ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.20
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 1.7 | -0.6 | 35.53 | 36 | 19 | 156 | |||
| 3 Apr | 562.85 | 2.3 | -0.4 | 33.69 | 131 | 45 | 138 | |||
| 2 Apr | 563.35 | 2.7 | -0.2 | 34.98 | 89 | 5 | 93 | |||
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| 1 Apr | 569.05 | 2.95 | 0.05 | 31.77 | 44 | 15 | 87 | |||
| 28 Mar | 564.35 | 2.95 | -5.55 | 31.33 | 309 | 31 | 72 | |||
| 27 Mar | 591.40 | 8.95 | 1.6 | 33.17 | 70 | 23 | 41 | |||
| 26 Mar | 588.75 | 7.3 | -2.1 | 29.99 | 46 | 9 | 19 | |||
| 25 Mar | 592.25 | 9.3 | 2 | 31.57 | 13 | 10 | 10 | |||
| 20 Mar | 578.20 | 7.3 | 0 | 7.16 | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 24APR2025
Delta for 630 CE is 0.08
Historical price for 630 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was 35.53, the open interest changed by 19 which increased total open position to 156
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 2.3, which was -0.4 lower than the previous day. The implied volatity was 33.69, the open interest changed by 45 which increased total open position to 138
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 2.7, which was -0.2 lower than the previous day. The implied volatity was 34.98, the open interest changed by 5 which increased total open position to 93
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 2.95, which was 0.05 higher than the previous day. The implied volatity was 31.77, the open interest changed by 15 which increased total open position to 87
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 2.95, which was -5.55 lower than the previous day. The implied volatity was 31.33, the open interest changed by 31 which increased total open position to 72
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 8.95, which was 1.6 higher than the previous day. The implied volatity was 33.17, the open interest changed by 23 which increased total open position to 41
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 7.3, which was -2.1 lower than the previous day. The implied volatity was 29.99, the open interest changed by 9 which increased total open position to 19
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 9.3, which was 2 higher than the previous day. The implied volatity was 31.57, the open interest changed by 10 which increased total open position to 10
On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 7.16, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 24APR2025 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 |
| 4 Apr | 556.80 | 59.5 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 562.85 | 59.5 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 563.35 | 59.5 | 0 | 0.00 | 0 | 1 | 0 |
| 1 Apr | 569.05 | 59.5 | -11.15 | 36.55 | 2 | 1 | 1 |
| 28 Mar | 564.35 | 70.65 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 591.40 | 70.65 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 588.75 | 70.65 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 592.25 | 70.65 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 578.20 | 70.65 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 24APR2025
Delta for 630 PE is 0.00
Historical price for 630 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 59.5, 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 59.5, 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 59.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 59.5, which was -11.15 lower than the previous day. The implied volatity was 36.55, the open interest changed by 1 which increased total open position to 1
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 70.65, 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 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 70.65, 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 70.65, 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 70.65, 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 70.65, 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
