Historical option data for ICICIPRULI
01 Jun 2026 04:10 PM IST
| ICICIPRULI 30-Jun-2026 (28d) 505 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.01
Theta: -0.26
Gamma: 0.01065
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 488.60 | 8.6 | -27.4 (-76.11%) | 25.5 | 162 | 66 | 66 | |||||||||
| 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 | -36.15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 541.70 | 0 | -36.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 542.50 | 0 | -36.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 541.50 | 0 | -36.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 565.60 | 0 | -36.15 (-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 505 expiring on 30JUN2026
Delta for 505 CE is 0.37
Historical price for 505 CE is as follows
On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 8.6, which was -27.4 lower than the previous day. The implied volatity was 25.5, the open interest changed by 66 which increased total open position to 66
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 -36.15 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 -36.15 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 -36.15 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 -36.15 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 -36.15 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 (28d) 505 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.01
Theta: -0.16
Gamma: 0.01112
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 488.60 | 21.75 | 7.85 (56.47%) | 24.02 | 87 | 6 | 17 |
| 29 May | 503.95 | 12.6 | 5.2 (70.27%) | 26.71 | 17 | 11 | 12 |
| 27 May | 522.90 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 26 May | 522.70 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 25 May | 526.70 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 22 May | 520.05 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 21 May | 510.10 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 20 May | 509.25 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 19 May | 522.15 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 18 May | 515.40 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 15 May | 535.60 | 7.4 | -8.15 (-52.41%) | 27.15 | 1 | 1 | 1 |
| 14 May | 541.70 | 0 | -15.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 542.50 | 0 | -15.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 541.50 | 0 | -15.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 565.60 | 0 | -15.55 (-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 505 expiring on 30JUN2026
Delta for 505 PE is -0.65
Historical price for 505 PE is as follows
On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 21.75, which was 7.85 higher than the previous day. The implied volatity was 24.02, the open interest changed by 6 which increased total open position to 17
On 29 May ICICIPRULI was trading at 503.95. The strike last trading price was 12.6, which was 5.2 higher than the previous day. The implied volatity was 26.71, the open interest changed by 11 which increased total open position to 12
On 27 May ICICIPRULI was trading at 522.90. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 7.4, which was -8.15 lower than the previous day. The implied volatity was 27.15, the open interest changed by 1 which increased total open position to 1
On 14 May ICICIPRULI was trading at 541.70. The strike last trading price was 0, which was -15.55 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 -15.55 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 -15.55 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 -15.55 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
