ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 570 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 36.75 | 0.9 | - | 6 | 0 | 15 | |||||||||
| 21 Sept | 602.55 | 35.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 605.00 | 35.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 600.80 | 34.7 | 1.3 | 13.95 | 6 | -1 | 18 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 570 expiring on 30SEP2025
Delta for 570 CE is -
Historical price for 570 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 36.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 35.85, 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 35.85, 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 34.7, which was 1.3 higher than the previous day. The implied volatity was 13.95, the open interest changed by -1 which decreased total open position to 18
| ICICIPRULI 30SEP2025 570 PE | |||||||
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Delta: -0.05
Vega: 0.09
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 0.5 | -0.4 | 28.48 | 178 | -94 | 111 |
| 21 Sept | 602.55 | 0.8 | -0.15 | 24.46 | 37 | 13 | 203 |
| 18 Sept | 605.00 | 0.95 | -0.5 | 24.65 | 105 | 11 | 191 |
| 14 Sept | 600.80 | 2.2 | -0.8 | 24.35 | 85 | 12 | 127 |
For Icici Pru Life Ins Co Ltd - strike price 570 expiring on 30SEP2025
Delta for 570 PE is -0.05
Historical price for 570 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was 28.48, the open interest changed by -94 which decreased total open position to 111
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 24.46, the open interest changed by 13 which increased total open position to 203
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 0.95, which was -0.5 lower than the previous day. The implied volatity was 24.65, the open interest changed by 11 which increased total open position to 191
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 2.2, which was -0.8 lower than the previous day. The implied volatity was 24.35, the open interest changed by 12 which increased total open position to 127
