ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.17
Theta: -0.27
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 609.50 | 1.1 | -0.2 | 24.42 | 553 | -58 | 573 | |||||||||
| 21 Sept | 602.55 | 1.35 | -0.3 | 24.81 | 154 | 14 | 630 | |||||||||
| 18 Sept | 605.00 | 1.65 | 0.1 | 24.87 | 368 | 16 | 616 | |||||||||
| 14 Sept | 600.80 | 2.5 | 0.2 | 24.25 | 105 | -6 | 527 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 CE is 0.11
Historical price for 640 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 24.42, the open interest changed by -58 which decreased total open position to 573
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 1.35, which was -0.3 lower than the previous day. The implied volatity was 24.81, the open interest changed by 14 which increased total open position to 630
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 24.87, the open interest changed by 16 which increased total open position to 616
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 2.5, which was 0.2 higher than the previous day. The implied volatity was 24.25, the open interest changed by -6 which decreased total open position to 527
| ICICIPRULI 30SEP2025 640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.21
Theta: -0.23
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 30.6 | -5.6 | 29.19 | 10 | -2 | 21 |
| 21 Sept | 602.55 | 36.2 | 2.05 | 30.80 | 2 | -1 | 23 |
| 18 Sept | 605.00 | 34.15 | -3.5 | 22.74 | 9 | -1 | 23 |
| 14 Sept | 600.80 | 37.9 | -2.8 | 25.03 | 11 | 0 | 26 |
For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -0.85
Historical price for 640 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 30.6, which was -5.6 lower than the previous day. The implied volatity was 29.19, the open interest changed by -2 which decreased total open position to 21
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 36.2, which was 2.05 higher than the previous day. The implied volatity was 30.80, the open interest changed by -1 which decreased total open position to 23
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 34.15, which was -3.5 lower than the previous day. The implied volatity was 22.74, the open interest changed by -1 which decreased total open position to 23
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 37.9, which was -2.8 lower than the previous day. The implied volatity was 25.03, the open interest changed by 0 which decreased total open position to 26
