ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 630 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 0.24
Theta: -0.37
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 2.05 | -0.3 | 22.45 | 1,010 | -72 | 717 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 602.55 | 2.4 | -0.55 | 23.62 | 414 | 12 | 789 | |||||||||
| 18 Sept | 605.00 | 2.9 | 0.3 | 23.96 | 578 | 105 | 774 | |||||||||
| 14 Sept | 600.80 | 3.85 | 0.2 | 23.26 | 469 | 45 | 544 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 30SEP2025
Delta for 630 CE is 0.19
Historical price for 630 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 2.05, which was -0.3 lower than the previous day. The implied volatity was 22.45, the open interest changed by -72 which decreased total open position to 717
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 23.62, the open interest changed by 12 which increased total open position to 789
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 2.9, which was 0.3 higher than the previous day. The implied volatity was 23.96, the open interest changed by 105 which increased total open position to 774
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 3.85, which was 0.2 higher than the previous day. The implied volatity was 23.26, the open interest changed by 45 which increased total open position to 544
| ICICIPRULI 30SEP2025 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.27
Theta: -0.30
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 21.6 | -3.9 | 26.07 | 32 | -5 | 52 |
| 21 Sept | 602.55 | 25.4 | -0.1 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 605.00 | 25.4 | -5.85 | 22.35 | 18 | -2 | 56 |
| 14 Sept | 600.80 | 33.2 | 1.55 | 32.79 | 3 | 0 | 47 |
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 30SEP2025
Delta for 630 PE is -0.78
Historical price for 630 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 21.6, which was -3.9 lower than the previous day. The implied volatity was 26.07, the open interest changed by -5 which decreased total open position to 52
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 25.4, which was -0.1 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 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 25.4, which was -5.85 lower than the previous day. The implied volatity was 22.35, the open interest changed by -2 which decreased total open position to 56
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 33.2, which was 1.55 higher than the previous day. The implied volatity was 32.79, the open interest changed by 0 which decreased total open position to 47
