ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
07 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.12
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 536.90 | 1 | -0.25 | 45.10 | 19 | -5 | 161 | |||
| 4 Apr | 556.80 | 1.25 | -0.5 | 36.43 | 43 | 3 | 171 | |||
| 3 Apr | 562.85 | 1.75 | -0.2 | 34.86 | 70 | 36 | 167 | |||
| 2 Apr | 563.35 | 2 | -0.15 | 35.71 | 172 | -29 | 132 | |||
| 1 Apr | 569.05 | 2.15 | 0 | 32.51 | 107 | 8 | 161 | |||
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| 28 Mar | 564.35 | 2.2 | -4.25 | 32.05 | 319 | 13 | 153 | |||
| 27 Mar | 591.40 | 6.5 | 1.1 | 32.69 | 194 | 18 | 141 | |||
| 26 Mar | 588.75 | 5.4 | -1.6 | 30.20 | 122 | 47 | 125 | |||
| 25 Mar | 592.25 | 7.1 | -22.1 | 31.77 | 163 | 91 | 91 | |||
| 20 Mar | 578.20 | 29.2 | 0 | 8.49 | 0 | 0 | 0 | |||
| 27 Feb | 559.75 | 29.2 | 0 | 8.73 | 0 | 0 | 0 | |||
| 26 Feb | 567.30 | 29.2 | 0 | 7.12 | 0 | 0 | 0 | |||
| 25 Feb | 566.70 | 29.2 | 0 | 7.12 | 0 | 0 | 0 | |||
| 24 Feb | 566.40 | 29.2 | 0 | 7.22 | 0 | 0 | 0 | |||
| 21 Feb | 574.00 | 29.2 | 0 | 6.10 | 0 | 0 | 0 | |||
| 20 Feb | 574.80 | 29.2 | 0 | 6.08 | 0 | 0 | 0 | |||
| 19 Feb | 576.00 | 29.2 | 0 | 5.66 | 0 | 0 | 0 | |||
| 18 Feb | 573.20 | 29.2 | 0 | 6.13 | 0 | 0 | 0 | |||
| 17 Feb | 575.20 | 29.2 | 0 | 5.43 | 0 | 0 | 0 | |||
| 14 Feb | 582.45 | 0 | 0 | 4.77 | 0 | 0 | 0 | |||
| 13 Feb | 590.85 | 0 | 0 | 3.86 | 0 | 0 | 0 | |||
| 12 Feb | 579.80 | 0 | 0 | 4.85 | 0 | 0 | 0 | |||
| 11 Feb | 574.80 | 0 | 0 | 5.38 | 0 | 0 | 0 | |||
| 10 Feb | 587.85 | 0 | 0 | 3.91 | 0 | 0 | 0 | |||
| 7 Feb | 600.05 | 0 | 0 | 2.63 | 0 | 0 | 0 | |||
| 6 Feb | 599.95 | 0 | 0 | 2.64 | 0 | 0 | 0 | |||
| 5 Feb | 605.25 | 0 | 0 | 2.30 | 0 | 0 | 0 | |||
| 4 Feb | 606.95 | 0 | 0 | 1.86 | 0 | 0 | 0 | |||
| 3 Feb | 604.65 | 0 | 0 | 2.10 | 0 | 0 | 0 | |||
| 1 Feb | 606.00 | 0 | 0 | 1.90 | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 24APR2025
Delta for 640 CE is 0.05
Historical price for 640 CE is as follows
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 45.10, the open interest changed by -5 which decreased total open position to 161
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 1.25, which was -0.5 lower than the previous day. The implied volatity was 36.43, the open interest changed by 3 which increased total open position to 171
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 34.86, the open interest changed by 36 which increased total open position to 167
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 35.71, the open interest changed by -29 which decreased total open position to 132
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 32.51, the open interest changed by 8 which increased total open position to 161
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 2.2, which was -4.25 lower than the previous day. The implied volatity was 32.05, the open interest changed by 13 which increased total open position to 153
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 6.5, which was 1.1 higher than the previous day. The implied volatity was 32.69, the open interest changed by 18 which increased total open position to 141
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 5.4, which was -1.6 lower than the previous day. The implied volatity was 30.20, the open interest changed by 47 which increased total open position to 125
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 7.1, which was -22.1 lower than the previous day. The implied volatity was 31.77, the open interest changed by 91 which increased total open position to 91
On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was 8.49, 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 29.2, which was 0 lower than the previous day. The implied volatity was 8.73, 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 29.2, which was 0 lower than the previous day. The implied volatity was 7.12, 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 29.2, which was 0 lower than the previous day. The implied volatity was 7.12, 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 29.2, which was 0 lower than the previous day. The implied volatity was 7.22, 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 29.2, which was 0 lower than the previous day. The implied volatity was 6.10, 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 29.2, which was 0 lower than the previous day. The implied volatity was 6.08, 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 29.2, which was 0 lower than the previous day. The implied volatity was 5.66, 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 29.2, which was 0 lower than the previous day. The implied volatity was 6.13, 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 29.2, which was 0 lower than the previous day. The implied volatity was 5.43, 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 4.77, 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 3.86, 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 4.85, 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 5.38, 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 3.91, 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 2.63, 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 2.64, 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 2.30, 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 1.86, 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 2.10, 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 1.90, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 24APR2025 640 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 |
| 7 Apr | 536.90 | 70 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 556.80 | 70 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 562.85 | 70 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 563.35 | 70 | 0 | 0.00 | 0 | 1 | 0 |
| 1 Apr | 569.05 | 70 | 17.9 | 42.10 | 1 | 1 | 30 |
| 28 Mar | 564.35 | 52.1 | -5.45 | - | 1 | 0 | 29 |
| 27 Mar | 591.40 | 57.55 | 0.9 | 43.93 | 8 | 4 | 25 |
| 26 Mar | 588.75 | 56.65 | 7.75 | 40.53 | 2 | 0 | 19 |
| 25 Mar | 592.25 | 48.9 | 1.75 | 29.70 | 19 | 17 | 17 |
| 20 Mar | 578.20 | 47.15 | 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 | 0 | 0 |
| 3 Feb | 604.65 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 606.00 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 24APR2025
Delta for 640 PE is 0.00
Historical price for 640 PE is as follows
On 7 Apr ICICIPRULI was trading at 536.90. The strike last trading price was 70, 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 70, 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 70, 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 70, 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 70, which was 17.9 higher than the previous day. The implied volatity was 42.10, the open interest changed by 1 which increased total open position to 30
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 52.1, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 57.55, which was 0.9 higher than the previous day. The implied volatity was 43.93, the open interest changed by 4 which increased total open position to 25
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 56.65, which was 7.75 higher than the previous day. The implied volatity was 40.53, the open interest changed by 0 which decreased total open position to 19
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 48.9, which was 1.75 higher than the previous day. The implied volatity was 29.70, the open interest changed by 17 which increased total open position to 17
On 20 Mar ICICIPRULI was trading at 578.20. The strike last trading price was 47.15, 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0
