ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 680 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.06
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 0.35 | 0.05 | 37.04 | 25 | -13 | 102 | |||||||||
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| 21 Sept | 602.55 | 0.3 | -0.1 | 32.95 | 1 | -1 | 116 | |||||||||
| 18 Sept | 605.00 | 0.35 | -0.05 | 31.96 | 24 | 1 | 116 | |||||||||
| 14 Sept | 600.80 | 0.65 | 0 | 29.86 | 18 | 5 | 177 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 680 expiring on 30SEP2025
Delta for 680 CE is 0.03
Historical price for 680 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 37.04, the open interest changed by -13 which decreased total open position to 102
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 32.95, the open interest changed by -1 which decreased total open position to 116
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 31.96, the open interest changed by 1 which increased total open position to 116
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 29.86, the open interest changed by 5 which increased total open position to 177
| ICICIPRULI 30SEP2025 680 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 | 74.9 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 602.55 | 74.9 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 605.00 | 74.9 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 600.80 | 74.9 | 0 | 0.00 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 680 expiring on 30SEP2025
Delta for 680 PE is 0.00
Historical price for 680 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 74.9, 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 74.9, 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 74.9, 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 74.9, 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
