ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 590 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.16
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 22.1 | 3.55 | 18.87 | 39 | -12 | 87 | |||||||||
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| 21 Sept | 602.55 | 18.55 | -2.3 | 18.80 | 6 | 3 | 99 | |||||||||
| 18 Sept | 605.00 | 20.85 | 3.85 | 23.81 | 24 | 5 | 95 | |||||||||
| 14 Sept | 600.80 | 20.2 | 1.8 | 21.74 | 48 | 6 | 84 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 590 expiring on 30SEP2025
Delta for 590 CE is 0.90
Historical price for 590 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 22.1, which was 3.55 higher than the previous day. The implied volatity was 18.87, the open interest changed by -12 which decreased total open position to 87
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 18.55, which was -2.3 lower than the previous day. The implied volatity was 18.80, the open interest changed by 3 which increased total open position to 99
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 20.85, which was 3.85 higher than the previous day. The implied volatity was 23.81, the open interest changed by 5 which increased total open position to 95
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 20.2, which was 1.8 higher than the previous day. The implied volatity was 21.74, the open interest changed by 6 which increased total open position to 84
| ICICIPRULI 30SEP2025 590 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.21
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 1.65 | -1.9 | 23.41 | 450 | -52 | 426 |
| 21 Sept | 602.55 | 3.25 | -0.2 | 22.31 | 122 | -11 | 479 |
| 18 Sept | 605.00 | 3.25 | -2.05 | 21.72 | 378 | 20 | 487 |
| 14 Sept | 600.80 | 6.25 | -1.9 | 23.14 | 176 | 52 | 408 |
For Icici Pru Life Ins Co Ltd - strike price 590 expiring on 30SEP2025
Delta for 590 PE is -0.15
Historical price for 590 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 1.65, which was -1.9 lower than the previous day. The implied volatity was 23.41, the open interest changed by -52 which decreased total open position to 426
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 3.25, which was -0.2 lower than the previous day. The implied volatity was 22.31, the open interest changed by -11 which decreased total open position to 479
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 3.25, which was -2.05 lower than the previous day. The implied volatity was 21.72, the open interest changed by 20 which increased total open position to 487
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 6.25, which was -1.9 lower than the previous day. The implied volatity was 23.14, the open interest changed by 52 which increased total open position to 408
