ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
04 Apr 2025 04:10 PM IST
| ICICIPRULI 24APR2025 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.13
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 556.80 | 1 | -0.25 | 37.91 | 55 | 7 | 206 | |||
| 3 Apr | 562.85 | 1.25 | -0.15 | 35.45 | 34 | 15 | 200 | |||
| 2 Apr | 563.35 | 1.45 | -0.15 | 36.26 | 142 | 18 | 184 | |||
| 1 Apr | 569.05 | 1.6 | -0.05 | 33.39 | 141 | 4 | 165 | |||
| 28 Mar | 564.35 | 1.6 | -3 | 32.55 | 438 | 127 | 161 | |||
| 27 Mar | 591.40 | 4.7 | -0.35 | 32.49 | 66 | 30 | 35 | |||
| 26 Mar | 588.75 | 4.85 | -0.2 | 0.00 | 0 | 5 | 0 | |||
| 25 Mar | 592.25 | 4.85 | 0.35 | 30.84 | 5 | 0 | 0 | |||
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| 20 Mar | 578.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 24APR2025
Delta for 650 CE is 0.05
Historical price for 650 CE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 37.91, the open interest changed by 7 which increased total open position to 206
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 35.45, the open interest changed by 15 which increased total open position to 200
On 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 36.26, the open interest changed by 18 which increased total open position to 184
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 33.39, the open interest changed by 4 which increased total open position to 165
On 28 Mar ICICIPRULI was trading at 564.35. The strike last trading price was 1.6, which was -3 lower than the previous day. The implied volatity was 32.55, the open interest changed by 127 which increased total open position to 161
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 4.7, which was -0.35 lower than the previous day. The implied volatity was 32.49, the open interest changed by 30 which increased total open position to 35
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 4.85, which was -0.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 4.85, which was 0.35 higher than the previous day. The implied volatity was 30.84, 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 0, 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
| ICICIPRULI 24APR2025 650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.10
Theta: 0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 556.80 | 90.5 | 3.5 | 34.00 | 1 | 0 | 12 |
| 3 Apr | 562.85 | 87 | 0 | 0.00 | 0 | 1 | 0 |
| 2 Apr | 563.35 | 87 | 3.25 | 48.44 | 1 | 0 | 11 |
| 1 Apr | 569.05 | 83.75 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 564.35 | 83.75 | 22.75 | 41.26 | 8 | 0 | 7 |
| 27 Mar | 591.40 | 61 | 0 | 0.00 | 0 | 6 | 0 |
| 26 Mar | 588.75 | 61 | 7 | 33.21 | 6 | 5 | 6 |
| 25 Mar | 592.25 | 54 | -33.65 | 19.24 | 1 | 0 | 0 |
| 20 Mar | 578.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 24APR2025
Delta for 650 PE is -0.97
Historical price for 650 PE is as follows
On 4 Apr ICICIPRULI was trading at 556.80. The strike last trading price was 90.5, which was 3.5 higher than the previous day. The implied volatity was 34.00, the open interest changed by 0 which decreased total open position to 12
On 3 Apr ICICIPRULI was trading at 562.85. The strike last trading price was 87, 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 2 Apr ICICIPRULI was trading at 563.35. The strike last trading price was 87, which was 3.25 higher than the previous day. The implied volatity was 48.44, the open interest changed by 0 which decreased total open position to 11
On 1 Apr ICICIPRULI was trading at 569.05. The strike last trading price was 83.75, 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 83.75, which was 22.75 higher than the previous day. The implied volatity was 41.26, the open interest changed by 0 which decreased total open position to 7
On 27 Mar ICICIPRULI was trading at 591.40. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 26 Mar ICICIPRULI was trading at 588.75. The strike last trading price was 61, which was 7 higher than the previous day. The implied volatity was 33.21, the open interest changed by 5 which increased total open position to 6
On 25 Mar ICICIPRULI was trading at 592.25. The strike last trading price was 54, which was -33.65 lower than the previous day. The implied volatity was 19.24, 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 0, 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
