ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.33
Theta: -0.51
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 4.4 | 0 | 22.02 | 2,751 | -73 | 967 | |||||||||
| 21 Sept | 602.55 | 4.5 | -0.95 | 23.19 | 573 | -4 | 1,041 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 605.00 | 5.35 | 0.95 | 24.00 | 1,389 | 147 | 1,039 | |||||||||
| 14 Sept | 600.80 | 6.1 | 0.45 | 22.69 | 399 | 29 | 745 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 CE is 0.34
Historical price for 620 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 22.02, the open interest changed by -73 which decreased total open position to 967
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 4.5, which was -0.95 lower than the previous day. The implied volatity was 23.19, the open interest changed by -4 which decreased total open position to 1041
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 5.35, which was 0.95 higher than the previous day. The implied volatity was 24.00, the open interest changed by 147 which increased total open position to 1039
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 6.1, which was 0.45 higher than the previous day. The implied volatity was 22.69, the open interest changed by 29 which increased total open position to 745
| ICICIPRULI 30SEP2025 620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.33
Theta: -0.37
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 13.45 | -5.25 | 23.25 | 169 | -9 | 232 |
| 21 Sept | 602.55 | 19.25 | 1.05 | 26.47 | 34 | 28 | 241 |
| 18 Sept | 605.00 | 17.6 | -4.95 | 22.02 | 50 | 16 | 212 |
| 14 Sept | 600.80 | 21.9 | -3.5 | 23.83 | 20 | -1 | 169 |
For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 PE is -0.65
Historical price for 620 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 13.45, which was -5.25 lower than the previous day. The implied volatity was 23.25, the open interest changed by -9 which decreased total open position to 232
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 19.25, which was 1.05 higher than the previous day. The implied volatity was 26.47, the open interest changed by 28 which increased total open position to 241
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 17.6, which was -4.95 lower than the previous day. The implied volatity was 22.02, the open interest changed by 16 which increased total open position to 212
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 21.9, which was -3.5 lower than the previous day. The implied volatity was 23.83, the open interest changed by -1 which decreased total open position to 169
