Historical option data for ICICIPRULI
22 Jun 2026 01:19 PM IST
| ICICIPRULI 28-Jul-2026 (36d) 520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.45
Vega: 0.01
Theta: -0.3
Gamma: 0.00796
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 509.55 | 16 | 2 (14.29%) | 30.97 | 132 | -21 | 165 | |||||||||
| 19 Jun | 500.30 | 14.15 | -8.85 (-38.48%) | 30.31 | 183 | 96 | 185 | |||||||||
| 18 Jun | 522.10 | 23.5 | 10.5 (80.77%) | 29.75 | 305 | -17 | 89 | |||||||||
| 17 Jun | 503.65 | 13.2 | 3.2 (32.00%) | 28.25 | 168 | 89 | 106 | |||||||||
| 16 Jun | 490.35 | 9.35 | -2.65 (-22.08%) | 29.59 | 15 | 9 | 16 | |||||||||
| 15 Jun | 486.15 | 12.45 | 0.45 (3.75%) | - | 1 | 0 | 7 | |||||||||
| 12 Jun | 468.15 | 12.45 | 0.45 (3.75%) | - | 1 | 0 | 7 | |||||||||
| 11 Jun | 460.40 | 12.45 | 0 (0.00%) | - | 1 | 0 | 7 | |||||||||
| 10 Jun | 465.80 | 12.45 | 0 (0.00%) | - | 1 | 0 | 7 | |||||||||
| 9 Jun | 474.75 | 12.45 | 0 (0.00%) | - | 1 | 0 | 7 | |||||||||
| 8 Jun | 475.40 | 12.45 | 0 (0.00%) | - | 1 | 0 | 7 | |||||||||
| 5 Jun | 483.25 | 12.45 | 2.7 (27.69%) | 32.68 | 1 | 0 | 7 | |||||||||
| 4 Jun | 477.10 | 9.75 | 0 (0.00%) | 30.82 | 1 | 0 | 7 | |||||||||
| 3 Jun | 476.90 | 9.75 | -0.8 (-7.58%) | 30.82 | 1 | 0 | 7 | |||||||||
| 2 Jun | 482.45 | 10.55 | -23.4 (-68.92%) | 29.82 | 7 | 6 | 6 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 520 expiring on 28JUL2026
Delta for 520 CE is 0.45
Historical price for 520 CE is as follows
On 22 Jun ICICIPRULI was trading at 509.55. The strike last trading price was 16, which was 2 higher than the previous day. The implied volatity was 30.97, the open interest changed by -21 which decreased total open position to 165
On 19 Jun ICICIPRULI was trading at 500.30. The strike last trading price was 14.15, which was -8.85 lower than the previous day. The implied volatity was 30.31, the open interest changed by 96 which increased total open position to 185
On 18 Jun ICICIPRULI was trading at 522.10. The strike last trading price was 23.5, which was 10.5 higher than the previous day. The implied volatity was 29.75, the open interest changed by -17 which decreased total open position to 89
On 17 Jun ICICIPRULI was trading at 503.65. The strike last trading price was 13.2, which was 3.2 higher than the previous day. The implied volatity was 28.25, the open interest changed by 89 which increased total open position to 106
On 16 Jun ICICIPRULI was trading at 490.35. The strike last trading price was 9.35, which was -2.65 lower than the previous day. The implied volatity was 29.59, the open interest changed by 9 which increased total open position to 16
On 15 Jun ICICIPRULI was trading at 486.15. The strike last trading price was 12.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 12 Jun ICICIPRULI was trading at 468.15. The strike last trading price was 12.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Jun ICICIPRULI was trading at 460.40. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Jun ICICIPRULI was trading at 465.80. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Jun ICICIPRULI was trading at 474.75. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 8 Jun ICICIPRULI was trading at 475.40. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 12.45, which was 2.7 higher than the previous day. The implied volatity was 32.68, the open interest changed by 0 which decreased total open position to 7
On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 9.75, which was 0 lower than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 7
On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 9.75, which was -0.8 lower than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 7
On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 10.55, which was -23.4 lower than the previous day. The implied volatity was 29.82, the open interest changed by 6 which increased total open position to 6
| ICICIPRULI 28-Jul-2026 (36d) 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.01
Theta: -0.2
Gamma: 0.00842
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 509.55 | 25.15 | -3.5 (-12.22%) | 29.02 | 17 | 9 | 191 |
| 19 Jun | 500.30 | 28.8 | 12.7 (78.88%) | 28.73 | 75 | 45 | 181 |
| 18 Jun | 522.10 | 15.8 | -14.5 (-47.85%) | 26.68 | 178 | 133 | 136 |
| 17 Jun | 503.65 | 33.95 | 33.95 (-10.75%) | 28.38 | 2 | 0 | 2 |
| 16 Jun | 490.35 | 33.95 | 8 (30.83%) | 25.53 | 2 | 2 | 2 |
| 15 Jun | 486.15 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 468.15 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 460.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 465.80 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 474.75 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 475.40 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 483.25 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 477.10 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 476.90 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 482.45 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 520 expiring on 28JUL2026
Delta for 520 PE is -0.58
Historical price for 520 PE is as follows
On 22 Jun ICICIPRULI was trading at 509.55. The strike last trading price was 25.15, which was -3.5 lower than the previous day. The implied volatity was 29.02, the open interest changed by 9 which increased total open position to 191
On 19 Jun ICICIPRULI was trading at 500.30. The strike last trading price was 28.8, which was 12.7 higher than the previous day. The implied volatity was 28.73, the open interest changed by 45 which increased total open position to 181
On 18 Jun ICICIPRULI was trading at 522.10. The strike last trading price was 15.8, which was -14.5 lower than the previous day. The implied volatity was 26.68, the open interest changed by 133 which increased total open position to 136
On 17 Jun ICICIPRULI was trading at 503.65. The strike last trading price was 33.95, which was 33.95 higher than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 2
On 16 Jun ICICIPRULI was trading at 490.35. The strike last trading price was 33.95, which was 8 higher than the previous day. The implied volatity was 25.53, the open interest changed by 2 which increased total open position to 2
On 15 Jun ICICIPRULI was trading at 486.15. 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 12 Jun ICICIPRULI was trading at 468.15. 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 11 Jun ICICIPRULI was trading at 460.40. 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 10 Jun ICICIPRULI was trading at 465.80. 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 Jun ICICIPRULI was trading at 474.75. 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 Jun ICICIPRULI was trading at 475.40. 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 5 Jun ICICIPRULI was trading at 483.25. 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 4 Jun ICICIPRULI was trading at 477.10. 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 3 Jun ICICIPRULI was trading at 476.90. 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 2 Jun ICICIPRULI was trading at 482.45. 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
