[--[65.84.65.76]--]
ICICIPRULI
Icici Pru Life Ins Co Ltd

609.5 6.95 (1.15%)

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Historical option data for ICICIPRULI

22 Sep 2025 08:00 PM IST
ICICIPRULI 30SEP2025 520 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
22 Sept 609.50 138.35 0 - 0 0 0
21 Sept 602.55 138.35 0 - 0 0 0
18 Sept 605.00 138.35 0 - 0 0 0
14 Sept 600.80 138.35 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 520 expiring on 30SEP2025

Delta for 520 CE is -

Historical price for 520 CE is as follows

On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 138.35, 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 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 138.35, 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 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 138.35, 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 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 138.35, 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


ICICIPRULI 30SEP2025 520 PE
Delta: -0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Sept 609.50 2.75 0 30.00 0 0 0
21 Sept 602.55 2.75 0 23.54 0 0 0
18 Sept 605.00 2.75 0 23.26 0 0 0
14 Sept 600.80 2.75 0 18.20 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 520 expiring on 30SEP2025

Delta for 520 PE is -0.00

Historical price for 520 PE is as follows

On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 0


On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 23.54, the open interest changed by 0 which decreased total open position to 0


On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 23.26, the open interest changed by 0 which decreased total open position to 0


On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 18.20, the open interest changed by 0 which decreased total open position to 0