Historical option data for ICICIPRULI
26 May 2026 04:10 PM IST
| ICICIPRULI 30-Jun-2026 (34d) 520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.01
Theta: -0.26
Gamma: 0.00968
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 522.70 | 19 | -3 (-13.64%) | 24.94 | 134 | 12 | 237 | |||||||||
| 25 May | 526.70 | 21.9 | 1.9 (9.50%) | 24.66 | 191 | -29 | 226 | |||||||||
| 22 May | 520.05 | 19.95 | 4.95 (33.00%) | 26.3 | 482 | 84 | 255 | |||||||||
| 21 May | 510.10 | 14.65 | -0.35 (-2.33%) | 26.62 | 151 | 14 | 172 | |||||||||
| 20 May | 509.25 | 15 | -7 (-31.82%) | 27.56 | 154 | 100 | 158 | |||||||||
| 19 May | 522.15 | 21 | 2 (10.53%) | 25.02 | 66 | 19 | 57 | |||||||||
| 18 May | 515.40 | 18.25 | -9.75 (-34.82%) | 26.73 | 84 | 38 | 38 | |||||||||
| 15 May | 535.60 | 0 | -28.1 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 541.70 | 0 | -28.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 542.50 | 0 | -28.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 541.50 | 0 | -28.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 565.60 | 0 | -28.1 (-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 | |||||||||
| 28 Apr | 520.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 540.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 550.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 546.50 | - | - | - | 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%) | 0.32 | 0 | 0 | 0 | |||||||||
| 2 Apr | 503.40 | 0 | 0 (0.00%) | 0.66 | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 520 expiring on 30JUN2026
Delta for 520 CE is 0.57
Historical price for 520 CE is as follows
On 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 19, which was -3 lower than the previous day. The implied volatity was 24.94, the open interest changed by 12 which increased total open position to 237
On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 21.9, which was 1.9 higher than the previous day. The implied volatity was 24.66, the open interest changed by -29 which decreased total open position to 226
On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 19.95, which was 4.95 higher than the previous day. The implied volatity was 26.3, the open interest changed by 84 which increased total open position to 255
On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 14.65, which was -0.35 lower than the previous day. The implied volatity was 26.62, the open interest changed by 14 which increased total open position to 172
On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 15, which was -7 lower than the previous day. The implied volatity was 27.56, the open interest changed by 100 which increased total open position to 158
On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 21, which was 2 higher than the previous day. The implied volatity was 25.02, the open interest changed by 19 which increased total open position to 57
On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 18.25, which was -9.75 lower than the previous day. The implied volatity was 26.73, the open interest changed by 38 which increased total open position to 38
On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 0, which was -28.1 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 -28.1 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 -28.1 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 -28.1 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 -28.1 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
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 22 Apr ICICIPRULI was trading at 540.05. 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 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 13 Apr ICICIPRULI was trading at 546.50. 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 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 0.32, 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 0.66, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 30-Jun-2026 (34d) 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.01
Theta: -0.18
Gamma: 0.00955
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 522.70 | 13.7 | 1.2 (9.60%) | 25.3 | 97 | 37 | 248 |
| 25 May | 526.70 | 12.55 | -4.25 (-25.30%) | 25.78 | 134 | -44 | 211 |
| 22 May | 520.05 | 16.7 | -5.7 (-25.45%) | 27.14 | 230 | 135 | 255 |
| 21 May | 510.10 | 22.4 | -1.75 (-7.25%) | 28.74 | 31 | 12 | 119 |
| 20 May | 509.25 | 24.1 | 5.8 (31.69%) | 28.42 | 54 | 36 | 106 |
| 19 May | 522.15 | 18.3 | -10.9 (-37.33%) | 30.18 | 83 | 70 | 70 |
| 18 May | 515.40 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 535.60 | 0 | -29.2 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 541.70 | 0 | -29.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 542.50 | 0 | -29.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 541.50 | 0 | -29.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 565.60 | 0 | -29.2 (-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 |
| 28 Apr | 520.55 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 540.05 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 550.10 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 546.50 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 547.00 | 0 | 0 (0.00%) | 4.39 | 0 | 0 | 0 |
| 9 Apr | 541.95 | 0 | 0 (0.00%) | 3.99 | 0 | 0 | 0 |
| 8 Apr | 541.60 | 0 | 0 (0.00%) | 3.63 | 0 | 0 | 0 |
| 7 Apr | 516.65 | 0 | 0 (0.00%) | 1.15 | 0 | 0 | 0 |
| 6 Apr | 513.10 | 0 | 0 (0.00%) | 0.73 | 0 | 0 | 0 |
| 2 Apr | 503.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 520 expiring on 30JUN2026
Delta for 520 PE is -0.43
Historical price for 520 PE is as follows
On 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 13.7, which was 1.2 higher than the previous day. The implied volatity was 25.3, the open interest changed by 37 which increased total open position to 248
On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 12.55, which was -4.25 lower than the previous day. The implied volatity was 25.78, the open interest changed by -44 which decreased total open position to 211
On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 16.7, which was -5.7 lower than the previous day. The implied volatity was 27.14, the open interest changed by 135 which increased total open position to 255
On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 22.4, which was -1.75 lower than the previous day. The implied volatity was 28.74, the open interest changed by 12 which increased total open position to 119
On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 24.1, which was 5.8 higher than the previous day. The implied volatity was 28.42, the open interest changed by 36 which increased total open position to 106
On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 18.3, which was -10.9 lower than the previous day. The implied volatity was 30.18, the open interest changed by 70 which increased total open position to 70
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 -29.2 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 -29.2 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 -29.2 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 -29.2 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 -29.2 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
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 22 Apr ICICIPRULI was trading at 540.05. 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 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 13 Apr ICICIPRULI was trading at 546.50. 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 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 4.39, 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 3.99, 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 3.63, 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 1.15, 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 0.73, 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
