ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
07 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.18
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 536.90 | 1.8 | -0.4 | 43.45 | 172 | 4 | 178 | |||
| 4 Apr | 556.80 | 2.15 | -1.05 | 33.91 | 195 | 12 | 173 | |||
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| 3 Apr | 562.85 | 3.25 | -0.4 | 33.17 | 102 | 4 | 162 | |||
| 2 Apr | 563.35 | 3.8 | -0.25 | 34.70 | 97 | 0 | 160 | |||
| 1 Apr | 569.05 | 4 | 0.1 | 30.91 | 210 | 33 | 161 | |||
| 28 Mar | 564.35 | 3.9 | -7.4 | 30.46 | 681 | -11 | 128 | |||
| 27 Mar | 591.40 | 12.2 | 2.1 | 33.99 | 130 | 62 | 139 | |||
| 26 Mar | 588.75 | 10.1 | -2.25 | 30.39 | 75 | 15 | 75 | |||
| 25 Mar | 592.25 | 12.3 | -25.45 | 31.77 | 104 | 55 | 55 | |||
| 20 Mar | 578.20 | 37.75 | 0 | 5.78 | 0 | 0 | 0 | |||
| 27 Feb | 559.75 | 37.75 | 0 | 6.20 | 0 | 0 | 0 | |||
| 26 Feb | 567.30 | 37.75 | 0 | 5.13 | 0 | 0 | 0 | |||
| 25 Feb | 566.70 | 37.75 | 0 | 5.13 | 0 | 0 | 0 | |||
| 24 Feb | 566.40 | 37.75 | 0 | 5.25 | 0 | 0 | 0 | |||
| 21 Feb | 574.00 | 37.75 | 0 | 3.81 | 0 | 0 | 0 | |||
| 20 Feb | 574.80 | 37.75 | 0 | 3.90 | 0 | 0 | 0 | |||
| 19 Feb | 576.00 | 37.75 | 0 | 3.73 | 0 | 0 | 0 | |||
| 18 Feb | 573.20 | 37.75 | 0 | 4.41 | 0 | 0 | 0 | |||
| 17 Feb | 575.20 | 37.75 | 0 | 3.53 | 0 | 0 | 0 | |||
| 14 Feb | 582.45 | 37.75 | 0 | 3.08 | 0 | 0 | 0 | |||
| 13 Feb | 590.85 | 37.75 | 0 | 2.06 | 0 | 0 | 0 | |||
| 12 Feb | 579.80 | 37.75 | 0 | 2.93 | 0 | 0 | 0 | |||
| 11 Feb | 574.80 | 37.75 | 0 | 3.46 | 0 | 0 | 0 | |||
| 10 Feb | 587.85 | 37.75 | 0 | 2.22 | 0 | 0 | 0 | |||
| 7 Feb | 600.05 | 37.75 | 0 | 0.71 | 0 | 0 | 0 | |||
| 6 Feb | 599.95 | 0 | 0 | 0.75 | 0 | 0 | 0 | |||
| 5 Feb | 605.25 | 0 | 0 | 0.24 | 0 | 0 | 0 | |||
| 4 Feb | 606.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 604.65 | 0 | 0 | 0.23 | 0 | 0 | 0 | |||
| 1 Feb | 606.00 | 0 | 0 | - | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 24APR2025
Delta for 620 CE is 0.08
Historical price for 620 CE is as follows
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 1.8, which was -0.4 lower than the previous day. The implied volatity was 43.45, the open interest changed by 4 which increased total open position to 178
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 2.15, which was -1.05 lower than the previous day. The implied volatity was 33.91, the open interest changed by 12 which increased total open position to 173
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 3.25, which was -0.4 lower than the previous day. The implied volatity was 33.17, the open interest changed by 4 which increased total open position to 162
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 3.8, which was -0.25 lower than the previous day. The implied volatity was 34.70, the open interest changed by 0 which decreased total open position to 160
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 4, which was 0.1 higher than the previous day. The implied volatity was 30.91, the open interest changed by 33 which increased total open position to 161
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 3.9, which was -7.4 lower than the previous day. The implied volatity was 30.46, the open interest changed by -11 which decreased total open position to 128
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 12.2, which was 2.1 higher than the previous day. The implied volatity was 33.99, the open interest changed by 62 which increased total open position to 139
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 10.1, which was -2.25 lower than the previous day. The implied volatity was 30.39, the open interest changed by 15 which increased total open position to 75
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 12.3, which was -25.45 lower than the previous day. The implied volatity was 31.77, the open interest changed by 55 which increased total open position to 55
On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 5.78, 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 37.75, which was 0 lower than the previous day. The implied volatity was 6.20, 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 37.75, which was 0 lower than the previous day. The implied volatity was 5.13, 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 37.75, which was 0 lower than the previous day. The implied volatity was 5.13, 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 37.75, which was 0 lower than the previous day. The implied volatity was 5.25, 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 37.75, which was 0 lower than the previous day. The implied volatity was 3.81, 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 37.75, which was 0 lower than the previous day. The implied volatity was 3.90, 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 37.75, which was 0 lower than the previous day. The implied volatity was 3.73, 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 37.75, which was 0 lower than the previous day. The implied volatity was 4.41, 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 37.75, which was 0 lower than the previous day. The implied volatity was 3.53, 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 37.75, which was 0 lower than the previous day. The implied volatity was 3.08, 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 37.75, which was 0 lower than the previous day. The implied volatity was 2.06, 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 37.75, which was 0 lower than the previous day. The implied volatity was 2.93, 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 37.75, which was 0 lower than the previous day. The implied volatity was 3.46, 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 37.75, which was 0 lower than the previous day. The implied volatity was 2.22, 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 37.75, which was 0 lower than the previous day. The implied volatity was 0.71, 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 0.75, 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 0.24, 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 0.23, 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 620 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 7 Apr | 536.90 | 47.55 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 556.80 | 47.55 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 562.85 | 47.55 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 563.35 | 47.55 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 569.05 | 47.55 | 0 | 0.00 | 0 | 3 | 0 |
| 28 Mar | 564.35 | 47.55 | 11.5 | - | 5 | 3 | 3 |
| 27 Mar | 591.40 | 36.05 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 588.75 | 36.05 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 592.25 | 36.05 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 578.20 | 36.05 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 559.75 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 567.30 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 566.70 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 566.40 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 574.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 574.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 576.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 573.20 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 575.20 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 582.45 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 590.85 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 579.80 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 574.80 | 0 | 0 | - | 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 | 0.28 | 0 | 0 | 0 |
| 3 Feb | 604.65 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 606.00 | 0 | 0 | 0.20 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 24APR2025
Delta for 620 PE is 0.00
Historical price for 620 PE is as follows
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 47.55, 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 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 47.55, 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 47.55, 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 47.55, 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 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 47.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 47.55, which was 11.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 36.05, 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 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 36.05, 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 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 36.05, 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 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 36.05, 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 27 Feb ICICIPRULI was trading at 559.75. 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 26 Feb ICICIPRULI was trading at 567.30. 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 25 Feb ICICIPRULI was trading at 566.70. 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 24 Feb ICICIPRULI was trading at 566.40. 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 21 Feb ICICIPRULI was trading at 574.00. 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
On 20 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 -, 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 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 18 Feb ICICIPRULI was trading at 573.20. 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 17 Feb ICICIPRULI was trading at 575.20. 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 14 Feb ICICIPRULI was trading at 582.45. 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 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 -, 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 -, 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 0.28, 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 0.20, the open interest changed by 0 which decreased total open position to 0
