ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 615 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.27
Theta: -0.24
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 2.6 | -1.1 | 33.73 | 38 | -7 | 60 | |||
|
|
||||||||||
| 3 Apr | 562.85 | 3.65 | -0.5 | 32.31 | 88 | -1 | 67 | |||
| 2 Apr | 563.35 | 4.15 | -0.6 | 33.63 | 56 | 4 | 68 | |||
| 1 Apr | 569.05 | 4.85 | 0.25 | 30.96 | 144 | 48 | 64 | |||
| 28 Mar | 564.35 | 4.6 | -7 | 30.30 | 115 | 16 | 16 | |||
For Icici Pru Life Ins Co Ltd - strike price 615 expiring on 24APR2025
Delta for 615 CE is 0.12
Historical price for 615 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 2.6, which was -1.1 lower than the previous day. The implied volatity was 33.73, the open interest changed by -7 which decreased total open position to 60
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 3.65, which was -0.5 lower than the previous day. The implied volatity was 32.31, the open interest changed by -1 which decreased total open position to 67
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 4.15, which was -0.6 lower than the previous day. The implied volatity was 33.63, the open interest changed by 4 which increased total open position to 68
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 4.85, which was 0.25 higher than the previous day. The implied volatity was 30.96, the open interest changed by 48 which increased total open position to 64
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 4.6, which was -7 lower than the previous day. The implied volatity was 30.30, the open interest changed by 16 which increased total open position to 16
| ICICIPRULI 24APR2025 615 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 46.85 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 562.85 | 46.85 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 563.35 | 46.85 | 0 | 0.00 | 0 | 2 | 0 |
| 1 Apr | 569.05 | 46.85 | 3.8 | 35.58 | 8 | 3 | 6 |
| 28 Mar | 564.35 | 43.05 | 11.2 | - | 6 | 3 | 3 |
For Icici Pru Life Ins Co Ltd - strike price 615 expiring on 24APR2025
Delta for 615 PE is 0.00
Historical price for 615 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 46.85, 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 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 46.85, 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 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 46.85, 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 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 46.85, which was 3.8 higher than the previous day. The implied volatity was 35.58, the open interest changed by 3 which increased total open position to 6
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 43.05, which was 11.2 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
