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Historical option data for ICICIPRULI

12 Jun 2026 04:10 PM IST
ICICIPRULI 30-Jun-2026 (17d) 480 CE
Delta: 0.37
Vega: 0
Theta: -0.31
Gamma: 0.01386
Date Close Ltp Change IV Volume OI Chg OI
12 Jun 468.15 6.6 1.6 (32.00%) 25.85 794 -8 870
11 Jun 460.40 4.85 -2.15 (-30.71%) 26.71 544 170 870
10 Jun 465.80 7.1 -3.9 (-35.45%) 27.39 728 228 696
9 Jun 474.75 11.4 -0.6 (-5.00%) 28.87 510 40 459
8 Jun 475.40 11.25 -6.75 (-37.50%) 28.62 556 -11 419
5 Jun 483.25 17.65 4.65 (35.77%) 27.25 1,173 18 430
4 Jun 477.10 13.3 -0.7 (-5.00%) 27.06 460 65 414
3 Jun 476.90 13.5 -3.5 (-20.59%) 25.11 576 51 348
2 Jun 482.45 17 -4 (-19.05%) 27.28 514 66 306
1 Jun 488.60 20.15 -30.85 (-60.49%) 24.91 338 240 240
29 May 503.95 0 0 - 0 0 0
27 May 522.90 0 0 - 0 0 0
26 May 522.70 0 0 - 0 0 0
25 May 526.70 0 0 - 0 0 0
22 May 520.05 0 0 - 0 0 0
21 May 510.10 0 0 - 0 0 0
20 May 509.25 0 0 - 0 0 0
19 May 522.15 0 0 - 0 0 0
18 May 515.40 0 0 (-100.00%) - 0 0 0
15 May 535.60 0 -50.7 (-100.00%) - 0 0 0
14 May 541.70 0 -50.7 (-100.00%) 0 0 0 0
13 May 542.50 0 -50.7 (-100.00%) 0 0 0 0
12 May 541.50 0 -50.7 (-100.00%) 0 0 0 0
11 May 565.60 0 -50.7 (-100.00%) 0 0 0 0
8 May 567.25 0 0 - 0 0 0
7 May 562.90 0 0 - 0 0 0
6 May 550.10 0 0 - 0 0 0
5 May 537.35 0 0 - 0 0 0
4 May 535.55 0 0 - 0 0 0
30 Apr 513.85 0 0 - 0 0 0
29 Apr 524.35 0 0 - 0 0 0
28 Apr 520.55 0 0 - 0 0 0
27 Apr 519.60 0 0 - 0 0 0
24 Apr 514.20 0 0 - 0 0 0
23 Apr 535.30 0 0 - 0 0 0
22 Apr 540.05 0 0 - 0 0 0
21 Apr 550.10 0 0 - 0 0 0
9 Apr 541.95 - - - 0 0 0
8 Apr 541.60 0 0 (0.00%) - 0 0 0
7 Apr 516.65 0 0 (0.00%) - 0 0 0
6 Apr 513.10 0 0 (0.00%) - 0 0 0
2 Apr 503.40 0 0 (0.00%) - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 480 expiring on 30JUN2026

Delta for 480 CE is 0.37

Historical price for 480 CE is as follows

On 12 Jun ICICIPRULI was trading at 468.15. The strike last trading price was 6.6, which was 1.6 higher than the previous day. The implied volatity was 25.85, the open interest changed by -8 which decreased total open position to 870


On 11 Jun ICICIPRULI was trading at 460.40. The strike last trading price was 4.85, which was -2.15 lower than the previous day. The implied volatity was 26.71, the open interest changed by 170 which increased total open position to 870


On 10 Jun ICICIPRULI was trading at 465.80. The strike last trading price was 7.1, which was -3.9 lower than the previous day. The implied volatity was 27.39, the open interest changed by 228 which increased total open position to 696


On 9 Jun ICICIPRULI was trading at 474.75. The strike last trading price was 11.4, which was -0.6 lower than the previous day. The implied volatity was 28.87, the open interest changed by 40 which increased total open position to 459


On 8 Jun ICICIPRULI was trading at 475.40. The strike last trading price was 11.25, which was -6.75 lower than the previous day. The implied volatity was 28.62, the open interest changed by -11 which decreased total open position to 419


On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 17.65, which was 4.65 higher than the previous day. The implied volatity was 27.25, the open interest changed by 18 which increased total open position to 430


On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 13.3, which was -0.7 lower than the previous day. The implied volatity was 27.06, the open interest changed by 65 which increased total open position to 414


On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 13.5, which was -3.5 lower than the previous day. The implied volatity was 25.11, the open interest changed by 51 which increased total open position to 348


On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 17, which was -4 lower than the previous day. The implied volatity was 27.28, the open interest changed by 66 which increased total open position to 306


On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 20.15, which was -30.85 lower than the previous day. The implied volatity was 24.91, the open interest changed by 240 which increased total open position to 240


On 29 May ICICIPRULI was trading at 503.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 May ICICIPRULI was trading at 522.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 0, which was -50.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May ICICIPRULI was trading at 541.70. The strike last trading price was 0, which was -50.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 0, which was -50.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 0, which was -50.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 0, which was -50.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ICICIPRULI 30-Jun-2026 (17d) 480 PE
Delta: -0.66
Vega: 0
Theta: -0.18
Gamma: 0.01638
Date Close Ltp Change IV Volume OI Chg OI
12 Jun 468.15 14.85 -6.75 (-31.25%) 21.24 161 -15 449
11 Jun 460.40 21.25 3.25 (18.06%) 24.29 51 -14 465
10 Jun 465.80 19.1 6.05 (46.36%) 24.42 113 13 479
9 Jun 474.75 13.05 -1.05 (-7.45%) 23.91 120 23 466
8 Jun 475.40 15 4.65 (44.93%) 25.87 165 12 443
5 Jun 483.25 10.3 -3.6 (-25.90%) 26.81 585 101 451
4 Jun 477.10 14 0.3 (2.19%) 26.28 295 34 347
3 Jun 476.90 13.5 2.75 (25.58%) 26.58 315 17 313
2 Jun 482.45 10.55 1.6 (17.88%) 23.87 1,375 70 296
1 Jun 488.60 8.75 4.1 (88.17%) 24.24 302 56 226
29 May 503.95 4.6 2.05 (80.39%) 26.91 152 40 168
27 May 522.90 2.6 -0.55 (-17.46%) 26.4 67 7 130
26 May 522.70 3.1 0.2 (6.90%) 27.54 76 -3 107
25 May 526.70 2.9 -1.6 (-35.56%) 28.11 100 0 110
22 May 520.05 4.45 -2.4 (-35.04%) 28.71 123 25 110
21 May 510.10 6.85 -0.95 (-12.18%) 29.17 66 37 84
20 May 509.25 7.8 2.05 (35.65%) 29.63 36 23 46
19 May 522.15 5.75 -2.35 (-29.01%) 31.14 36 20 23
18 May 515.40 8.1 -4.45 (-35.46%) 32.54 5 2 2
15 May 535.60 0 -12.55 (-100.00%) - 0 0 0
14 May 541.70 0 -12.55 (-100.00%) 0 0 0 0
13 May 542.50 0 -12.55 (-100.00%) 0 0 0 0
12 May 541.50 0 -12.55 (-100.00%) 0 0 0 0
11 May 565.60 0 -12.55 (-100.00%) 0 0 0 0
8 May 567.25 0 0 - 0 0 0
7 May 562.90 0 0 - 0 0 0
6 May 550.10 0 0 - 0 0 0
5 May 537.35 0 0 - 0 0 0
4 May 535.55 0 0 - 0 0 0
30 Apr 513.85 0 0 - 0 0 0
29 Apr 524.35 0 0 - 0 0 0
28 Apr 520.55 0 0 - 0 0 0
27 Apr 519.60 0 0 - 0 0 0
24 Apr 514.20 0 0 - 0 0 0
23 Apr 535.30 0 0 - 0 0 0
22 Apr 540.05 0 0 - 0 0 0
21 Apr 550.10 0 0 - 0 0 0
9 Apr 541.95 - - - 0 0 0
8 Apr 541.60 0 0 (0.00%) - 0 0 0
7 Apr 516.65 0 0 (0.00%) 5.57 0 0 0
6 Apr 513.10 0 0 (0.00%) 5.15 0 0 0
2 Apr 503.40 0 0 (0.00%) 3.98 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 480 expiring on 30JUN2026

Delta for 480 PE is -0.66

Historical price for 480 PE is as follows

On 12 Jun ICICIPRULI was trading at 468.15. The strike last trading price was 14.85, which was -6.75 lower than the previous day. The implied volatity was 21.24, the open interest changed by -15 which decreased total open position to 449


On 11 Jun ICICIPRULI was trading at 460.40. The strike last trading price was 21.25, which was 3.25 higher than the previous day. The implied volatity was 24.29, the open interest changed by -14 which decreased total open position to 465


On 10 Jun ICICIPRULI was trading at 465.80. The strike last trading price was 19.1, which was 6.05 higher than the previous day. The implied volatity was 24.42, the open interest changed by 13 which increased total open position to 479


On 9 Jun ICICIPRULI was trading at 474.75. The strike last trading price was 13.05, which was -1.05 lower than the previous day. The implied volatity was 23.91, the open interest changed by 23 which increased total open position to 466


On 8 Jun ICICIPRULI was trading at 475.40. The strike last trading price was 15, which was 4.65 higher than the previous day. The implied volatity was 25.87, the open interest changed by 12 which increased total open position to 443


On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 10.3, which was -3.6 lower than the previous day. The implied volatity was 26.81, the open interest changed by 101 which increased total open position to 451


On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 14, which was 0.3 higher than the previous day. The implied volatity was 26.28, the open interest changed by 34 which increased total open position to 347


On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 13.5, which was 2.75 higher than the previous day. The implied volatity was 26.58, the open interest changed by 17 which increased total open position to 313


On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 10.55, which was 1.6 higher than the previous day. The implied volatity was 23.87, the open interest changed by 70 which increased total open position to 296


On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 8.75, which was 4.1 higher than the previous day. The implied volatity was 24.24, the open interest changed by 56 which increased total open position to 226


On 29 May ICICIPRULI was trading at 503.95. The strike last trading price was 4.6, which was 2.05 higher than the previous day. The implied volatity was 26.91, the open interest changed by 40 which increased total open position to 168


On 27 May ICICIPRULI was trading at 522.90. The strike last trading price was 2.6, which was -0.55 lower than the previous day. The implied volatity was 26.4, the open interest changed by 7 which increased total open position to 130


On 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 3.1, which was 0.2 higher than the previous day. The implied volatity was 27.54, the open interest changed by -3 which decreased total open position to 107


On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 2.9, which was -1.6 lower than the previous day. The implied volatity was 28.11, the open interest changed by 0 which decreased total open position to 110


On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 4.45, which was -2.4 lower than the previous day. The implied volatity was 28.71, the open interest changed by 25 which increased total open position to 110


On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 6.85, which was -0.95 lower than the previous day. The implied volatity was 29.17, the open interest changed by 37 which increased total open position to 84


On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 7.8, which was 2.05 higher than the previous day. The implied volatity was 29.63, the open interest changed by 23 which increased total open position to 46


On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 5.75, which was -2.35 lower than the previous day. The implied volatity was 31.14, the open interest changed by 20 which increased total open position to 23


On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 8.1, which was -4.45 lower than the previous day. The implied volatity was 32.54, the open interest changed by 2 which increased total open position to 2


On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 0, which was -12.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May ICICIPRULI was trading at 541.70. The strike last trading price was 0, which was -12.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 0, which was -12.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 0, which was -12.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 0, which was -12.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.57, the open interest changed by 0 which decreased total open position to 0


On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0


On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0