Historical option data for ICICIPRULI
05 Jun 2026 04:10 PM IST
| ICICIPRULI 30-Jun-2026 (24d) 490 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.01
Theta: -0.3
Gamma: 0.01141
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 483.25 | 12.6 | 3.6 (40.00%) | 27.32 | 1,883 | 143 | 428 | |||||||||
| 4 Jun | 477.10 | 8.95 | -1.05 (-10.50%) | 26.66 | 260 | 39 | 283 | |||||||||
| 3 Jun | 476.90 | 9.3 | -2.7 (-22.50%) | 25.39 | 402 | 36 | 242 | |||||||||
| 2 Jun | 482.45 | 12.05 | -2.95 (-19.67%) | 26.99 | 442 | 115 | 206 | |||||||||
| 1 Jun | 488.60 | 14.75 | -10.25 (-41.00%) | 25.64 | 172 | 77 | 90 | |||||||||
| 29 May | 503.95 | 22.55 | -9.45 (-29.53%) | 27.65 | 6 | 4 | 13 | |||||||||
| 27 May | 522.90 | 32.35 | 0.35 (1.09%) | - | 0 | 0 | 9 | |||||||||
| 26 May | 522.70 | 32.35 | 0.35 (1.09%) | - | 0 | 0 | 9 | |||||||||
| 25 May | 526.70 | 32.35 | 0.35 (1.09%) | - | 0 | 0 | 9 | |||||||||
| 22 May | 520.05 | 32.35 | 0.35 (1.09%) | - | 0 | 0 | 9 | |||||||||
| 21 May | 510.10 | 32.35 | 0.35 (1.09%) | - | 0 | 0 | 9 | |||||||||
| 20 May | 509.25 | 32.35 | 0.35 (1.09%) | - | 0 | 0 | 9 | |||||||||
| 19 May | 522.15 | 32.35 | 0.35 (1.09%) | 20.2 | 0 | 0 | 9 | |||||||||
| 18 May | 515.40 | 32.35 | -11.65 (-26.48%) | 20.2 | 10 | 9 | 9 | |||||||||
| 15 May | 535.60 | 0 | -44.25 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 541.70 | 0 | -44.25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 542.50 | 0 | -44.25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 541.50 | 0 | -44.25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 565.60 | 0 | -44.25 (-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 | |||||||||
| 23 Apr | 535.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 540.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 550.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 547.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 541.95 | 0 | 0 (0.00%) | - | 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 490 expiring on 30JUN2026
Delta for 490 CE is 0.48
Historical price for 490 CE is as follows
On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 12.6, which was 3.6 higher than the previous day. The implied volatity was 27.32, the open interest changed by 143 which increased total open position to 428
On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 8.95, which was -1.05 lower than the previous day. The implied volatity was 26.66, the open interest changed by 39 which increased total open position to 283
On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 9.3, which was -2.7 lower than the previous day. The implied volatity was 25.39, the open interest changed by 36 which increased total open position to 242
On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 12.05, which was -2.95 lower than the previous day. The implied volatity was 26.99, the open interest changed by 115 which increased total open position to 206
On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 14.75, which was -10.25 lower than the previous day. The implied volatity was 25.64, the open interest changed by 77 which increased total open position to 90
On 29 May ICICIPRULI was trading at 503.95. The strike last trading price was 22.55, which was -9.45 lower than the previous day. The implied volatity was 27.65, the open interest changed by 4 which increased total open position to 13
On 27 May ICICIPRULI was trading at 522.90. The strike last trading price was 32.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 32.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 32.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 32.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 32.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 32.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 32.35, which was 0.35 higher than the previous day. The implied volatity was 20.2, the open interest changed by 0 which decreased total open position to 9
On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 32.35, which was -11.65 lower than the previous day. The implied volatity was 20.2, the open interest changed by 9 which increased total open position to 9
On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 0, which was -44.25 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 -44.25 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 -44.25 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 -44.25 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 -44.25 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 23 Apr ICICIPRULI was trading at 535.30. 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 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 10 Apr ICICIPRULI was trading at 547.00. 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 9 Apr ICICIPRULI was trading at 541.95. 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 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 (24d) 490 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.01
Theta: -0.22
Gamma: 0.01165
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 483.25 | 15.15 | -4.6 (-23.29%) | 26.76 | 381 | 54 | 238 |
| 4 Jun | 477.10 | 19.75 | 0.4 (2.07%) | 26.19 | 11 | -1 | 184 |
| 3 Jun | 476.90 | 19.55 | 3.9 (24.92%) | 27.48 | 42 | -9 | 185 |
| 2 Jun | 482.45 | 15 | 1.8 (13.64%) | 23.01 | 390 | 38 | 197 |
| 1 Jun | 488.60 | 13.2 | 5.85 (79.59%) | 24.94 | 277 | 22 | 158 |
| 29 May | 503.95 | 7 | 2.95 (72.84%) | 27.17 | 217 | 28 | 137 |
| 27 May | 522.90 | 3.95 | -0.65 (-14.13%) | 25.58 | 65 | 10 | 110 |
| 26 May | 522.70 | 4.95 | 0.75 (17.86%) | 27.62 | 39 | -2 | 96 |
| 25 May | 526.70 | 4.3 | -2.2 (-33.85%) | 27.19 | 99 | -19 | 97 |
| 22 May | 520.05 | 6.5 | -3.2 (-32.99%) | 28.25 | 152 | 81 | 118 |
| 21 May | 510.10 | 9.7 | -0.95 (-8.92%) | 29.06 | 30 | 5 | 39 |
| 20 May | 509.25 | 10.7 | 1.3 (13.83%) | 29.35 | 13 | 6 | 34 |
| 19 May | 522.15 | 9.4 | 9.4 (-40.88%) | 29.86 | 0 | 0 | 28 |
| 18 May | 515.40 | 9.4 | -6.5 (-40.88%) | 29.86 | 46 | 27 | 27 |
| 15 May | 535.60 | 0 | -15.9 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 541.70 | 0 | -15.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 542.50 | 0 | -15.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 541.50 | 0 | -15.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 565.60 | 0 | -15.9 (-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 |
| 23 Apr | 535.30 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 540.05 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 550.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 547.00 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 541.95 | 0 | 0 (0.00%) | 6.66 | 0 | 0 | 0 |
| 8 Apr | 541.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 516.65 | 0 | 0 (0.00%) | 4.46 | 0 | 0 | 0 |
| 6 Apr | 513.10 | 0 | 0 (0.00%) | 4.03 | 0 | 0 | 0 |
| 2 Apr | 503.40 | 0 | 0 (0.00%) | 2.86 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 490 expiring on 30JUN2026
Delta for 490 PE is -0.52
Historical price for 490 PE is as follows
On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 15.15, which was -4.6 lower than the previous day. The implied volatity was 26.76, the open interest changed by 54 which increased total open position to 238
On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 19.75, which was 0.4 higher than the previous day. The implied volatity was 26.19, the open interest changed by -1 which decreased total open position to 184
On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 19.55, which was 3.9 higher than the previous day. The implied volatity was 27.48, the open interest changed by -9 which decreased total open position to 185
On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 15, which was 1.8 higher than the previous day. The implied volatity was 23.01, the open interest changed by 38 which increased total open position to 197
On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 13.2, which was 5.85 higher than the previous day. The implied volatity was 24.94, the open interest changed by 22 which increased total open position to 158
On 29 May ICICIPRULI was trading at 503.95. The strike last trading price was 7, which was 2.95 higher than the previous day. The implied volatity was 27.17, the open interest changed by 28 which increased total open position to 137
On 27 May ICICIPRULI was trading at 522.90. The strike last trading price was 3.95, which was -0.65 lower than the previous day. The implied volatity was 25.58, the open interest changed by 10 which increased total open position to 110
On 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 4.95, which was 0.75 higher than the previous day. The implied volatity was 27.62, the open interest changed by -2 which decreased total open position to 96
On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 4.3, which was -2.2 lower than the previous day. The implied volatity was 27.19, the open interest changed by -19 which decreased total open position to 97
On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 6.5, which was -3.2 lower than the previous day. The implied volatity was 28.25, the open interest changed by 81 which increased total open position to 118
On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 9.7, which was -0.95 lower than the previous day. The implied volatity was 29.06, the open interest changed by 5 which increased total open position to 39
On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 10.7, which was 1.3 higher than the previous day. The implied volatity was 29.35, the open interest changed by 6 which increased total open position to 34
On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 9.4, which was 9.4 higher than the previous day. The implied volatity was 29.86, the open interest changed by 0 which decreased total open position to 28
On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 9.4, which was -6.5 lower than the previous day. The implied volatity was 29.86, the open interest changed by 27 which increased total open position to 27
On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 0, which was -15.9 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 -15.9 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 -15.9 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 -15.9 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 -15.9 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 23 Apr ICICIPRULI was trading at 535.30. 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 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 10 Apr ICICIPRULI was trading at 547.00. 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 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.66, 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 4.46, 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 4.03, 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 2.86, the open interest changed by 0 which decreased total open position to 0
