ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 28OCT2025 620 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.76
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 18.5 | 2.8 | 26.61 | 539 | 305 | 420 | |||||||||
| 21 Sept | 602.55 | 16.25 | 0 | 25.64 | 35 | 19 | 111 | |||||||||
| 18 Sept | 605.00 | 16.2 | 1.55 | 24.96 | 54 | 42 | 99 | |||||||||
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| 14 Sept | 600.80 | 39.2 | 0 | 1.52 | 0 | 0 | 0 | |||||||||
| 17 Aug | 626.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 28OCT2025
Delta for 620 CE is 0.49
Historical price for 620 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 18.5, which was 2.8 higher than the previous day. The implied volatity was 26.61, the open interest changed by 305 which increased total open position to 420
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 16.25, which was 0 lower than the previous day. The implied volatity was 25.64, the open interest changed by 19 which increased total open position to 111
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 16.2, which was 1.55 higher than the previous day. The implied volatity was 24.96, the open interest changed by 42 which increased total open position to 99
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 39.2, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
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 620 PE | |||||||
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Delta: -0.51
Vega: 0.76
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 22.55 | -4.95 | 26.79 | 86 | 53 | 85 |
| 21 Sept | 602.55 | 27.3 | 1.3 | 28.50 | 2 | 2 | 31 |
| 18 Sept | 605.00 | 26 | -2.65 | 26.86 | 3 | 2 | 29 |
| 14 Sept | 600.80 | 30.75 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 626.60 | 0 | 0 | 2.21 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 28OCT2025
Delta for 620 PE is -0.51
Historical price for 620 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 22.55, which was -4.95 lower than the previous day. The implied volatity was 26.79, the open interest changed by 53 which increased total open position to 85
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 27.3, which was 1.3 higher than the previous day. The implied volatity was 28.50, the open interest changed by 2 which increased total open position to 31
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 26, which was -2.65 lower than the previous day. The implied volatity was 26.86, the open interest changed by 2 which increased total open position to 29
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 30.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
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 2.21, the open interest changed by 0 which decreased total open position to 0
