ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
06 Apr 2026 04:10 PM IST
| ICICIPRULI 28-Apr-2026 (21d) 520 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.5
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 513.10 | 16.75 | 2.4 | 36.02 | 238 | 58 | 148 | |||||||||
| 2 Apr | 503.40 | 14.25 | -3.85 | 34.93 | 140 | 3 | 91 | |||||||||
| 1 Apr | 513.35 | 17.7 | -115.45 | 35.36 | 139 | 87 | 87 | |||||||||
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| 30 Mar | 509.55 | 133.15 | 0 | 1.14 | 0 | 0 | 0 | |||||||||
| 27 Mar | 530.40 | 133.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 540.60 | 133.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 537.50 | 133.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 531.25 | 133.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 552.10 | 133.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 562.90 | 133.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 520 expiring on 28APR2026
Delta for 520 CE is 0.49
Historical price for 520 CE is as follows
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 16.75, which was 2.4 higher than the previous day. The implied volatity was 36.02, the open interest changed by 58 which increased total open position to 148
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 14.25, which was -3.85 lower than the previous day. The implied volatity was 34.93, the open interest changed by 3 which increased total open position to 91
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 17.7, which was -115.45 lower than the previous day. The implied volatity was 35.36, the open interest changed by 87 which increased total open position to 87
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 133.15, which was 0 lower than the previous day. The implied volatity was 1.14, 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 133.15, 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 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 133.15, 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 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 133.15, 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 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 133.15, 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 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 133.15, 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 133.15, 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 (21d) 520 PE | |||||||
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Delta: -0.5
Vega: 0.5
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 513.10 | 21.4 | -6.35 | 39.44 | 45 | 19 | 159 |
| 2 Apr | 503.40 | 26.85 | 4.2 | 39.05 | 25 | -2 | 141 |
| 1 Apr | 513.35 | 22.9 | -4.45 | 37.22 | 201 | 93 | 141 |
| 30 Mar | 509.55 | 27.3 | 17.7 | 42.99 | 95 | 42 | 48 |
| 27 Mar | 530.40 | 9.6 | -7.85 | - | 0 | 0 | 6 |
| 25 Mar | 540.60 | 9.6 | -7.85 | 30.46 | 1 | 0 | 5 |
| 24 Mar | 537.50 | 17.45 | 10.4 | - | 0 | 0 | 5 |
| 23 Mar | 531.25 | 17.45 | 10.4 | 37.11 | 7 | 2 | 2 |
| 20 Mar | 552.10 | 7.05 | 5.7 | - | 0 | 0 | 0 |
| 19 Mar | 562.90 | 7.05 | 5.7 | 34.08 | 4 | 2 | 2 |
For Icici Pru Life Ins Co Ltd - strike price 520 expiring on 28APR2026
Delta for 520 PE is -0.5
Historical price for 520 PE is as follows
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 21.4, which was -6.35 lower than the previous day. The implied volatity was 39.44, the open interest changed by 19 which increased total open position to 159
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 26.85, which was 4.2 higher than the previous day. The implied volatity was 39.05, the open interest changed by -2 which decreased total open position to 141
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 22.9, which was -4.45 lower than the previous day. The implied volatity was 37.22, the open interest changed by 93 which increased total open position to 141
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 27.3, which was 17.7 higher than the previous day. The implied volatity was 42.99, the open interest changed by 42 which increased total open position to 48
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 9.6, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 9.6, which was -7.85 lower than the previous day. The implied volatity was 30.46, the open interest changed by 0 which decreased total open position to 5
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 17.45, which was 10.4 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 17.45, which was 10.4 higher than the previous day. The implied volatity was 37.11, 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 7.05, which was 5.7 higher 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 7.05, which was 5.7 higher than the previous day. The implied volatity was 34.08, the open interest changed by 2 which increased total open position to 2
