ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 660 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.08
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 0.45 | -0.1 | 29.59 | 62 | -13 | 167 | |||||||||
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| 21 Sept | 602.55 | 0.55 | -0.1 | 28.45 | 71 | -41 | 180 | |||||||||
| 18 Sept | 605.00 | 0.65 | 0 | 27.92 | 24 | 11 | 220 | |||||||||
| 14 Sept | 600.80 | 1.05 | 0.05 | 26.14 | 25 | -7 | 209 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 660 expiring on 30SEP2025
Delta for 660 CE is 0.04
Historical price for 660 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 29.59, the open interest changed by -13 which decreased total open position to 167
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 28.45, the open interest changed by -41 which decreased total open position to 180
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 27.92, the open interest changed by 11 which increased total open position to 220
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 26.14, the open interest changed by -7 which decreased total open position to 209
| ICICIPRULI 30SEP2025 660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 45.05 | -11.65 | - | 3 | -2 | 31 |
| 21 Sept | 602.55 | 56.7 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 605.00 | 56.7 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 600.80 | 58 | -2.9 | 34.20 | 5 | 0 | 33 |
For Icici Pru Life Ins Co Ltd - strike price 660 expiring on 30SEP2025
Delta for 660 PE is -
Historical price for 660 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 45.05, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 31
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 56.7, 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 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 56.7, 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 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 58, which was -2.9 lower than the previous day. The implied volatity was 34.20, the open interest changed by 0 which decreased total open position to 33
