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Historical option data for ICICIPRULI

02 Jun 2026 12:34 PM IST
ICICIPRULI 30-Jun-2026 (28d) 500 CE
Delta: 0.32
Vega: 0
Theta: -0.24
Gamma: 0.01015
Date Close Ltp Change IV Volume OI Chg OI
2 Jun 480.00 6.9 -3.1 (-31.00%) 26.2 324 130 434
1 Jun 488.60 10.1 -8.9 (-46.84%) 24.9 539 149 302
29 May 503.95 20.1 -11.9 (-37.19%) 20.24 150 46 153
27 May 522.90 32 0 (0.00%) 25.76 29 -5 107
26 May 522.70 32 -3 (-8.57%) 25.94 11 1 110
25 May 526.70 35.5 3.5 (10.94%) 25.86 16 -6 109
22 May 520.05 32.05 8.05 (33.54%) 27.05 19 -4 114
21 May 510.10 25 0 (0.00%) 26.56 23 0 118
20 May 509.25 25.65 -9.35 (-26.71%) 28.65 18 7 118
19 May 522.15 34.95 5.95 (20.52%) 28.48 32 2 131
18 May 515.40 28.3 -9.7 (-25.53%) 25.25 281 130 130
15 May 535.60 0 -38.3 (-100.00%) - 0 0 0
14 May 541.70 0 -38.3 (-100.00%) 0 0 0 0
13 May 542.50 0 -38.3 (-100.00%) 0 0 0 0
12 May 541.50 0 -38.3 (-100.00%) 0 0 0 0
11 May 565.60 0 -38.3 (-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
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
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
20 Apr 557.90 - - - 0 0 0
17 Apr 562.00 - - - 0 0 0
16 Apr 557.95 - - - 0 0 0
15 Apr 561.25 - - - 0 0 0
13 Apr 546.50 0 0 - 0 0 0
10 Apr 547.00 0 0 (0.00%) - 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 500 expiring on 30JUN2026

Delta for 500 CE is 0.32

Historical price for 500 CE is as follows

On 2 Jun ICICIPRULI was trading at 480.00. The strike last trading price was 6.9, which was -3.1 lower than the previous day. The implied volatity was 26.2, the open interest changed by 130 which increased total open position to 434


On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 10.1, which was -8.9 lower than the previous day. The implied volatity was 24.9, the open interest changed by 149 which increased total open position to 302


On 29 May ICICIPRULI was trading at 503.95. The strike last trading price was 20.1, which was -11.9 lower than the previous day. The implied volatity was 20.24, the open interest changed by 46 which increased total open position to 153


On 27 May ICICIPRULI was trading at 522.90. The strike last trading price was 32, which was 0 lower than the previous day. The implied volatity was 25.76, the open interest changed by -5 which decreased total open position to 107


On 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 32, which was -3 lower than the previous day. The implied volatity was 25.94, the open interest changed by 1 which increased total open position to 110


On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 35.5, which was 3.5 higher than the previous day. The implied volatity was 25.86, the open interest changed by -6 which decreased total open position to 109


On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 32.05, which was 8.05 higher than the previous day. The implied volatity was 27.05, the open interest changed by -4 which decreased total open position to 114


On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 118


On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 25.65, which was -9.35 lower than the previous day. The implied volatity was 28.65, the open interest changed by 7 which increased total open position to 118


On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 34.95, which was 5.95 higher than the previous day. The implied volatity was 28.48, the open interest changed by 2 which increased total open position to 131


On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 28.3, which was -9.7 lower than the previous day. The implied volatity was 25.25, the open interest changed by 130 which increased total open position to 130


On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 0, which was -38.3 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 -38.3 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 -38.3 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 -38.3 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 -38.3 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 -, 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 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 -, 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 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 20 Apr ICICIPRULI was trading at 557.90. 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 17 Apr ICICIPRULI was trading at 562.00. 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 16 Apr ICICIPRULI was trading at 557.95. 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 15 Apr ICICIPRULI was trading at 561.25. 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 13 Apr ICICIPRULI was trading at 546.50. 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 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 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 (28d) 500 PE
Delta: -0.7
Vega: 0
Theta: -0.14
Gamma: 0.01083
Date Close Ltp Change IV Volume OI Chg OI
2 Jun 480.00 24.25 5.45 (28.99%) 23.86 240 -7 462
1 Jun 488.60 18.65 7.7 (70.32%) 25.18 1,139 157 469
29 May 503.95 10.45 4.25 (68.55%) 27.31 406 63 313
27 May 522.90 5.7 -1.1 (-16.18%) 25.29 246 -20 250
26 May 522.70 6.75 0.65 (10.66%) 26.02 114 1 269
25 May 526.70 6.1 -2.95 (-32.60%) 26.27 291 73 268
22 May 520.05 9 -4.15 (-31.56%) 27.85 195 33 194
21 May 510.10 13 -1.65 (-11.26%) 27.29 55 24 161
20 May 509.25 14.65 4.1 (38.86%) 29.84 39 -1 136
19 May 522.15 10.6 -2.65 (-20.00%) 30.15 80 41 136
18 May 515.40 13.5 8.1 (150.00%) 30.9 181 95 95
15 May 535.60 5.4 0 (0.00%) - 0 0 0
14 May 541.70 5.4 0 (0.00%) 0 0 0 0
13 May 542.50 5.4 0 (0.00%) 0 0 0 0
12 May 541.50 5.4 -6 (-52.63%) 0 3 -3 0
11 May 565.60 11.4 0 (0.00%) 0 0 0 3
8 May 567.25 11.4 0 (0.00%) - 0 0 3
7 May 562.90 11.4 0 (0.00%) - 0 0 3
6 May 550.10 11.4 0 (0.00%) - 0 0 3
5 May 537.35 11.4 0 (0.00%) 31.12 0 0 3
4 May 535.55 11.4 -5.6 (-32.94%) 31.12 3 0 1
30 Apr 513.85 17 -2.8 (-14.14%) 30.35 1 0 0
29 Apr 524.35 - - - 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
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
20 Apr 557.90 - - - 0 0 0
17 Apr 562.00 - - - 0 0 0
16 Apr 557.95 - - - 0 0 0
15 Apr 561.25 - - - 0 0 0
13 Apr 546.50 0 0 - 0 0 0
10 Apr 547.00 19.8 0 (0.00%) - 0 0 0
9 Apr 541.95 19.8 0 (0.00%) 6.13 0 0 0
8 Apr 541.60 19.8 0 (0.00%) 5.78 0 0 0
7 Apr 516.65 19.8 0 (0.00%) 3.3 0 0 0
6 Apr 513.10 19.8 0 (0.00%) 2.97 0 0 0
2 Apr 503.40 19.8 0 (0.00%) 1.97 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 500 expiring on 30JUN2026

Delta for 500 PE is -0.7

Historical price for 500 PE is as follows

On 2 Jun ICICIPRULI was trading at 480.00. The strike last trading price was 24.25, which was 5.45 higher than the previous day. The implied volatity was 23.86, the open interest changed by -7 which decreased total open position to 462


On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 18.65, which was 7.7 higher than the previous day. The implied volatity was 25.18, the open interest changed by 157 which increased total open position to 469


On 29 May ICICIPRULI was trading at 503.95. The strike last trading price was 10.45, which was 4.25 higher than the previous day. The implied volatity was 27.31, the open interest changed by 63 which increased total open position to 313


On 27 May ICICIPRULI was trading at 522.90. The strike last trading price was 5.7, which was -1.1 lower than the previous day. The implied volatity was 25.29, the open interest changed by -20 which decreased total open position to 250


On 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 6.75, which was 0.65 higher than the previous day. The implied volatity was 26.02, the open interest changed by 1 which increased total open position to 269


On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 6.1, which was -2.95 lower than the previous day. The implied volatity was 26.27, the open interest changed by 73 which increased total open position to 268


On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 9, which was -4.15 lower than the previous day. The implied volatity was 27.85, the open interest changed by 33 which increased total open position to 194


On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 13, which was -1.65 lower than the previous day. The implied volatity was 27.29, the open interest changed by 24 which increased total open position to 161


On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 14.65, which was 4.1 higher than the previous day. The implied volatity was 29.84, the open interest changed by -1 which decreased total open position to 136


On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 10.6, which was -2.65 lower than the previous day. The implied volatity was 30.15, the open interest changed by 41 which increased total open position to 136


On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 13.5, which was 8.1 higher than the previous day. The implied volatity was 30.9, the open interest changed by 95 which increased total open position to 95


On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 5.4, 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 5.4, which was 0 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 5.4, which was 0 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 5.4, which was -6 lower than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 0


On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3


On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 31.12, the open interest changed by 0 which decreased total open position to 3


On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 11.4, which was -5.6 lower than the previous day. The implied volatity was 31.12, the open interest changed by 0 which decreased total open position to 1


On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 17, which was -2.8 lower than the previous day. The implied volatity was 30.35, 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 -, 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 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 -, 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 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 20 Apr ICICIPRULI was trading at 557.90. 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 17 Apr ICICIPRULI was trading at 562.00. 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 16 Apr ICICIPRULI was trading at 557.95. 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 15 Apr ICICIPRULI was trading at 561.25. 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 13 Apr ICICIPRULI was trading at 546.50. 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 19.8, 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 19.8, which was 0 lower than the previous day. The implied volatity was 6.13, 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 19.8, which was 0 lower than the previous day. The implied volatity was 5.78, 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 19.8, which was 0 lower than the previous day. The implied volatity was 3.3, 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 19.8, which was 0 lower than the previous day. The implied volatity was 2.97, 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 19.8, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0