ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||||||||
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| 22 Sept | 609.50 | 60.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 602.55 | 60.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 605.00 | 60.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 600.80 | 60.75 | 5.75 | - | 1 | 1 | 4 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 540 expiring on 30SEP2025
Delta for 540 CE is 0.00
Historical price for 540 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 60.75, 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 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 60.75, 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 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 60.75, 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 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 60.75, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
| ICICIPRULI 30SEP2025 540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.04
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 0.2 | 0 | 39.39 | 13 | -9 | 84 |
| 21 Sept | 602.55 | 0.2 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 605.00 | 0.2 | -0.1 | 30.88 | 5 | -2 | 93 |
| 14 Sept | 600.80 | 0.5 | -0.15 | 28.20 | 45 | -21 | 119 |
For Icici Pru Life Ins Co Ltd - strike price 540 expiring on 30SEP2025
Delta for 540 PE is -0.02
Historical price for 540 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 39.39, the open interest changed by -9 which decreased total open position to 84
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 0.2, 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 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 30.88, the open interest changed by -2 which decreased total open position to 93
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 28.20, the open interest changed by -21 which decreased total open position to 119
