Historical option data for ICICIPRULI
29 Jun 2026 10:50 AM IST
| ICICIPRULI 28-Jul-2026 (27d) 500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0.01
Theta: -0.35
Gamma: 0.00852
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 491.95 | 16.55 | 0.55 (3.44%) | 33.32 | 59 | 5 | 148 | |||||||||
| 25 Jun | 491.05 | 15.95 | -3.05 (-16.05%) | 31.94 | 175 | 66 | 139 | |||||||||
| 24 Jun | 496.35 | 18.65 | -1.35 (-6.75%) | 31.01 | 35 | 4 | 73 | |||||||||
| 23 Jun | 498.60 | 20.3 | -5.7 (-21.92%) | 31.52 | 24 | 14 | 69 | |||||||||
| 22 Jun | 506.30 | 26.3 | 3.3 (14.35%) | 32.02 | 17 | -3 | 54 | |||||||||
| 19 Jun | 500.30 | 23.55 | -12.45 (-34.58%) | 30.96 | 36 | 3 | 61 | |||||||||
| 18 Jun | 522.10 | 34.8 | 11.8 (51.30%) | 29.05 | 281 | -113 | 58 | |||||||||
| 17 Jun | 503.65 | 22.1 | 5.1 (30.00%) | 28.92 | 171 | -31 | 171 | |||||||||
| 16 Jun | 490.35 | 16.55 | 0.55 (3.44%) | 29.54 | 95 | -18 | 202 | |||||||||
| 15 Jun | 486.15 | 15.5 | 6.5 (72.22%) | 30.68 | 207 | 78 | 221 | |||||||||
| 12 Jun | 468.15 | 9.25 | 1.25 (15.63%) | 29.44 | 45 | 3 | 144 | |||||||||
| 11 Jun | 460.40 | 8 | -2.25 (-21.95%) | 31.17 | 70 | -7 | 141 | |||||||||
| 10 Jun | 465.80 | 10 | -4 (-28.57%) | 31.28 | 161 | 138 | 148 | |||||||||
| 9 Jun | 474.75 | 14 | -1 (-6.67%) | 32.79 | 4 | -2 | 10 | |||||||||
| 8 Jun | 475.40 | 15 | -1 (-6.25%) | 33.7 | 8 | 5 | 11 | |||||||||
| 5 Jun | 483.25 | 16 | 0 (0.00%) | 32.08 | 1 | 0 | 6 | |||||||||
| 4 Jun | 477.10 | 16 | 0.4 (2.56%) | 32.08 | 1 | 0 | 6 | |||||||||
| 3 Jun | 476.90 | 15.6 | 0.25 (1.63%) | 30.82 | 3 | 1 | 6 | |||||||||
| 2 Jun | 482.45 | 15.35 | -7.65 (-33.26%) | 31.73 | 4 | 2 | 5 | |||||||||
| 1 Jun | 488.60 | 23 | -22.15 (-49.06%) | 33.45 | 4 | 3 | 3 | |||||||||
| 29 May | 503.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 495.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 541.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 541.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 500 expiring on 28JUL2026
Delta for 500 CE is 0.48
Historical price for 500 CE is as follows
On 29 Jun ICICIPRULI was trading at 491.95. The strike last trading price was 16.55, which was 0.55 higher than the previous day. The implied volatity was 33.32, the open interest changed by 5 which increased total open position to 148
On 25 Jun ICICIPRULI was trading at 491.05. The strike last trading price was 15.95, which was -3.05 lower than the previous day. The implied volatity was 31.94, the open interest changed by 66 which increased total open position to 139
On 24 Jun ICICIPRULI was trading at 496.35. The strike last trading price was 18.65, which was -1.35 lower than the previous day. The implied volatity was 31.01, the open interest changed by 4 which increased total open position to 73
On 23 Jun ICICIPRULI was trading at 498.60. The strike last trading price was 20.3, which was -5.7 lower than the previous day. The implied volatity was 31.52, the open interest changed by 14 which increased total open position to 69
On 22 Jun ICICIPRULI was trading at 506.30. The strike last trading price was 26.3, which was 3.3 higher than the previous day. The implied volatity was 32.02, the open interest changed by -3 which decreased total open position to 54
On 19 Jun ICICIPRULI was trading at 500.30. The strike last trading price was 23.55, which was -12.45 lower than the previous day. The implied volatity was 30.96, the open interest changed by 3 which increased total open position to 61
On 18 Jun ICICIPRULI was trading at 522.10. The strike last trading price was 34.8, which was 11.8 higher than the previous day. The implied volatity was 29.05, the open interest changed by -113 which decreased total open position to 58
On 17 Jun ICICIPRULI was trading at 503.65. The strike last trading price was 22.1, which was 5.1 higher than the previous day. The implied volatity was 28.92, the open interest changed by -31 which decreased total open position to 171
On 16 Jun ICICIPRULI was trading at 490.35. The strike last trading price was 16.55, which was 0.55 higher than the previous day. The implied volatity was 29.54, the open interest changed by -18 which decreased total open position to 202
On 15 Jun ICICIPRULI was trading at 486.15. The strike last trading price was 15.5, which was 6.5 higher than the previous day. The implied volatity was 30.68, the open interest changed by 78 which increased total open position to 221
On 12 Jun ICICIPRULI was trading at 468.15. The strike last trading price was 9.25, which was 1.25 higher than the previous day. The implied volatity was 29.44, the open interest changed by 3 which increased total open position to 144
On 11 Jun ICICIPRULI was trading at 460.40. The strike last trading price was 8, which was -2.25 lower than the previous day. The implied volatity was 31.17, the open interest changed by -7 which decreased total open position to 141
On 10 Jun ICICIPRULI was trading at 465.80. The strike last trading price was 10, which was -4 lower than the previous day. The implied volatity was 31.28, the open interest changed by 138 which increased total open position to 148
On 9 Jun ICICIPRULI was trading at 474.75. The strike last trading price was 14, which was -1 lower than the previous day. The implied volatity was 32.79, the open interest changed by -2 which decreased total open position to 10
On 8 Jun ICICIPRULI was trading at 475.40. The strike last trading price was 15, which was -1 lower than the previous day. The implied volatity was 33.7, the open interest changed by 5 which increased total open position to 11
On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 32.08, the open interest changed by 0 which decreased total open position to 6
On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 16, which was 0.4 higher than the previous day. The implied volatity was 32.08, the open interest changed by 0 which decreased total open position to 6
On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 15.6, which was 0.25 higher than the previous day. The implied volatity was 30.82, the open interest changed by 1 which increased total open position to 6
On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 15.35, which was -7.65 lower than the previous day. The implied volatity was 31.73, the open interest changed by 2 which increased total open position to 5
On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 23, which was -22.15 lower than the previous day. The implied volatity was 33.45, the open interest changed by 3 which increased total open position to 3
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 18 May ICICIPRULI was trading at 495.55. 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 15 May ICICIPRULI was trading at 541.70. 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 14 May ICICIPRULI was trading at 541.70. 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
| ICICIPRULI 28-Jul-2026 (27d) 500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.01
Theta: -0.25
Gamma: 0.00909
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 491.95 | 20 | -1.35 (-6.32%) | 31.25 | 11 | 1 | 142 |
| 25 Jun | 491.05 | 21.2 | 3 (16.48%) | 29.82 | 129 | 25 | 138 |
| 24 Jun | 496.35 | 18.2 | 0.3 (1.68%) | 29.17 | 67 | 33 | 113 |
| 23 Jun | 498.60 | 17.7 | 3.25 (22.49%) | 29.96 | 23 | 8 | 81 |
| 22 Jun | 506.30 | 14.45 | -2 (-12.16%) | 28.19 | 32 | 10 | 73 |
| 19 Jun | 500.30 | 15.5 | 6.5 (72.22%) | 28.19 | 55 | -5 | 62 |
| 18 Jun | 522.10 | 8.75 | -7.5 (-46.15%) | 28.08 | 88 | 6 | 66 |
| 17 Jun | 503.65 | 16.95 | -5.2 (-23.48%) | 29 | 25 | 10 | 59 |
| 16 Jun | 490.35 | 22.15 | -1.25 (-5.34%) | 29.4 | 12 | 8 | 50 |
| 15 Jun | 486.15 | 25 | -14.55 (-36.79%) | 26.99 | 16 | 1 | 42 |
| 12 Jun | 468.15 | 39.55 | 2.65 (7.18%) | 27.39 | 1 | 0 | 41 |
| 11 Jun | 460.40 | 36.9 | 36.9 (12.84%) | 28.84 | 2 | 0 | 41 |
| 10 Jun | 465.80 | 36.9 | 4.2 (12.84%) | 28.84 | 2 | 1 | 40 |
| 9 Jun | 474.75 | 32.7 | -1.3 (-3.82%) | 28.31 | 5 | -1 | 39 |
| 8 Jun | 475.40 | 34.5 | 8.5 (32.69%) | 29.87 | 4 | -2 | 42 |
| 5 Jun | 483.25 | 26 | -7 (-21.21%) | 28.08 | 9 | 5 | 44 |
| 4 Jun | 477.10 | 33 | 2 (6.45%) | 28.61 | 2 | 0 | 39 |
| 3 Jun | 476.90 | 31 | 2 (6.90%) | 29.23 | 6 | -4 | 39 |
| 2 Jun | 482.45 | 29 | 3 (11.54%) | 28.49 | 12 | -3 | 42 |
| 1 Jun | 488.60 | 26 | 7 (36.84%) | 28.61 | 13 | 6 | 45 |
| 29 May | 503.95 | 18.7 | 1.3 (7.47%) | 31.06 | 44 | 29 | 29 |
| 18 May | 495.55 | 0 | -17.4 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 541.70 | 0 | -17.4 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 541.70 | 0 | -17.4 (-100.00%) | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 500 expiring on 28JUL2026
Delta for 500 PE is -0.52
Historical price for 500 PE is as follows
On 29 Jun ICICIPRULI was trading at 491.95. The strike last trading price was 20, which was -1.35 lower than the previous day. The implied volatity was 31.25, the open interest changed by 1 which increased total open position to 142
On 25 Jun ICICIPRULI was trading at 491.05. The strike last trading price was 21.2, which was 3 higher than the previous day. The implied volatity was 29.82, the open interest changed by 25 which increased total open position to 138
On 24 Jun ICICIPRULI was trading at 496.35. The strike last trading price was 18.2, which was 0.3 higher than the previous day. The implied volatity was 29.17, the open interest changed by 33 which increased total open position to 113
On 23 Jun ICICIPRULI was trading at 498.60. The strike last trading price was 17.7, which was 3.25 higher than the previous day. The implied volatity was 29.96, the open interest changed by 8 which increased total open position to 81
On 22 Jun ICICIPRULI was trading at 506.30. The strike last trading price was 14.45, which was -2 lower than the previous day. The implied volatity was 28.19, the open interest changed by 10 which increased total open position to 73
On 19 Jun ICICIPRULI was trading at 500.30. The strike last trading price was 15.5, which was 6.5 higher than the previous day. The implied volatity was 28.19, the open interest changed by -5 which decreased total open position to 62
On 18 Jun ICICIPRULI was trading at 522.10. The strike last trading price was 8.75, which was -7.5 lower than the previous day. The implied volatity was 28.08, the open interest changed by 6 which increased total open position to 66
On 17 Jun ICICIPRULI was trading at 503.65. The strike last trading price was 16.95, which was -5.2 lower than the previous day. The implied volatity was 29, the open interest changed by 10 which increased total open position to 59
On 16 Jun ICICIPRULI was trading at 490.35. The strike last trading price was 22.15, which was -1.25 lower than the previous day. The implied volatity was 29.4, the open interest changed by 8 which increased total open position to 50
On 15 Jun ICICIPRULI was trading at 486.15. The strike last trading price was 25, which was -14.55 lower than the previous day. The implied volatity was 26.99, the open interest changed by 1 which increased total open position to 42
On 12 Jun ICICIPRULI was trading at 468.15. The strike last trading price was 39.55, which was 2.65 higher than the previous day. The implied volatity was 27.39, the open interest changed by 0 which decreased total open position to 41
On 11 Jun ICICIPRULI was trading at 460.40. The strike last trading price was 36.9, which was 36.9 higher than the previous day. The implied volatity was 28.84, the open interest changed by 0 which decreased total open position to 41
On 10 Jun ICICIPRULI was trading at 465.80. The strike last trading price was 36.9, which was 4.2 higher than the previous day. The implied volatity was 28.84, the open interest changed by 1 which increased total open position to 40
On 9 Jun ICICIPRULI was trading at 474.75. The strike last trading price was 32.7, which was -1.3 lower than the previous day. The implied volatity was 28.31, the open interest changed by -1 which decreased total open position to 39
On 8 Jun ICICIPRULI was trading at 475.40. The strike last trading price was 34.5, which was 8.5 higher than the previous day. The implied volatity was 29.87, the open interest changed by -2 which decreased total open position to 42
On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 26, which was -7 lower than the previous day. The implied volatity was 28.08, the open interest changed by 5 which increased total open position to 44
On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 33, which was 2 higher than the previous day. The implied volatity was 28.61, the open interest changed by 0 which decreased total open position to 39
On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 31, which was 2 higher than the previous day. The implied volatity was 29.23, the open interest changed by -4 which decreased total open position to 39
On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 29, which was 3 higher than the previous day. The implied volatity was 28.49, the open interest changed by -3 which decreased total open position to 42
On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 26, which was 7 higher than the previous day. The implied volatity was 28.61, the open interest changed by 6 which increased total open position to 45
On 29 May ICICIPRULI was trading at 503.95. The strike last trading price was 18.7, which was 1.3 higher than the previous day. The implied volatity was 31.06, the open interest changed by 29 which increased total open position to 29
On 18 May ICICIPRULI was trading at 495.55. The strike last trading price was 0, which was -17.4 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 541.70. The strike last trading price was 0, which was -17.4 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 -17.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
