ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
24 Apr 2026 01:39 PM IST
| ICICIPRULI 28-Apr-2026 (4d) 510 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0
Theta: -0.5
Gamma: 0.02698
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 516.70 | 9.25 | -15.25 | 22.02 | 38 | 4 | 61 | |||||||||
| 23 Apr | 535.30 | 24.1 | -6.399999999999999 | 28.77 | 3 | 0 | 58 | |||||||||
| 22 Apr | 540.05 | 30.05 | -9.95 | 35.03 | 25 | -11 | 60 | |||||||||
| 21 Apr | 550.10 | 40 | -9.700000000000003 | 40.8 | 45 | -13 | 80 | |||||||||
| 20 Apr | 557.90 | 49.7 | -0.19999999999999574 | 41.57 | 6 | -1 | 94 | |||||||||
| 17 Apr | 562.00 | 49.9 | 0.5 | 41.89 | 0 | 0 | 95 | |||||||||
| 16 Apr | 557.95 | 49.9 | -4.75 | 41.89 | 2 | -1 | 96 | |||||||||
| 15 Apr | 561.25 | 54.75 | 11.950000000000003 | 31.55 | 8 | -3 | 98 | |||||||||
| 13 Apr | 546.50 | 42.8 | 2 | 43.25 | 4 | -1 | 101 | |||||||||
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| 10 Apr | 547.00 | 40.6 | -0.19999999999999574 | - | 0 | 0 | 102 | |||||||||
| 9 Apr | 541.95 | 40.6 | 0.8 | 36.04 | 14 | -4 | 102 | |||||||||
| 8 Apr | 541.60 | 39.8 | 16.5 | 34.83 | 53 | 14 | 107 | |||||||||
| 7 Apr | 516.65 | 23 | 0.65 | 35.92 | 82 | 6 | 93 | |||||||||
| 6 Apr | 513.10 | 22.5 | 4.05 | 37.59 | 301 | 40 | 87 | |||||||||
| 2 Apr | 503.40 | 18.15 | -4.9 | 34.13 | 67 | 21 | 45 | |||||||||
| 1 Apr | 513.35 | 22.65 | -119.95 | 35.56 | 29 | 20 | 20 | |||||||||
| 30 Mar | 509.55 | 142.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 530.40 | 142.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 540.60 | 142.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 537.50 | 142.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 531.25 | 142.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 552.10 | 142.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 562.90 | 142.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 510 expiring on 28APR2026
Delta for 510 CE is 0.72
Historical price for 510 CE is as follows
On 24 Apr ICICIPRULI was trading at 516.70. The strike last trading price was 9.25, which was -15.25 lower than the previous day. The implied volatity was 22.02, the open interest changed by 4 which increased total open position to 61
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 24.1, which was -6.399999999999999 lower than the previous day. The implied volatity was 28.77, the open interest changed by 0 which decreased total open position to 58
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 30.05, which was -9.95 lower than the previous day. The implied volatity was 35.03, the open interest changed by -11 which decreased total open position to 60
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 40, which was -9.700000000000003 lower than the previous day. The implied volatity was 40.8, the open interest changed by -13 which decreased total open position to 80
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 49.7, which was -0.19999999999999574 lower than the previous day. The implied volatity was 41.57, the open interest changed by -1 which decreased total open position to 94
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 49.9, which was 0.5 higher than the previous day. The implied volatity was 41.89, the open interest changed by 0 which decreased total open position to 95
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 49.9, which was -4.75 lower than the previous day. The implied volatity was 41.89, the open interest changed by -1 which decreased total open position to 96
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 54.75, which was 11.950000000000003 higher than the previous day. The implied volatity was 31.55, the open interest changed by -3 which decreased total open position to 98
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 42.8, which was 2 higher than the previous day. The implied volatity was 43.25, the open interest changed by -1 which decreased total open position to 101
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 40.6, which was -0.19999999999999574 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 102
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 40.6, which was 0.8 higher than the previous day. The implied volatity was 36.04, the open interest changed by -4 which decreased total open position to 102
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 39.8, which was 16.5 higher than the previous day. The implied volatity was 34.83, the open interest changed by 14 which increased total open position to 107
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 23, which was 0.65 higher than the previous day. The implied volatity was 35.92, the open interest changed by 6 which increased total open position to 93
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 22.5, which was 4.05 higher than the previous day. The implied volatity was 37.59, the open interest changed by 40 which increased total open position to 87
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 18.15, which was -4.9 lower than the previous day. The implied volatity was 34.13, the open interest changed by 21 which increased total open position to 45
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 22.65, which was -119.95 lower than the previous day. The implied volatity was 35.56, the open interest changed by 20 which increased total open position to 20
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 142.6, 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 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 142.6, 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 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 142.6, 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 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 142.6, 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 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 142.6, 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 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 142.6, 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 142.6, 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) 510 PE | |||||||
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Delta: -0.31
Vega: 0
Theta: -0.52
Gamma: 0.02442
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 516.70 | 2.85 | 2.1 | 25.29 | 783 | 103 | 278 |
| 23 Apr | 535.30 | 0.75 | -0.5 | 30.96 | 183 | 7 | 175 |
| 22 Apr | 540.05 | 1.2 | 0.44999999999999996 | 35.03 | 103 | -10 | 167 |
| 21 Apr | 550.10 | 0.65 | -0.15000000000000002 | 35.5 | 120 | -22 | 178 |
| 20 Apr | 557.90 | 0.8 | 0 | 38.49 | 57 | -18 | 200 |
| 17 Apr | 562.00 | 0.8 | -0.34999999999999987 | 35.29 | 83 | -2 | 218 |
| 16 Apr | 557.95 | 1.3 | -0.30000000000000004 | 34.79 | 118 | -17 | 220 |
| 15 Apr | 561.25 | 1.35 | -3.9999999999999996 | 37.53 | 532 | 23 | 240 |
| 13 Apr | 546.50 | 5.3 | -0.04999999999999982 | 43.35 | 456 | 108 | 243 |
| 10 Apr | 547.00 | 5.25 | -0.5499999999999998 | 39.78 | 86 | 38 | 136 |
| 9 Apr | 541.95 | 5.8 | -0.15 | 38.48 | 98 | -6 | 97 |
| 8 Apr | 541.60 | 5.9 | -9.2 | 37.3 | 59 | -19 | 104 |
| 7 Apr | 516.65 | 15.1 | -1.8 | 40.15 | 27 | 5 | 123 |
| 6 Apr | 513.10 | 17 | -5.1 | 40.65 | 25 | 6 | 117 |
| 2 Apr | 503.40 | 21.4 | 3.6 | 39.28 | 26 | 10 | 109 |
| 1 Apr | 513.35 | 18 | -4 | 37.58 | 151 | 50 | 99 |
| 30 Mar | 509.55 | 21.15 | 12.4 | 41.31 | 59 | 18 | 48 |
| 27 Mar | 530.40 | 8.75 | -0.25 | - | 0 | 0 | 30 |
| 25 Mar | 540.60 | 8.75 | -0.25 | 34.39 | 20 | -7 | 31 |
| 24 Mar | 537.50 | 9 | -2.65 | 33.78 | 15 | 6 | 38 |
| 23 Mar | 531.25 | 11.65 | 5.95 | 33.86 | 22 | 14 | 32 |
| 20 Mar | 552.10 | 5.7 | -0.15 | 30.66 | 24 | 15 | 17 |
| 19 Mar | 562.90 | 5.85 | 4.9 | 36.38 | 4 | 3 | 3 |
For Icici Pru Life Ins Co Ltd - strike price 510 expiring on 28APR2026
Delta for 510 PE is -0.31
Historical price for 510 PE is as follows
On 24 Apr ICICIPRULI was trading at 516.70. The strike last trading price was 2.85, which was 2.1 higher than the previous day. The implied volatity was 25.29, the open interest changed by 103 which increased total open position to 278
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 0.75, which was -0.5 lower than the previous day. The implied volatity was 30.96, the open interest changed by 7 which increased total open position to 175
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 1.2, which was 0.44999999999999996 higher than the previous day. The implied volatity was 35.03, the open interest changed by -10 which decreased total open position to 167
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 0.65, which was -0.15000000000000002 lower than the previous day. The implied volatity was 35.5, the open interest changed by -22 which decreased total open position to 178
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 38.49, the open interest changed by -18 which decreased total open position to 200
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 0.8, which was -0.34999999999999987 lower than the previous day. The implied volatity was 35.29, the open interest changed by -2 which decreased total open position to 218
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 1.3, which was -0.30000000000000004 lower than the previous day. The implied volatity was 34.79, the open interest changed by -17 which decreased total open position to 220
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 1.35, which was -3.9999999999999996 lower than the previous day. The implied volatity was 37.53, the open interest changed by 23 which increased total open position to 240
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 5.3, which was -0.04999999999999982 lower than the previous day. The implied volatity was 43.35, the open interest changed by 108 which increased total open position to 243
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 5.25, which was -0.5499999999999998 lower than the previous day. The implied volatity was 39.78, the open interest changed by 38 which increased total open position to 136
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 5.8, which was -0.15 lower than the previous day. The implied volatity was 38.48, the open interest changed by -6 which decreased total open position to 97
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 5.9, which was -9.2 lower than the previous day. The implied volatity was 37.3, the open interest changed by -19 which decreased total open position to 104
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 15.1, which was -1.8 lower than the previous day. The implied volatity was 40.15, the open interest changed by 5 which increased total open position to 123
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 17, which was -5.1 lower than the previous day. The implied volatity was 40.65, the open interest changed by 6 which increased total open position to 117
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 21.4, which was 3.6 higher than the previous day. The implied volatity was 39.28, the open interest changed by 10 which increased total open position to 109
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 18, which was -4 lower than the previous day. The implied volatity was 37.58, the open interest changed by 50 which increased total open position to 99
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 21.15, which was 12.4 higher than the previous day. The implied volatity was 41.31, the open interest changed by 18 which increased total open position to 48
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 8.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 8.75, which was -0.25 lower than the previous day. The implied volatity was 34.39, the open interest changed by -7 which decreased total open position to 31
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 9, which was -2.65 lower than the previous day. The implied volatity was 33.78, the open interest changed by 6 which increased total open position to 38
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 11.65, which was 5.95 higher than the previous day. The implied volatity was 33.86, the open interest changed by 14 which increased total open position to 32
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was 30.66, the open interest changed by 15 which increased total open position to 17
On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 5.85, which was 4.9 higher than the previous day. The implied volatity was 36.38, the open interest changed by 3 which increased total open position to 3
