ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
24 Apr 2026 01:38 PM IST
| ICICIPRULI 28-Apr-2026 (4d) 500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0
Theta: -0.28
Gamma: 0.00745
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 516.45 | 27.25 | -6.549999999999997 | 35.03 | 2 | 0 | 71 | |||||||||
| 23 Apr | 535.30 | 33.8 | -6.300000000000004 | 37.19 | 25 | -5 | 72 | |||||||||
| 22 Apr | 540.05 | 40.15 | -11.700000000000003 | 37.79 | 15 | -8 | 78 | |||||||||
| 21 Apr | 550.10 | 51.85 | -10.649999999999999 | 54.69 | 3 | 0 | 87 | |||||||||
| 20 Apr | 557.90 | 62.5 | 3.3999999999999986 | - | 0 | 0 | 87 | |||||||||
|
|
||||||||||||||||
| 17 Apr | 562.00 | 62.5 | 3.3999999999999986 | 48.59 | 0 | 0 | 87 | |||||||||
| 16 Apr | 557.95 | 62.5 | 0.75 | 48.59 | 1 | 0 | 88 | |||||||||
| 15 Apr | 561.25 | 61.75 | 9.700000000000003 | 40.04 | 16 | 0 | 87 | |||||||||
| 13 Apr | 546.50 | 52.05 | -2.3000000000000043 | 42.25 | 5 | 0 | 86 | |||||||||
| 10 Apr | 547.00 | 54.3 | 4.799999999999997 | 42.89 | 9 | 1 | 85 | |||||||||
| 9 Apr | 541.95 | 49.45 | 2 | 38.65 | 10 | 4 | 85 | |||||||||
| 8 Apr | 541.60 | 47.65 | 18 | 33.94 | 31 | -16 | 81 | |||||||||
| 7 Apr | 516.65 | 29.25 | 1 | 36.2 | 15 | -2 | 97 | |||||||||
| 6 Apr | 513.10 | 28.5 | 4.75 | 38.03 | 117 | -12 | 100 | |||||||||
| 2 Apr | 503.40 | 23.85 | -5.2 | 35.15 | 254 | 54 | 114 | |||||||||
| 1 Apr | 513.35 | 28.55 | -11.45 | 36.07 | 70 | 55 | 59 | |||||||||
| 30 Mar | 509.55 | 40 | -7.5 | - | 0 | 0 | 4 | |||||||||
| 27 Mar | 530.40 | 40 | -7.5 | - | 0 | 0 | 4 | |||||||||
| 25 Mar | 540.60 | 40 | -7.5 | - | 0 | 0 | 4 | |||||||||
| 24 Mar | 537.50 | 40 | -7.5 | 19.61 | 1 | 0 | 3 | |||||||||
| 23 Mar | 531.25 | 47.5 | -104.65 | 41.19 | 3 | 2 | 2 | |||||||||
| 20 Mar | 552.10 | 152.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 562.90 | 152.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 500 expiring on 28APR2026
Delta for 500 CE is 0.92
Historical price for 500 CE is as follows
On 24 Apr ICICIPRULI was trading at 516.45. The strike last trading price was 27.25, which was -6.549999999999997 lower than the previous day. The implied volatity was 35.03, the open interest changed by 0 which decreased total open position to 71
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 33.8, which was -6.300000000000004 lower than the previous day. The implied volatity was 37.19, the open interest changed by -5 which decreased total open position to 72
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 40.15, which was -11.700000000000003 lower than the previous day. The implied volatity was 37.79, the open interest changed by -8 which decreased total open position to 78
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 51.85, which was -10.649999999999999 lower than the previous day. The implied volatity was 54.69, the open interest changed by 0 which decreased total open position to 87
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 62.5, which was 3.3999999999999986 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 62.5, which was 3.3999999999999986 higher than the previous day. The implied volatity was 48.59, the open interest changed by 0 which decreased total open position to 87
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 62.5, which was 0.75 higher than the previous day. The implied volatity was 48.59, the open interest changed by 0 which decreased total open position to 88
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 61.75, which was 9.700000000000003 higher than the previous day. The implied volatity was 40.04, the open interest changed by 0 which decreased total open position to 87
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 52.05, which was -2.3000000000000043 lower than the previous day. The implied volatity was 42.25, the open interest changed by 0 which decreased total open position to 86
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 54.3, which was 4.799999999999997 higher than the previous day. The implied volatity was 42.89, the open interest changed by 1 which increased total open position to 85
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 49.45, which was 2 higher than the previous day. The implied volatity was 38.65, the open interest changed by 4 which increased total open position to 85
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 47.65, which was 18 higher than the previous day. The implied volatity was 33.94, the open interest changed by -16 which decreased total open position to 81
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 29.25, which was 1 higher than the previous day. The implied volatity was 36.2, the open interest changed by -2 which decreased total open position to 97
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 28.5, which was 4.75 higher than the previous day. The implied volatity was 38.03, the open interest changed by -12 which decreased total open position to 100
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 23.85, which was -5.2 lower than the previous day. The implied volatity was 35.15, the open interest changed by 54 which increased total open position to 114
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 28.55, which was -11.45 lower than the previous day. The implied volatity was 36.07, the open interest changed by 55 which increased total open position to 59
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 40, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 40, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 40, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 40, which was -7.5 lower than the previous day. The implied volatity was 19.61, the open interest changed by 0 which decreased total open position to 3
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 47.5, which was -104.65 lower than the previous day. The implied volatity was 41.19, the open interest changed by 2 which increased total open position to 2
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 152.15, 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 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 152.15, 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 28-Apr-2026 (4d) 500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0
Theta: -0.29
Gamma: 0.0139
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 516.45 | 0.95 | 0.29999999999999993 | 26.3 | 326 | 79 | 431 |
| 23 Apr | 535.30 | 0.7 | 0 | 37.82 | 88 | -4 | 352 |
| 22 Apr | 540.05 | 0.75 | 0.25 | 38.93 | 219 | -37 | 357 |
| 21 Apr | 550.10 | 0.4 | -0.25 | 38.7 | 85 | -2 | 391 |
| 20 Apr | 557.90 | 0.65 | 0.050000000000000044 | 43.24 | 50 | -19 | 392 |
| 17 Apr | 562.00 | 0.6 | -0.25 | 38.63 | 147 | 59 | 411 |
| 16 Apr | 557.95 | 1.05 | -0.09999999999999987 | 38.58 | 103 | 18 | 345 |
| 15 Apr | 561.25 | 0.85 | -2.9 | 38.97 | 1,111 | -285 | 328 |
| 13 Apr | 546.50 | 3.5 | -0.3999999999999999 | 43.51 | 1,192 | 417 | 557 |
| 10 Apr | 547.00 | 3.7 | -0.7000000000000002 | 40.28 | 234 | 24 | 138 |
| 9 Apr | 541.95 | 4.4 | 0.15 | 40.5 | 139 | 7 | 117 |
| 8 Apr | 541.60 | 4.2 | -7.3 | 38.39 | 69 | -15 | 110 |
| 7 Apr | 516.65 | 11.3 | -1.75 | 40.53 | 36 | 5 | 125 |
| 6 Apr | 513.10 | 13.05 | -4.15 | 41.26 | 90 | 4 | 120 |
| 2 Apr | 503.40 | 16.95 | 3.25 | 40.02 | 239 | 11 | 117 |
| 1 Apr | 513.35 | 14 | -5.5 | 38.25 | 134 | 34 | 107 |
| 30 Mar | 509.55 | 19.5 | 8.95 | 46.53 | 64 | 3 | 72 |
| 27 Mar | 530.40 | 10.5 | 3.1 | 39.48 | 82 | 51 | 70 |
| 25 Mar | 540.60 | 7.55 | 1.9 | 37.17 | 31 | 14 | 19 |
| 24 Mar | 537.50 | 5.7 | 2.4 | - | 0 | 0 | 5 |
| 23 Mar | 531.25 | 5.7 | 2.4 | - | 0 | 0 | 5 |
| 20 Mar | 552.10 | 5.7 | 2.4 | 34.99 | 4 | 2 | 3 |
| 19 Mar | 562.90 | 3.3 | 2.65 | - | 1 | 0 | 1 |
For Icici Pru Life Ins Co Ltd - strike price 500 expiring on 28APR2026
Delta for 500 PE is -0.13
Historical price for 500 PE is as follows
On 24 Apr ICICIPRULI was trading at 516.45. The strike last trading price was 0.95, which was 0.29999999999999993 higher than the previous day. The implied volatity was 26.3, the open interest changed by 79 which increased total open position to 431
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 37.82, the open interest changed by -4 which decreased total open position to 352
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 38.93, the open interest changed by -37 which decreased total open position to 357
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 38.7, the open interest changed by -2 which decreased total open position to 391
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 0.65, which was 0.050000000000000044 higher than the previous day. The implied volatity was 43.24, the open interest changed by -19 which decreased total open position to 392
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 38.63, the open interest changed by 59 which increased total open position to 411
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 1.05, which was -0.09999999999999987 lower than the previous day. The implied volatity was 38.58, the open interest changed by 18 which increased total open position to 345
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 0.85, which was -2.9 lower than the previous day. The implied volatity was 38.97, the open interest changed by -285 which decreased total open position to 328
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 3.5, which was -0.3999999999999999 lower than the previous day. The implied volatity was 43.51, the open interest changed by 417 which increased total open position to 557
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 3.7, which was -0.7000000000000002 lower than the previous day. The implied volatity was 40.28, the open interest changed by 24 which increased total open position to 138
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 4.4, which was 0.15 higher than the previous day. The implied volatity was 40.5, the open interest changed by 7 which increased total open position to 117
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 4.2, which was -7.3 lower than the previous day. The implied volatity was 38.39, the open interest changed by -15 which decreased total open position to 110
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 11.3, which was -1.75 lower than the previous day. The implied volatity was 40.53, the open interest changed by 5 which increased total open position to 125
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 13.05, which was -4.15 lower than the previous day. The implied volatity was 41.26, the open interest changed by 4 which increased total open position to 120
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 16.95, which was 3.25 higher than the previous day. The implied volatity was 40.02, the open interest changed by 11 which increased total open position to 117
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 14, which was -5.5 lower than the previous day. The implied volatity was 38.25, the open interest changed by 34 which increased total open position to 107
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 19.5, which was 8.95 higher than the previous day. The implied volatity was 46.53, the open interest changed by 3 which increased total open position to 72
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 10.5, which was 3.1 higher than the previous day. The implied volatity was 39.48, the open interest changed by 51 which increased total open position to 70
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 7.55, which was 1.9 higher than the previous day. The implied volatity was 37.17, the open interest changed by 14 which increased total open position to 19
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 5.7, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 5.7, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 5.7, which was 2.4 higher than the previous day. The implied volatity was 34.99, the open interest changed by 2 which increased total open position to 3
On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 3.3, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
