ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
08 Apr 2025 12:20 PM IST
| ICICIPRULI 24APR2025 635 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.15
Theta: -0.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 553.30 | 1.3 | 0 | 40.81 | 1 | 0 | 29 | |||
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| 7 Apr | 536.90 | 1.3 | -0.15 | 45.46 | 5 | -2 | 27 | |||
| 4 Apr | 556.80 | 1.4 | -0.55 | 35.66 | 26 | 14 | 28 | |||
| 3 Apr | 562.85 | 1.95 | -0.25 | 34.04 | 26 | -2 | 15 | |||
| 2 Apr | 563.35 | 2.2 | -0.3 | 34.84 | 9 | -2 | 17 | |||
| 1 Apr | 569.05 | 2.55 | 0.05 | 32.25 | 28 | 5 | 20 | |||
| 28 Mar | 564.35 | 2.5 | -3.85 | 31.53 | 30 | 15 | 15 | |||
For Icici Pru Life Ins Co Ltd - strike price 635 expiring on 24APR2025
Delta for 635 CE is 0.06
Historical price for 635 CE is as follows
On 8 Apr ICICIPRULI was trading at 553.30. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 40.81, the open interest changed by 0 which decreased total open position to 29
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 45.46, the open interest changed by -2 which decreased total open position to 27
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 35.66, the open interest changed by 14 which increased total open position to 28
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was 34.04, the open interest changed by -2 which decreased total open position to 15
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 2.2, which was -0.3 lower than the previous day. The implied volatity was 34.84, the open interest changed by -2 which decreased total open position to 17
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 2.55, which was 0.05 higher than the previous day. The implied volatity was 32.25, the open interest changed by 5 which increased total open position to 20
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 2.5, which was -3.85 lower than the previous day. The implied volatity was 31.53, the open interest changed by 15 which increased total open position to 15
| ICICIPRULI 24APR2025 635 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 |
| 8 Apr | 553.30 | 46.5 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 536.90 | 46.5 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 556.80 | 46.5 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 562.85 | 46.5 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 563.35 | 46.5 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 569.05 | 46.5 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 564.35 | 46.5 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 635 expiring on 24APR2025
Delta for 635 PE is 0.00
Historical price for 635 PE is as follows
On 8 Apr ICICIPRULI was trading at 553.30. The strike last trading price was 46.5, 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 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 46.5, 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 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 46.5, 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 46.5, 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 46.5, 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 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 46.5, 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 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 46.5, 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
