ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 610 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.29
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 2.95 | -1.4 | 32.92 | 62 | -18 | 108 | |||
| 3 Apr | 562.85 | 4.5 | -0.45 | 32.49 | 77 | -9 | 125 | |||
| 2 Apr | 563.35 | 4.85 | -0.7 | 33.33 | 87 | 0 | 134 | |||
| 1 Apr | 569.05 | 5.6 | 0.25 | 30.45 | 195 | 37 | 134 | |||
| 28 Mar | 564.35 | 5.3 | -8.7 | 29.88 | 493 | 78 | 97 | |||
| 27 Mar | 591.40 | 15 | 1.5 | 33.05 | 17 | 3 | 19 | |||
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| 26 Mar | 588.75 | 13.5 | -3.05 | 30.67 | 23 | 6 | 16 | |||
| 25 Mar | 592.25 | 16.6 | 5.2 | 32.96 | 12 | 9 | 9 | |||
| 20 Mar | 578.20 | 11.4 | 0 | 4.32 | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 610 expiring on 24APR2025
Delta for 610 CE is 0.14
Historical price for 610 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 2.95, which was -1.4 lower than the previous day. The implied volatity was 32.92, the open interest changed by -18 which decreased total open position to 108
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 4.5, which was -0.45 lower than the previous day. The implied volatity was 32.49, the open interest changed by -9 which decreased total open position to 125
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 4.85, which was -0.7 lower than the previous day. The implied volatity was 33.33, the open interest changed by 0 which decreased total open position to 134
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 5.6, which was 0.25 higher than the previous day. The implied volatity was 30.45, the open interest changed by 37 which increased total open position to 134
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 5.3, which was -8.7 lower than the previous day. The implied volatity was 29.88, the open interest changed by 78 which increased total open position to 97
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 15, which was 1.5 higher than the previous day. The implied volatity was 33.05, the open interest changed by 3 which increased total open position to 19
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 13.5, which was -3.05 lower than the previous day. The implied volatity was 30.67, the open interest changed by 6 which increased total open position to 16
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 16.6, which was 5.2 higher than the previous day. The implied volatity was 32.96, the open interest changed by 9 which increased total open position to 9
On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 24APR2025 610 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.36
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 55.8 | 7.75 | 41.08 | 3 | 0 | 14 |
| 3 Apr | 562.85 | 48.05 | -2.75 | 37.72 | 2 | 0 | 13 |
| 2 Apr | 563.35 | 51.2 | 0.4 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 569.05 | 51.2 | 0.4 | 0.00 | 0 | 21 | 0 |
| 28 Mar | 564.35 | 51.2 | -3.8 | 41.75 | 69 | 21 | 21 |
| 27 Mar | 591.40 | 55 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 588.75 | 55 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 592.25 | 55 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 578.20 | 55 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 610 expiring on 24APR2025
Delta for 610 PE is -0.80
Historical price for 610 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 55.8, which was 7.75 higher than the previous day. The implied volatity was 41.08, the open interest changed by 0 which decreased total open position to 14
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 48.05, which was -2.75 lower than the previous day. The implied volatity was 37.72, the open interest changed by 0 which decreased total open position to 13
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 51.2, which was 0.4 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 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 51.2, which was 0.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 51.2, which was -3.8 lower than the previous day. The implied volatity was 41.75, the open interest changed by 21 which increased total open position to 21
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 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 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 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 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 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 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 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
