Historical option data for ICICIPRULI
18 Jun 2026 09:34 AM IST
| ICICIPRULI 30-Jun-2026 (12d) 495 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0
Theta: -0.34
Gamma: 0.01614
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 507.60 | 14.5 | 0.5 (3.57%) | 23.67 | 5 | 0 | 65 | |||||||||
| 17 Jun | 503.65 | 13.45 | 5.45 (68.12%) | 21.91 | 440 | -80 | 64 | |||||||||
| 16 Jun | 490.35 | 7.35 | 0.35 (5.00%) | 24.58 | 229 | 11 | 143 | |||||||||
| 15 Jun | 486.15 | 6.45 | 3.45 (115.00%) | 26.23 | 282 | -23 | 116 | |||||||||
| 12 Jun | 468.15 | 2.75 | 0.75 (37.50%) | 25.59 | 63 | -6 | 137 | |||||||||
| 11 Jun | 460.40 | 2.25 | -0.75 (-25.00%) | 27.5 | 195 | -14 | 142 | |||||||||
| 10 Jun | 465.80 | 3.45 | -2.55 (-42.50%) | 28.23 | 85 | 37 | 157 | |||||||||
| 9 Jun | 474.75 | 5.8 | -0.2 (-3.33%) | 28.1 | 60 | 4 | 120 | |||||||||
| 8 Jun | 475.40 | 6.15 | -3.85 (-38.50%) | 29.16 | 93 | -1 | 119 | |||||||||
| 5 Jun | 483.25 | 10.5 | 2.5 (31.25%) | 29.08 | 576 | 23 | 123 | |||||||||
| 4 Jun | 477.10 | 7.45 | -2.55 (-25.50%) | 27.02 | 18 | -3 | 100 | |||||||||
| 3 Jun | 476.90 | 9.9 | -0.1 (-1.00%) | 26.84 | 146 | 0 | 103 | |||||||||
| 2 Jun | 482.45 | 9.9 | -3.1 (-23.85%) | 26.84 | 146 | 54 | 107 | |||||||||
| 1 Jun | 488.60 | 12.4 | -29.6 (-70.48%) | 25.29 | 112 | 52 | 52 | |||||||||
| 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 | -42.45 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 541.70 | 0 | -42.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 542.50 | 0 | -42.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 541.50 | 0 | -42.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 565.60 | 0 | -42.45 (-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 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 495 expiring on 30JUN2026
Delta for 495 CE is 0.68
Historical price for 495 CE is as follows
On 18 Jun ICICIPRULI was trading at 507.60. The strike last trading price was 14.5, which was 0.5 higher than the previous day. The implied volatity was 23.67, the open interest changed by 0 which decreased total open position to 65
On 17 Jun ICICIPRULI was trading at 503.65. The strike last trading price was 13.45, which was 5.45 higher than the previous day. The implied volatity was 21.91, the open interest changed by -80 which decreased total open position to 64
On 16 Jun ICICIPRULI was trading at 490.35. The strike last trading price was 7.35, which was 0.35 higher than the previous day. The implied volatity was 24.58, the open interest changed by 11 which increased total open position to 143
On 15 Jun ICICIPRULI was trading at 486.15. The strike last trading price was 6.45, which was 3.45 higher than the previous day. The implied volatity was 26.23, the open interest changed by -23 which decreased total open position to 116
On 12 Jun ICICIPRULI was trading at 468.15. The strike last trading price was 2.75, which was 0.75 higher than the previous day. The implied volatity was 25.59, the open interest changed by -6 which decreased total open position to 137
On 11 Jun ICICIPRULI was trading at 460.40. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 27.5, the open interest changed by -14 which decreased total open position to 142
On 10 Jun ICICIPRULI was trading at 465.80. The strike last trading price was 3.45, which was -2.55 lower than the previous day. The implied volatity was 28.23, the open interest changed by 37 which increased total open position to 157
On 9 Jun ICICIPRULI was trading at 474.75. The strike last trading price was 5.8, which was -0.2 lower than the previous day. The implied volatity was 28.1, the open interest changed by 4 which increased total open position to 120
On 8 Jun ICICIPRULI was trading at 475.40. The strike last trading price was 6.15, which was -3.85 lower than the previous day. The implied volatity was 29.16, the open interest changed by -1 which decreased total open position to 119
On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 10.5, which was 2.5 higher than the previous day. The implied volatity was 29.08, the open interest changed by 23 which increased total open position to 123
On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 7.45, which was -2.55 lower than the previous day. The implied volatity was 27.02, the open interest changed by -3 which decreased total open position to 100
On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 9.9, which was -0.1 lower than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 103
On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 9.9, which was -3.1 lower than the previous day. The implied volatity was 26.84, the open interest changed by 54 which increased total open position to 107
On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 12.4, which was -29.6 lower than the previous day. The implied volatity was 25.29, the open interest changed by 52 which increased total open position to 52
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 -42.45 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 -42.45 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 -42.45 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 -42.45 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 -42.45 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
| ICICIPRULI 30-Jun-2026 (12d) 495 PE | |||||||
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|
Delta: -0.27
Vega: 0
Theta: -0.26
Gamma: 0.01426
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 507.60 | 4.05 | -1.65 (-28.95%) | 24.83 | 23 | -1 | 76 |
| 17 Jun | 503.65 | 6 | -5.6 (-48.28%) | 25.03 | 138 | 26 | 76 |
| 16 Jun | 490.35 | 12.1 | -2.55 (-17.41%) | 24.49 | 34 | 7 | 49 |
| 15 Jun | 486.15 | 14.65 | -14.6 (-49.91%) | 22.98 | 52 | 5 | 41 |
| 12 Jun | 468.15 | 29.25 | 29.25 | - | 3 | 0 | 36 |
| 11 Jun | 460.40 | 29.25 | 29.25 (29.71%) | 23.89 | 3 | 0 | 36 |
| 10 Jun | 465.80 | 29.25 | 6.7 (29.71%) | 23.89 | 3 | 1 | 37 |
| 9 Jun | 474.75 | 22.55 | 22.55 | - | 2 | 0 | 36 |
| 8 Jun | 475.40 | 22.55 | 22.55 | - | 2 | 0 | 36 |
| 5 Jun | 483.25 | 22.55 | 22.55 (1.95%) | 27.03 | 2 | 0 | 36 |
| 4 Jun | 477.10 | 23.5 | 0.45 (1.95%) | 27.03 | 2 | -1 | 36 |
| 3 Jun | 476.90 | 23.05 | 4 (21.00%) | 24.69 | 9 | -4 | 37 |
| 2 Jun | 482.45 | 18.9 | 3.2 (20.38%) | 24.26 | 58 | 3 | 40 |
| 1 Jun | 488.60 | 15.8 | 6.05 (62.05%) | 24.44 | 117 | 19 | 37 |
| 29 May | 503.95 | 10.35 | 5.4 (109.09%) | 22.47 | 17 | 3 | 17 |
| 27 May | 522.90 | 4.65 | -1.45 (-23.77%) | 24.91 | 31 | 5 | 13 |
| 26 May | 522.70 | 6.1 | 0.2 (3.39%) | 25.97 | 1 | 0 | 8 |
| 25 May | 526.70 | 12.7 | 0 (0.00%) | 27.24 | 7 | 0 | 5 |
| 22 May | 520.05 | 12.7 | 0 (0.00%) | - | 7 | 0 | 5 |
| 21 May | 510.10 | 12.7 | 0 (0.00%) | 29.69 | 7 | 0 | 5 |
| 20 May | 509.25 | 12.7 | -6.3 (-33.16%) | 29.69 | 7 | 5 | 6 |
| 19 May | 522.15 | 19 | 0 (0.00%) | 42.28 | 0 | 0 | 1 |
| 18 May | 515.40 | 19 | 7 (58.33%) | 42.28 | 1 | 0 | 0 |
| 15 May | 535.60 | 0 | -12 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 541.70 | 0 | -12 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 542.50 | 0 | -12 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 541.50 | 0 | -12 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 565.60 | 0 | -12 (-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 |
For Icici Pru Life Ins Co Ltd - strike price 495 expiring on 30JUN2026
Delta for 495 PE is -0.27
Historical price for 495 PE is as follows
On 18 Jun ICICIPRULI was trading at 507.60. The strike last trading price was 4.05, which was -1.65 lower than the previous day. The implied volatity was 24.83, the open interest changed by -1 which decreased total open position to 76
On 17 Jun ICICIPRULI was trading at 503.65. The strike last trading price was 6, which was -5.6 lower than the previous day. The implied volatity was 25.03, the open interest changed by 26 which increased total open position to 76
On 16 Jun ICICIPRULI was trading at 490.35. The strike last trading price was 12.1, which was -2.55 lower than the previous day. The implied volatity was 24.49, the open interest changed by 7 which increased total open position to 49
On 15 Jun ICICIPRULI was trading at 486.15. The strike last trading price was 14.65, which was -14.6 lower than the previous day. The implied volatity was 22.98, the open interest changed by 5 which increased total open position to 41
On 12 Jun ICICIPRULI was trading at 468.15. The strike last trading price was 29.25, which was 29.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 11 Jun ICICIPRULI was trading at 460.40. The strike last trading price was 29.25, which was 29.25 higher than the previous day. The implied volatity was 23.89, the open interest changed by 0 which decreased total open position to 36
On 10 Jun ICICIPRULI was trading at 465.80. The strike last trading price was 29.25, which was 6.7 higher than the previous day. The implied volatity was 23.89, the open interest changed by 1 which increased total open position to 37
On 9 Jun ICICIPRULI was trading at 474.75. The strike last trading price was 22.55, which was 22.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 8 Jun ICICIPRULI was trading at 475.40. The strike last trading price was 22.55, which was 22.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 22.55, which was 22.55 higher than the previous day. The implied volatity was 27.03, the open interest changed by 0 which decreased total open position to 36
On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 23.5, which was 0.45 higher than the previous day. The implied volatity was 27.03, the open interest changed by -1 which decreased total open position to 36
On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 23.05, which was 4 higher than the previous day. The implied volatity was 24.69, the open interest changed by -4 which decreased total open position to 37
On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 18.9, which was 3.2 higher than the previous day. The implied volatity was 24.26, the open interest changed by 3 which increased total open position to 40
On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 15.8, which was 6.05 higher than the previous day. The implied volatity was 24.44, the open interest changed by 19 which increased total open position to 37
On 29 May ICICIPRULI was trading at 503.95. The strike last trading price was 10.35, which was 5.4 higher than the previous day. The implied volatity was 22.47, the open interest changed by 3 which increased total open position to 17
On 27 May ICICIPRULI was trading at 522.90. The strike last trading price was 4.65, which was -1.45 lower than the previous day. The implied volatity was 24.91, the open interest changed by 5 which increased total open position to 13
On 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 6.1, which was 0.2 higher than the previous day. The implied volatity was 25.97, the open interest changed by 0 which decreased total open position to 8
On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 12.7, which was 0 lower than the previous day. The implied volatity was 27.24, the open interest changed by 0 which decreased total open position to 5
On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 12.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 12.7, which was 0 lower than the previous day. The implied volatity was 29.69, the open interest changed by 0 which decreased total open position to 5
On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 12.7, which was -6.3 lower than the previous day. The implied volatity was 29.69, the open interest changed by 5 which increased total open position to 6
On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 42.28, the open interest changed by 0 which decreased total open position to 1
On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 19, which was 7 higher than the previous day. The implied volatity was 42.28, 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 -12 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 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 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 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 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
