ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
17 Aug 2025 12:54 AM IST
| ICICIPRULI 30SEP2025 600 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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| 17 Aug | 626.60 | 73.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 600 expiring on 30SEP2025
Delta for 600 CE is -
Historical price for 600 CE is as follows
On 17 Aug ICICIPRULI was trading at 626.60. The strike last trading price was 73.75, 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 30SEP2025 600 PE | |||||||
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Delta: -0.25
Vega: 0.71
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 626.60 | 8.35 | 0.5 | 23.84 | 6 | 3 | 15 |
For Icici Pru Life Ins Co Ltd - strike price 600 expiring on 30SEP2025
Delta for 600 PE is -0.25
Historical price for 600 PE is as follows
On 17 Aug ICICIPRULI was trading at 626.60. The strike last trading price was 8.35, which was 0.5 higher than the previous day. The implied volatity was 23.84, the open interest changed by 3 which increased total open position to 15
