ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 650 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.11
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 0.65 | -0.15 | 26.73 | 409 | -13 | 598 | |||||||||
| 21 Sept | 602.55 | 0.8 | -0.2 | 26.30 | 366 | -67 | 610 | |||||||||
| 18 Sept | 605.00 | 1 | 0.05 | 26.26 | 314 | 102 | 678 | |||||||||
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| 14 Sept | 600.80 | 1.55 | 0 | 24.92 | 143 | 23 | 577 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 30SEP2025
Delta for 650 CE is 0.06
Historical price for 650 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 26.73, the open interest changed by -13 which decreased total open position to 598
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 26.30, the open interest changed by -67 which decreased total open position to 610
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 26.26, the open interest changed by 102 which increased total open position to 678
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 24.92, the open interest changed by 23 which increased total open position to 577
| ICICIPRULI 30SEP2025 650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.15
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 39.7 | -4.45 | 30.38 | 15 | -2 | 60 |
| 21 Sept | 602.55 | 44.15 | 0.95 | 25.59 | 6 | -3 | 62 |
| 18 Sept | 605.00 | 43.1 | -6.1 | 18.92 | 13 | -4 | 66 |
| 14 Sept | 600.80 | 47.8 | 0 | 0.00 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 30SEP2025
Delta for 650 PE is -0.91
Historical price for 650 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 39.7, which was -4.45 lower than the previous day. The implied volatity was 30.38, the open interest changed by -2 which decreased total open position to 60
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 44.15, which was 0.95 higher than the previous day. The implied volatity was 25.59, the open interest changed by -3 which decreased total open position to 62
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 43.1, which was -6.1 lower than the previous day. The implied volatity was 18.92, the open interest changed by -4 which decreased total open position to 66
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 47.8, 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
