ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
28 Sep 2025 10:06 PM IST
| ICICIPRULI 28OCT2025 600 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.68
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 585.50 | 13.2 | -4.45 | 26.00 | 90 | 27 | 148 | |||||||||
| 22 Sept | 609.50 | 29.05 | 3.8 | 26.68 | 65 | 20 | 63 | |||||||||
| 21 Sept | 602.55 | 25.55 | -1.4 | 25.06 | 16 | 9 | 41 | |||||||||
| 18 Sept | 605.00 | 26.95 | 4.45 | 26.17 | 27 | 11 | 33 | |||||||||
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| 14 Sept | 600.80 | 23.8 | -2.9 | 22.28 | 1 | 0 | 5 | |||||||||
| 17 Aug | 626.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 600 expiring on 28OCT2025
Delta for 600 CE is 0.42
Historical price for 600 CE is as follows
On 28 Sept ICICIPRULI was trading at 585.50. The strike last trading price was 13.2, which was -4.45 lower than the previous day. The implied volatity was 26.00, the open interest changed by 27 which increased total open position to 148
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 29.05, which was 3.8 higher than the previous day. The implied volatity was 26.68, the open interest changed by 20 which increased total open position to 63
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 25.55, which was -1.4 lower than the previous day. The implied volatity was 25.06, the open interest changed by 9 which increased total open position to 41
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 26.95, which was 4.45 higher than the previous day. The implied volatity was 26.17, the open interest changed by 11 which increased total open position to 33
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 23.8, which was -2.9 lower than the previous day. The implied volatity was 22.28, the open interest changed by 0 which decreased total open position to 5
On 17 Aug ICICIPRULI was trading at 626.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 28OCT2025 600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.68
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 585.50 | 25.65 | 6.4 | 28.41 | 44 | 12 | 200 |
| 22 Sept | 609.50 | 14.45 | -1.75 | 28.47 | 52 | 29 | 84 |
| 21 Sept | 602.55 | 16.2 | 0.95 | 27.19 | 17 | 4 | 56 |
| 18 Sept | 605.00 | 15.25 | -3.25 | 25.89 | 28 | 18 | 51 |
| 14 Sept | 600.80 | 20 | 1.15 | 28.78 | 2 | 0 | 23 |
| 17 Aug | 626.60 | 24.95 | 0 | 4.02 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 600 expiring on 28OCT2025
Delta for 600 PE is -0.57
Historical price for 600 PE is as follows
On 28 Sept ICICIPRULI was trading at 585.50. The strike last trading price was 25.65, which was 6.4 higher than the previous day. The implied volatity was 28.41, the open interest changed by 12 which increased total open position to 200
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 14.45, which was -1.75 lower than the previous day. The implied volatity was 28.47, the open interest changed by 29 which increased total open position to 84
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 16.2, which was 0.95 higher than the previous day. The implied volatity was 27.19, the open interest changed by 4 which increased total open position to 56
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 15.25, which was -3.25 lower than the previous day. The implied volatity was 25.89, the open interest changed by 18 which increased total open position to 51
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 20, which was 1.15 higher than the previous day. The implied volatity was 28.78, the open interest changed by 0 which decreased total open position to 23
On 17 Aug ICICIPRULI was trading at 626.60. The strike last trading price was 24.95, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
