ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
13 Mar 2025 04:10 PM IST
| ICICIPRULI 27MAR2025 610 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.05
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 536.60 | 0.25 | -0.45 | 31.09 | 26 | -11 | 84 | |||
| 12 Mar | 544.90 | 0.65 | -0.05 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 546.15 | 0.65 | -0.05 | 0.00 | 0 | 8 | 0 | |||
| 10 Mar | 544.65 | 0.65 | -0.45 | 30.50 | 82 | 7 | 94 | |||
| 7 Mar | 549.55 | 1.1 | -0.3 | 28.16 | 47 | -4 | 87 | |||
| 6 Mar | 550.15 | 1.4 | -0.35 | 28.94 | 98 | 13 | 91 | |||
| 5 Mar | 550.05 | 1.75 | -0.05 | 28.84 | 139 | 28 | 80 | |||
| 4 Mar | 547.75 | 1.75 | -0.7 | 29.32 | 152 | -38 | 52 | |||
| 3 Mar | 554.25 | 2.5 | -0.05 | 28.61 | 104 | 39 | 90 | |||
| 28 Feb | 551.60 | 2.5 | -1.5 | 29.74 | 82 | 51 | 53 | |||
| 27 Feb | 559.75 | 4 | -6 | 30.40 | 1 | 0 | 2 | |||
| 26 Feb | 567.30 | 10 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 566.70 | 10 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Feb | 566.40 | 10 | 0 | 0.00 | 0 | 2 | 0 | |||
| 21 Feb | 574.00 | 10 | -24.25 | 30.78 | 2 | 1 | 1 | |||
| 20 Feb | 574.80 | 34.25 | 0 | 4.87 | 0 | 0 | 0 | |||
| 18 Feb | 573.20 | 34.25 | 0 | 5.14 | 0 | 0 | 0 | |||
| 13 Feb | 590.85 | 34.25 | 0 | 1.83 | 0 | 0 | 0 | |||
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| 11 Feb | 574.80 | 34.25 | 0 | 4.15 | 0 | 0 | 0 | |||
| 10 Feb | 587.85 | 34.25 | 0 | 2.26 | 0 | 0 | 0 | |||
| 5 Feb | 605.25 | 34.25 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 606.95 | 34.25 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 604.65 | 34.25 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 610 expiring on 27MAR2025
Delta for 610 CE is 0.02
Historical price for 610 CE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 0.25, which was -0.45 lower than the previous day. The implied volatity was 31.09, the open interest changed by -11 which decreased total open position to 84
On 12 Mar ICICIPRULI was trading at 544.90. The strike last trading price was 0.65, which was -0.05 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 0.65, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 30.50, the open interest changed by 7 which increased total open position to 94
On 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 28.16, the open interest changed by -4 which decreased total open position to 87
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 28.94, the open interest changed by 13 which increased total open position to 91
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 28.84, the open interest changed by 28 which increased total open position to 80
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 1.75, which was -0.7 lower than the previous day. The implied volatity was 29.32, the open interest changed by -38 which decreased total open position to 52
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 2.5, which was -0.05 lower than the previous day. The implied volatity was 28.61, the open interest changed by 39 which increased total open position to 90
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 2.5, which was -1.5 lower than the previous day. The implied volatity was 29.74, the open interest changed by 51 which increased total open position to 53
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 4, which was -6 lower than the previous day. The implied volatity was 30.40, the open interest changed by 0 which decreased total open position to 2
On 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 10, 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 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 10, 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 24 Feb ICICIPRULI was trading at 566.40. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 21 Feb ICICIPRULI was trading at 574.00. The strike last trading price was 10, which was -24.25 lower than the previous day. The implied volatity was 30.78, the open interest changed by 1 which increased total open position to 1
On 20 Feb ICICIPRULI was trading at 574.80. The strike last trading price was 34.25, which was 0 lower than the previous day. The implied volatity was 4.87, 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 34.25, which was 0 lower than the previous day. The implied volatity was 5.14, 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 34.25, which was 0 lower than the previous day. The implied volatity was 1.83, 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 34.25, which was 0 lower than the previous day. The implied volatity was 4.15, 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 34.25, 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 5 Feb ICICIPRULI was trading at 605.25. The strike last trading price was 34.25, 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 34.25, 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 34.25, 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 610 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 | 63.15 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 544.90 | 63.15 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 546.15 | 63.15 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 544.65 | 63.15 | 0 | 0.00 | 0 | -1 | 0 |
| 7 Mar | 549.55 | 63.15 | 4.85 | 45.54 | 1 | 0 | 6 |
| 6 Mar | 550.15 | 58.3 | 1.95 | 28.43 | 1 | 0 | 6 |
| 5 Mar | 550.05 | 56.35 | -5.5 | 29.33 | 7 | 1 | 7 |
| 4 Mar | 547.75 | 61.85 | 7 | 39.25 | 2 | 0 | 7 |
| 3 Mar | 554.25 | 54.4 | -4.05 | 33.89 | 9 | 2 | 8 |
| 28 Feb | 551.60 | 58.45 | 13.45 | 25.97 | 4 | 4 | 4 |
| 27 Feb | 559.75 | 45 | 18.95 | - | 2 | 0 | 0 |
| 26 Feb | 567.30 | 26.05 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 566.70 | 26.05 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 566.40 | 26.05 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 574.00 | 26.05 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 574.80 | 26.05 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 573.20 | 26.05 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 590.85 | 26.05 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 574.80 | 26.05 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 587.85 | 26.05 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 605.25 | 26.05 | 0 | 0.49 | 0 | 0 | 0 |
| 4 Feb | 606.95 | 26.05 | 0 | 1.17 | 0 | 0 | 0 |
| 3 Feb | 604.65 | 26.05 | 0 | 0.43 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 610 expiring on 27MAR2025
Delta for 610 PE is 0.00
Historical price for 610 PE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 63.15, 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 63.15, 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 63.15, 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 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 63.15, 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 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 63.15, which was 4.85 higher than the previous day. The implied volatity was 45.54, the open interest changed by 0 which decreased total open position to 6
On 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 58.3, which was 1.95 higher than the previous day. The implied volatity was 28.43, the open interest changed by 0 which decreased total open position to 6
On 5 Mar ICICIPRULI was trading at 550.05. The strike last trading price was 56.35, which was -5.5 lower than the previous day. The implied volatity was 29.33, the open interest changed by 1 which increased total open position to 7
On 4 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 61.85, which was 7 higher than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 7
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 54.4, which was -4.05 lower than the previous day. The implied volatity was 33.89, the open interest changed by 2 which increased total open position to 8
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 58.45, which was 13.45 higher than the previous day. The implied volatity was 25.97, the open interest changed by 4 which increased total open position to 4
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 45, which was 18.95 higher 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, which was 0 lower than the previous day. The implied volatity was 0.49, 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 26.05, which was 0 lower than the previous day. The implied volatity was 1.17, 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 26.05, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
