ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 550 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.16
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 64 | 13.35 | 59.14 | 1 | 0 | 10 | |||||||||
| 21 Sept | 602.55 | 50.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 605.00 | 50.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 600.80 | 50.65 | -4.85 | - | 3 | 2 | 8 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 550 expiring on 30SEP2025
Delta for 550 CE is 0.89
Historical price for 550 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 64, which was 13.35 higher than the previous day. The implied volatity was 59.14, the open interest changed by 0 which decreased total open position to 10
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 50.65, 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 50.65, 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 50.65, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
| ICICIPRULI 30SEP2025 550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.06
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 0.35 | 0.1 | 37.48 | 4 | -2 | 107 |
| 21 Sept | 602.55 | 0.25 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 605.00 | 0.25 | -0.25 | 27.34 | 59 | 10 | 104 |
| 14 Sept | 600.80 | 0.8 | -0.2 | 26.75 | 24 | -1 | 95 |
For Icici Pru Life Ins Co Ltd - strike price 550 expiring on 30SEP2025
Delta for 550 PE is -0.03
Historical price for 550 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 37.48, the open interest changed by -2 which decreased total open position to 107
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 0.25, 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 0.25, which was -0.25 lower than the previous day. The implied volatity was 27.34, the open interest changed by 10 which increased total open position to 104
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 26.75, the open interest changed by -1 which decreased total open position to 95
