ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 580 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 609.50 | 31.2 | 3.8 | - | 50 | 5 | 53 | |||||||||
| 21 Sept | 602.55 | 27.7 | -1.4 | 21.99 | 8 | 7 | 47 | |||||||||
| 18 Sept | 605.00 | 29.05 | 4.7 | 24.89 | 57 | -33 | 39 | |||||||||
| 14 Sept | 600.80 | 26.1 | 1.1 | 17.11 | 57 | -1 | 48 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 580 expiring on 30SEP2025
Delta for 580 CE is -
Historical price for 580 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 31.2, which was 3.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 53
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 27.7, which was -1.4 lower than the previous day. The implied volatity was 21.99, the open interest changed by 7 which increased total open position to 47
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 29.05, which was 4.7 higher than the previous day. The implied volatity was 24.89, the open interest changed by -33 which decreased total open position to 39
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 26.1, which was 1.1 higher than the previous day. The implied volatity was 17.11, the open interest changed by -1 which decreased total open position to 48
| ICICIPRULI 30SEP2025 580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.13
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 0.85 | -0.85 | 25.62 | 196 | -43 | 331 |
| 21 Sept | 602.55 | 1.65 | -0.15 | 23.36 | 158 | 49 | 370 |
| 18 Sept | 605.00 | 1.85 | -1.05 | 23.50 | 222 | -9 | 325 |
| 14 Sept | 600.80 | 3.8 | -1.25 | 23.75 | 173 | 43 | 316 |
For Icici Pru Life Ins Co Ltd - strike price 580 expiring on 30SEP2025
Delta for 580 PE is -0.08
Historical price for 580 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 0.85, which was -0.85 lower than the previous day. The implied volatity was 25.62, the open interest changed by -43 which decreased total open position to 331
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 23.36, the open interest changed by 49 which increased total open position to 370
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 1.85, which was -1.05 lower than the previous day. The implied volatity was 23.50, the open interest changed by -9 which decreased total open position to 325
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 3.8, which was -1.25 lower than the previous day. The implied volatity was 23.75, the open interest changed by 43 which increased total open position to 316
