ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
03 Feb 2025 04:10 PM IST
| ICICIPRULI 27FEB2025 740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.10
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Feb | 604.65 | 0.6 | 0.1 | 38.85 | 83 | 3 | 17 | |||
| 1 Feb | 606.00 | 0.5 | -0.65 | 35.61 | 61 | 14 | 15 | |||
| 30 Jan | 611.40 | 1.15 | -29.1 | 38.30 | 4 | 1 | 1 | |||
| 26 Dec | 668.10 | 30.25 | 0.00 | 6.19 | 0 | 0 | 0 | |||
| 24 Dec | 661.55 | 30.25 | 0.00 | 7.29 | 0 | 0 | 0 | |||
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| 23 Dec | 649.60 | 30.25 | 0.00 | 6.88 | 0 | 0 | 0 | |||
| 20 Dec | 653.90 | 30.25 | 0.00 | 6.44 | 0 | 0 | 0 | |||
| 19 Dec | 659.50 | 30.25 | 0.00 | 6.19 | 0 | 0 | 0 | |||
| 18 Dec | 662.55 | 30.25 | 0.00 | 5.19 | 0 | 0 | 0 | |||
| 17 Dec | 670.75 | 30.25 | 0.00 | 4.22 | 0 | 0 | 0 | |||
| 16 Dec | 679.50 | 30.25 | 0.00 | 4.07 | 0 | 0 | 0 | |||
| 13 Dec | 685.75 | 30.25 | 0.00 | 3.76 | 0 | 0 | 0 | |||
| 12 Dec | 691.95 | 30.25 | 0.00 | 2.67 | 0 | 0 | 0 | |||
| 11 Dec | 695.35 | 30.25 | 0.00 | 3.00 | 0 | 0 | 0 | |||
| 10 Dec | 681.00 | 30.25 | 0.00 | 3.73 | 0 | 0 | 0 | |||
| 9 Dec | 676.20 | 30.25 | 0.00 | 4.13 | 0 | 0 | 0 | |||
| 6 Dec | 674.85 | 30.25 | 0.00 | 4.21 | 0 | 0 | 0 | |||
| 5 Dec | 674.70 | 30.25 | 0.00 | 4.83 | 0 | 0 | 0 | |||
| 4 Dec | 675.80 | 30.25 | 30.25 | 3.63 | 0 | 0 | 0 | |||
| 3 Dec | 684.20 | 0 | 0.00 | 3.16 | 0 | 0 | 0 | |||
| 2 Dec | 691.90 | 0 | 2.46 | 0 | 0 | 0 | ||||
For Icici Pru Life Ins Co Ltd - strike price 740 expiring on 27FEB2025
Delta for 740 CE is 0.03
Historical price for 740 CE is as follows
On 3 Feb ICICIPRULI was trading at 604.65. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 38.85, the open interest changed by 3 which increased total open position to 17
On 1 Feb ICICIPRULI was trading at 606.00. The strike last trading price was 0.5, which was -0.65 lower than the previous day. The implied volatity was 35.61, the open interest changed by 14 which increased total open position to 15
On 30 Jan ICICIPRULI was trading at 611.40. The strike last trading price was 1.15, which was -29.1 lower than the previous day. The implied volatity was 38.30, the open interest changed by 1 which increased total open position to 1
On 26 Dec ICICIPRULI was trading at 668.10. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0
On 24 Dec ICICIPRULI was trading at 661.55. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 7.29, the open interest changed by 0 which decreased total open position to 0
On 23 Dec ICICIPRULI was trading at 649.60. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 6.88, the open interest changed by 0 which decreased total open position to 0
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 6.44, the open interest changed by 0 which decreased total open position to 0
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 30.25, which was 30.25 higher than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 27FEB2025 740 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 |
| 3 Feb | 604.65 | 65.05 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 606.00 | 65.05 | 0 | 0.00 | 0 | 0 | 0 |
| 30 Jan | 611.40 | 65.05 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 668.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 661.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 649.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 653.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 659.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 662.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 670.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 679.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 685.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 691.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 695.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 681.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 676.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 674.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 674.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 675.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 684.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 691.90 | 0 | - | 0 | 0 | 0 | |
For Icici Pru Life Ins Co Ltd - strike price 740 expiring on 27FEB2025
Delta for 740 PE is 0.00
Historical price for 740 PE is as follows
On 3 Feb ICICIPRULI was trading at 604.65. The strike last trading price was 65.05, 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 Feb ICICIPRULI was trading at 606.00. The strike last trading price was 65.05, 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 30 Jan ICICIPRULI was trading at 611.40. The strike last trading price was 65.05, 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 Dec ICICIPRULI was trading at 668.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec ICICIPRULI was trading at 661.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec ICICIPRULI was trading at 649.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec ICICIPRULI was trading at 653.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec ICICIPRULI was trading at 659.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec ICICIPRULI was trading at 662.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec ICICIPRULI was trading at 670.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec ICICIPRULI was trading at 679.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ICICIPRULI was trading at 685.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ICICIPRULI was trading at 691.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ICICIPRULI was trading at 695.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ICICIPRULI was trading at 681.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ICICIPRULI was trading at 676.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ICICIPRULI was trading at 674.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ICICIPRULI was trading at 674.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ICICIPRULI was trading at 675.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIPRULI was trading at 684.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ICICIPRULI was trading at 691.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
