ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
13 Mar 2025 04:10 PM IST
| ICICIPRULI 27MAR2025 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.06
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 536.60 | 0.35 | 0.05 | 39.63 | 8 | 1 | 63 | |||
| 11 Mar | 546.15 | 0.3 | -0.65 | 32.48 | 8 | 0 | 62 | |||
| 10 Mar | 544.65 | 0.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 549.55 | 0.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 550.15 | 0.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 547.75 | 0.95 | -0.25 | 31.62 | 14 | 5 | 62 | |||
| 3 Mar | 554.25 | 1.2 | 0 | 29.97 | 94 | 20 | 55 | |||
| 28 Feb | 551.60 | 1.25 | -1.75 | 30.86 | 145 | 36 | 38 | |||
| 27 Feb | 559.75 | 3 | 0 | 34.53 | 5 | 1 | 2 | |||
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| 26 Feb | 567.30 | 3 | -22 | 29.00 | 1 | 1 | 0 | |||
| 25 Feb | 566.70 | 3 | -22 | 29.00 | 1 | 0 | 0 | |||
| 24 Feb | 566.40 | 25 | 0 | 9.59 | 0 | 0 | 0 | |||
| 21 Feb | 574.00 | 25 | 0 | 7.92 | 0 | 0 | 0 | |||
| 20 Feb | 574.80 | 25 | 0 | 7.67 | 0 | 0 | 0 | |||
| 13 Feb | 590.85 | 25 | 0 | 4.49 | 0 | 0 | 0 | |||
| 10 Feb | 587.85 | 25 | 0 | 4.57 | 0 | 0 | 0 | |||
| 5 Feb | 605.25 | 25 | 0 | 1.32 | 0 | 0 | 0 | |||
| 4 Feb | 606.95 | 25 | 0 | 2.82 | 0 | 0 | 0 | |||
| 3 Feb | 604.65 | 25 | 0 | 2.20 | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 27MAR2025
Delta for 630 CE is 0.02
Historical price for 630 CE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 39.63, the open interest changed by 1 which increased total open position to 63
On 11 Mar ICICIPRULI was trading at 546.15. The strike last trading price was 0.3, which was -0.65 lower than the previous day. The implied volatity was 32.48, the open interest changed by 0 which decreased total open position to 62
On 10 Mar ICICIPRULI was trading at 544.65. The strike last trading price was 0.95, 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 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 0.95, 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 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 0.95, 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 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 31.62, the open interest changed by 5 which increased total open position to 62
On 3 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 29.97, the open interest changed by 20 which increased total open position to 55
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 1.25, which was -1.75 lower than the previous day. The implied volatity was 30.86, the open interest changed by 36 which increased total open position to 38
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 34.53, the open interest changed by 1 which increased total open position to 2
On 26 Feb ICICIPRULI was trading at 567.30. The strike last trading price was 3, which was -22 lower than the previous day. The implied volatity was 29.00, the open interest changed by 1 which increased total open position to 0
On 25 Feb ICICIPRULI was trading at 566.70. The strike last trading price was 3, which was -22 lower than the previous day. The implied volatity was 29.00, 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 25, which was 0 lower than the previous day. The implied volatity was 9.59, 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 25, which was 0 lower than the previous day. The implied volatity was 7.92, 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 25, which was 0 lower than the previous day. The implied volatity was 7.67, 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 25, which was 0 lower than the previous day. The implied volatity was 4.49, 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 25, which was 0 lower than the previous day. The implied volatity was 4.57, 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 25, which was 0 lower than the previous day. The implied volatity was 1.32, 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 25, which was 0 lower than the previous day. The implied volatity was 2.82, 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 25, which was 0 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 27MAR2025 630 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 | 71.35 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 546.15 | 71.35 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 544.65 | 71.35 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 549.55 | 71.35 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 550.15 | 71.35 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 547.75 | 71.35 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 554.25 | 71.35 | 0 | 0.00 | 0 | 4 | 0 |
| 28 Feb | 551.60 | 71.35 | 34.75 | - | 4 | 1 | 1 |
| 27 Feb | 559.75 | 36.6 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 567.30 | 36.6 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 566.70 | 36.6 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 566.40 | 36.6 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 574.00 | 36.6 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 574.80 | 36.6 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 590.85 | 36.6 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 587.85 | 36.6 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 605.25 | 36.6 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 606.95 | 36.6 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 604.65 | 36.6 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 27MAR2025
Delta for 630 PE is 0.00
Historical price for 630 PE is as follows
On 13 Mar ICICIPRULI was trading at 536.60. The strike last trading price was 71.35, 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 71.35, 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 71.35, 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 7 Mar ICICIPRULI was trading at 549.55. The strike last trading price was 71.35, 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 6 Mar ICICIPRULI was trading at 550.15. The strike last trading price was 71.35, 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 Mar ICICIPRULI was trading at 547.75. The strike last trading price was 71.35, 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 Mar ICICIPRULI was trading at 554.25. The strike last trading price was 71.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 28 Feb ICICIPRULI was trading at 551.60. The strike last trading price was 71.35, which was 34.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Feb ICICIPRULI was trading at 559.75. The strike last trading price was 36.6, 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 36.6, 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 36.6, 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 36.6, 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 36.6, 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 36.6, 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 36.6, 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 36.6, 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 36.6, 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 36.6, 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 36.6, 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
