ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 610 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.36
Theta: -0.54
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 8 | 0.6 | 20.32 | 2,786 | -669 | 573 | |||||||||
| 21 Sept | 602.55 | 7.75 | -1.2 | 22.44 | 1,369 | 200 | 1,246 | |||||||||
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| 18 Sept | 605.00 | 8.95 | 1.85 | 23.72 | 3,051 | 189 | 1,035 | |||||||||
| 14 Sept | 600.80 | 9.35 | 0.7 | 22.06 | 1,012 | 56 | 577 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 610 expiring on 30SEP2025
Delta for 610 CE is 0.54
Historical price for 610 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 8, which was 0.6 higher than the previous day. The implied volatity was 20.32, the open interest changed by -669 which decreased total open position to 573
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 7.75, which was -1.2 lower than the previous day. The implied volatity was 22.44, the open interest changed by 200 which increased total open position to 1246
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 8.95, which was 1.85 higher than the previous day. The implied volatity was 23.72, the open interest changed by 189 which increased total open position to 1035
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 9.35, which was 0.7 higher than the previous day. The implied volatity was 22.06, the open interest changed by 56 which increased total open position to 577
| ICICIPRULI 30SEP2025 610 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.36
Theta: -0.42
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 7.4 | -4.75 | 22.37 | 760 | -105 | 295 |
| 21 Sept | 602.55 | 11.3 | -0.1 | 22.41 | 150 | 3 | 402 |
| 18 Sept | 605.00 | 11.35 | -4.15 | 22.23 | 188 | 49 | 396 |
| 14 Sept | 600.80 | 15.95 | -2.45 | 24.53 | 115 | -8 | 233 |
For Icici Pru Life Ins Co Ltd - strike price 610 expiring on 30SEP2025
Delta for 610 PE is -0.47
Historical price for 610 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 7.4, which was -4.75 lower than the previous day. The implied volatity was 22.37, the open interest changed by -105 which decreased total open position to 295
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 11.3, which was -0.1 lower than the previous day. The implied volatity was 22.41, the open interest changed by 3 which increased total open position to 402
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 11.35, which was -4.15 lower than the previous day. The implied volatity was 22.23, the open interest changed by 49 which increased total open position to 396
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 15.95, which was -2.45 lower than the previous day. The implied volatity was 24.53, the open interest changed by -8 which decreased total open position to 233
