ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 600 CE | ||||||||||||||||
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Delta: 0.75
Vega: 0.29
Theta: -0.47
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 14 | 1.85 | 19.40 | 1,782 | -156 | 491 | |||||||||
| 21 Sept | 602.55 | 12.7 | -1.3 | 21.95 | 278 | -24 | 648 | |||||||||
| 18 Sept | 605.00 | 13.95 | 2.65 | 23.25 | 1,344 | -154 | 673 | |||||||||
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| 14 Sept | 600.80 | 13.9 | 1.1 | 21.52 | 705 | 62 | 557 | |||||||||
| 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 0.75
Historical price for 600 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 14, which was 1.85 higher than the previous day. The implied volatity was 19.40, the open interest changed by -156 which decreased total open position to 491
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 12.7, which was -1.3 lower than the previous day. The implied volatity was 21.95, the open interest changed by -24 which decreased total open position to 648
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 13.95, which was 2.65 higher than the previous day. The implied volatity was 23.25, the open interest changed by -154 which decreased total open position to 673
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 13.9, which was 1.1 higher than the previous day. The implied volatity was 21.52, the open interest changed by 62 which increased total open position to 557
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: -0.28
Vega: 0.31
Theta: -0.38
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 3.65 | -3.25 | 22.63 | 643 | -65 | 621 |
| 21 Sept | 602.55 | 6.45 | -0.2 | 22.34 | 154 | -21 | 688 |
| 18 Sept | 605.00 | 6.45 | -3.15 | 21.86 | 329 | 6 | 706 |
| 14 Sept | 600.80 | 10.5 | -2.05 | 23.90 | 294 | 91 | 597 |
| 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 -0.28
Historical price for 600 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 3.65, which was -3.25 lower than the previous day. The implied volatity was 22.63, the open interest changed by -65 which decreased total open position to 621
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 6.45, which was -0.2 lower than the previous day. The implied volatity was 22.34, the open interest changed by -21 which decreased total open position to 688
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 6.45, which was -3.15 lower than the previous day. The implied volatity was 21.86, the open interest changed by 6 which increased total open position to 706
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 10.5, which was -2.05 lower than the previous day. The implied volatity was 23.90, the open interest changed by 91 which increased total open position to 597
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
