ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Sep 2025 08:00 PM IST
| ICICIPRULI 30SEP2025 700 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.03
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 609.50 | 0.2 | -0.1 | 41.69 | 15 | 2 | 152 | |||||||||
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| 21 Sept | 602.55 | 0.3 | -0.05 | 39.62 | 37 | -27 | 150 | |||||||||
| 18 Sept | 605.00 | 0.35 | 0.05 | 38.31 | 8 | -7 | 176 | |||||||||
| 14 Sept | 600.80 | 0.35 | 0 | 32.27 | 15 | -3 | 197 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.02
Historical price for 700 CE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 41.69, the open interest changed by 2 which increased total open position to 152
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 39.62, the open interest changed by -27 which decreased total open position to 150
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 38.31, the open interest changed by -7 which decreased total open position to 176
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 32.27, the open interest changed by -3 which decreased total open position to 197
| ICICIPRULI 30SEP2025 700 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 | 86 | -5 | - | 2 | -1 | 18 |
| 21 Sept | 602.55 | 91 | 1 | - | 1 | 0 | 19 |
| 18 Sept | 605.00 | 90 | -5.45 | - | 4 | -3 | 20 |
| 14 Sept | 600.80 | 95.4 | -0.05 | 0.00 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -
Historical price for 700 PE is as follows
On 22 Sept ICICIPRULI was trading at 609.50. The strike last trading price was 86, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 18
On 21 Sept ICICIPRULI was trading at 602.55. The strike last trading price was 91, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 18 Sept ICICIPRULI was trading at 605.00. The strike last trading price was 90, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 20
On 14 Sept ICICIPRULI was trading at 600.80. The strike last trading price was 95.4, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
