ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
08 Apr 2025 12:40 PM IST
| ICICIPRULI 24APR2025 605 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.27
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 553.00 | 3.15 | 0.25 | 37.25 | 52 | -13 | 63 | |||
| 7 Apr | 536.90 | 2.95 | -0.65 | 42.80 | 44 | -12 | 76 | |||
| 4 Apr | 556.80 | 3.55 | -1.75 | 32.70 | 108 | 26 | 88 | |||
| 3 Apr | 562.85 | 5.35 | -0.55 | 32.31 | 113 | 6 | 63 | |||
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| 2 Apr | 563.35 | 5.95 | -0.55 | 33.72 | 59 | 6 | 57 | |||
| 1 Apr | 569.05 | 6.45 | 0.15 | 29.90 | 48 | -6 | 50 | |||
| 28 Mar | 564.35 | 6.25 | -9 | 29.76 | 191 | 56 | 56 | |||
For Icici Pru Life Ins Co Ltd - strike price 605 expiring on 24APR2025
Delta for 605 CE is 0.15
Historical price for 605 CE is as follows
On 8 Apr ICICIPRULI was trading at 553.00. The strike last trading price was 3.15, which was 0.25 higher than the previous day. The implied volatity was 37.25, the open interest changed by -13 which decreased total open position to 63
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 2.95, which was -0.65 lower than the previous day. The implied volatity was 42.80, the open interest changed by -12 which decreased total open position to 76
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 3.55, which was -1.75 lower than the previous day. The implied volatity was 32.70, the open interest changed by 26 which increased total open position to 88
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 5.35, which was -0.55 lower than the previous day. The implied volatity was 32.31, the open interest changed by 6 which increased total open position to 63
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 5.95, which was -0.55 lower than the previous day. The implied volatity was 33.72, the open interest changed by 6 which increased total open position to 57
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 6.45, which was 0.15 higher than the previous day. The implied volatity was 29.90, the open interest changed by -6 which decreased total open position to 50
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 6.25, which was -9 lower than the previous day. The implied volatity was 29.76, the open interest changed by 56 which increased total open position to 56
| ICICIPRULI 24APR2025 605 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 |
| 8 Apr | 553.00 | 51.8 | 0.7 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 536.90 | 51.8 | 0.7 | 0.00 | 0 | -1 | 0 |
| 4 Apr | 556.80 | 51.8 | 9.25 | 41.24 | 4 | 0 | 16 |
| 3 Apr | 562.85 | 42.55 | 0 | 0.00 | 0 | -1 | 0 |
| 2 Apr | 563.35 | 42.55 | -3.7 | 30.73 | 2 | -1 | 16 |
| 1 Apr | 569.05 | 45 | -1.25 | 0.00 | 0 | 16 | 0 |
| 28 Mar | 564.35 | 45 | 19.45 | 37.00 | 41 | 16 | 16 |
For Icici Pru Life Ins Co Ltd - strike price 605 expiring on 24APR2025
Delta for 605 PE is 0.00
Historical price for 605 PE is as follows
On 8 Apr ICICIPRULI was trading at 553.00. The strike last trading price was 51.8, which was 0.7 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 51.8, which was 0.7 higher 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 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 51.8, which was 9.25 higher than the previous day. The implied volatity was 41.24, the open interest changed by 0 which decreased total open position to 16
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 42.55, 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 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 42.55, which was -3.7 lower than the previous day. The implied volatity was 30.73, the open interest changed by -1 which decreased total open position to 16
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 45, which was -1.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 45, which was 19.45 higher than the previous day. The implied volatity was 37.00, the open interest changed by 16 which increased total open position to 16
