ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 560 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 | |||||||||
| 22 Sept | 609.50 | 42.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 602.55 | 42.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 605.00 | 42.75 | 0 | 0.00 | 0 | -3 | 0 | |||||||||
| 14 Sept | 600.80 | 45.2 | -1.05 | 22.27 | 6 | 2 | 13 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 560 expiring on 30SEP2025
Delta for 560 CE is 0.00
Historical price for 560 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 42.75, 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 42.75, 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 42.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 45.2, which was -1.05 lower than the previous day. The implied volatity was 22.27, the open interest changed by 2 which increased total open position to 13
| ICICIPRULI 30SEP2025 560 PE | |||||||
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Delta: -0.04
Vega: 0.07
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 0.45 | 0 | 33.54 | 14 | -9 | 124 |
| 21 Sept | 602.55 | 0.45 | -0.15 | 26.47 | 27 | 19 | 132 |
| 18 Sept | 605.00 | 0.6 | -0.15 | 27.42 | 46 | 26 | 114 |
| 14 Sept | 600.80 | 1.25 | -0.5 | 25.13 | 66 | -5 | 110 |
For Icici Pru Life Ins Co Ltd - strike price 560 expiring on 30SEP2025
Delta for 560 PE is -0.04
Historical price for 560 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 33.54, the open interest changed by -9 which decreased total open position to 124
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 26.47, the open interest changed by 19 which increased total open position to 132
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 27.42, the open interest changed by 26 which increased total open position to 114
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 1.25, which was -0.5 lower than the previous day. The implied volatity was 25.13, the open interest changed by -5 which decreased total open position to 110
