ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 670 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.06
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 0.3 | -0.1 | 31.90 | 31 | -6 | 98 | |||||||||
| 21 Sept | 602.55 | 0.35 | -0.2 | 29.97 | 66 | -8 | 109 | |||||||||
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| 18 Sept | 605.00 | 0.55 | 0.05 | 30.84 | 50 | -12 | 110 | |||||||||
| 14 Sept | 600.80 | 0.7 | -0.15 | 27.19 | 72 | -13 | 123 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 670 expiring on 30SEP2025
Delta for 670 CE is 0.03
Historical price for 670 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 31.90, the open interest changed by -6 which decreased total open position to 98
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 29.97, the open interest changed by -8 which decreased total open position to 109
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 30.84, the open interest changed by -12 which decreased total open position to 110
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 27.19, the open interest changed by -13 which decreased total open position to 123
| ICICIPRULI 30SEP2025 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 609.50 | 58.3 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 602.55 | 58.3 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 605.00 | 58.3 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 600.80 | 58.3 | 0 | 0.00 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 670 expiring on 30SEP2025
Delta for 670 PE is 0.00
Historical price for 670 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 58.3, 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 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 58.3, 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 58.3, 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 58.3, 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
