | 0 | 1.40 | 0 | 0 | 0 |
| 6 Feb | 599.95 | 0 | 0 | 1.46 | 0 | 0 | 0 |
| 5 Feb | 605.25 | 0 | 0 | 2.00 | 0 | 0 | 0 |
| 4 Feb | 606.95 | 0 | 0 | 2.23 | 0 | 0 | 0 |
| 3 Feb | 604.65 | 0 | 0 | 1.98 | 0 | 0 | 0 |
| 1 Feb | 606.00 | 0 | 0 | 2.29 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 600 expiring on 24APR2025
Delta for 600 PE is -0.76
Historical price for 600 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 47, which was 6.8 higher than the previous day. The implied volatity was 39.13, the open interest changed by -4 which decreased total open position to 171
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 39.8, which was -1.3 lower than the previous day. The implied volatity was 36.41, the open interest changed by -9 which decreased total open position to 175
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 41.1, which was 4.65 higher than the previous day. The implied volatity was 36.39, the open interest changed by 9 which increased total open position to 185
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 36.45, which was -5.75 lower than the previous day. The implied volatity was 36.97, the open interest changed by -15 which decreased total open position to 178
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 41, which was 18.55 higher than the previous day. The implied volatity was 36.29, the open interest changed by 11 which increased total open position to 193
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 24.45, which was -0.6 lower than the previous day. The implied volatity was 33.05, the open interest changed by -34 which decreased total open position to 183
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 24.95, which was 2.1 higher than the previous day. The implied volatity was 32.57, the open interest changed by 64 which increased total open position to 217
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 22.55, which was 0.15 higher than the previous day. The implied volatity was 30.82, the open interest changed by 141 which increased total open position to 156
On 24 Mar ICICIPRULI was trading at 596.85. The strike last trading price was 22.4, which was -6.55 lower than the previous day. The implied volatity was 34.69, the open interest changed by 9 which increased total open position to 14
On 21 Mar ICICIPRULI was trading at 581.40. The strike last trading price was 28.95, which was -15.05 lower than the previous day. The implied volatity was 30.98, the open interest changed by 0 which decreased total open position to 4
On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 44, 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 19 Mar ICICIPRULI was trading at 563.00. The strike last trading price was 44, which was 17.4 higher than the previous day. The implied volatity was 35.54, the open interest changed by 1 which increased total open position to 1
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 26.6, 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 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 26.6, 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 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 26.6, 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 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 26.6, 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 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 26.6, 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 26.6, 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 26.6, 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 26.6, 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 26.6, 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 26.6, 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 19 Feb ICICIPRULI was trading at 576.00. The strike last trading price was 26.6, 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 26.6, 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 26.6, 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 14 Feb ICICIPRULI was trading at 582.45. The strike last trading price was 26.6, 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 26.6, which was 0 lower than the previous day. The implied volatity was 0.22, 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 26.6, 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 11 Feb ICICIPRULI was trading at 574.80. The strike last trading price was 26.6, 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 26.6, 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 7 Feb ICICIPRULI was trading at 600.05. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 1.40, 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 1.46, 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 2.00, 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 2.23, 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 1.98, 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 2.29, the open interest changed by 0 which decreased total open position to 0
