Historical option data for ICICIPRULI
20 May 2026 04:10 PM IST
| ICICIPRULI 26-May-2026 (5d) 530 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0
Theta: -0.34
Gamma: 0.01218
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 509.25 | 1.3 | -3.7 (-74.00%) | 27.39 | 762 | 16 | 456 | |||||||||
| 19 May | 522.15 | 4.5 | 0.5 (12.50%) | 24.4 | 1,821 | 89 | 443 | |||||||||
| 18 May | 515.40 | 3.45 | -11.55 (-77.00%) | 27.84 | 4,023 | 154 | 355 | |||||||||
| 15 May | 535.60 | 13.8 | -6.2 (-31.00%) | 29.28 | 110 | 8 | 201 | |||||||||
| 14 May | 541.70 | 19.95 | -0.05 (-0.25%) | 29.64 | 128 | 28 | 192 | |||||||||
| 13 May | 542.50 | 20.55 | -1.45 (-6.59%) | 0 | 48 | 2 | 164 | |||||||||
| 12 May | 541.50 | 22.15 | -15.85 (-41.71%) | 0 | 41 | -24 | 162 | |||||||||
| 11 May | 565.60 | 37.8 | -1.2 (-3.08%) | 0 | 69 | 0 | 187 | |||||||||
| 8 May | 567.25 | 39.5 | 2.3 (6.18%) | 25.73 | 53 | -9 | 189 | |||||||||
| 7 May | 562.90 | 36.5 | 8 (28.07%) | 25.85 | 305 | -72 | 199 | |||||||||
| 6 May | 550.10 | 29.05 | 9.45 (48.21%) | 31.46 | 325 | -100 | 272 | |||||||||
| 5 May | 537.35 | 19.65 | -1.05 (-5.07%) | 27.65 | 318 | 8 | 370 | |||||||||
| 4 May | 535.55 | 20.85 | 9.95 (91.28%) | 30.6 | 842 | -105 | 363 | |||||||||
| 30 Apr | 513.85 | 11.1 | -4.15 (-27.21%) | 30.76 | 678 | 67 | 535 | |||||||||
| 29 Apr | 524.35 | 15.35 | 0.35 (2.33%) | 29.79 | 831 | 24 | 468 | |||||||||
| 28 Apr | 520.55 | 15.45 | -0.15 (-0.96%) | 31.17 | 479 | 125 | 447 | |||||||||
| 27 Apr | 519.60 | 15.5 | 1.45 (10.32%) | 32.19 | 167 | 66 | 324 | |||||||||
| 24 Apr | 514.20 | 14 | -9.4 (-40.17%) | 32.84 | 283 | 114 | 238 | |||||||||
| 23 Apr | 535.30 | 23 | -118.2 (-83.71%) | 30.34 | 189 | 123 | 123 | |||||||||
| 22 Apr | 540.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 550.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 557.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 562.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 557.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 561.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 546.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 547.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 541.95 | 141.2 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 541.60 | 141.2 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 516.65 | 141.2 | 0 (0.00%) | 0.97 | 0 | 0 | 0 | |||||||||
| 6 Apr | 513.10 | 141.2 | 0 (0.00%) | 1.49 | 0 | 0 | 0 | |||||||||
| 2 Apr | 503.40 | 141.2 | 0 (0.00%) | 3.07 | 0 | 0 | 0 | |||||||||
| 1 Apr | 513.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 509.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 530 expiring on 26MAY2026
Delta for 530 CE is 0.14
Historical price for 530 CE is as follows
On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 1.3, which was -3.7 lower than the previous day. The implied volatity was 27.39, the open interest changed by 16 which increased total open position to 456
On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 24.4, the open interest changed by 89 which increased total open position to 443
On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 3.45, which was -11.55 lower than the previous day. The implied volatity was 27.84, the open interest changed by 154 which increased total open position to 355
On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 13.8, which was -6.2 lower than the previous day. The implied volatity was 29.28, the open interest changed by 8 which increased total open position to 201
On 14 May ICICIPRULI was trading at 541.70. The strike last trading price was 19.95, which was -0.05 lower than the previous day. The implied volatity was 29.64, the open interest changed by 28 which increased total open position to 192
On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 20.55, which was -1.45 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 164
On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 22.15, which was -15.85 lower than the previous day. The implied volatity was 0, the open interest changed by -24 which decreased total open position to 162
On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 37.8, which was -1.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 187
On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 39.5, which was 2.3 higher than the previous day. The implied volatity was 25.73, the open interest changed by -9 which decreased total open position to 189
On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 36.5, which was 8 higher than the previous day. The implied volatity was 25.85, the open interest changed by -72 which decreased total open position to 199
On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 29.05, which was 9.45 higher than the previous day. The implied volatity was 31.46, the open interest changed by -100 which decreased total open position to 272
On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 19.65, which was -1.05 lower than the previous day. The implied volatity was 27.65, the open interest changed by 8 which increased total open position to 370
On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 20.85, which was 9.95 higher than the previous day. The implied volatity was 30.6, the open interest changed by -105 which decreased total open position to 363
On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 11.1, which was -4.15 lower than the previous day. The implied volatity was 30.76, the open interest changed by 67 which increased total open position to 535
On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 15.35, which was 0.35 higher than the previous day. The implied volatity was 29.79, the open interest changed by 24 which increased total open position to 468
On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 15.45, which was -0.15 lower than the previous day. The implied volatity was 31.17, the open interest changed by 125 which increased total open position to 447
On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 15.5, which was 1.45 higher than the previous day. The implied volatity was 32.19, the open interest changed by 66 which increased total open position to 324
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 14, which was -9.4 lower than the previous day. The implied volatity was 32.84, the open interest changed by 114 which increased total open position to 238
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 23, which was -118.2 lower than the previous day. The implied volatity was 30.34, the open interest changed by 123 which increased total open position to 123
On 22 Apr ICICIPRULI was trading at 540.05. 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 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 20 Apr ICICIPRULI was trading at 557.90. 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 17 Apr ICICIPRULI was trading at 562.00. 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 16 Apr ICICIPRULI was trading at 557.95. 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 15 Apr ICICIPRULI was trading at 561.25. 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 13 Apr ICICIPRULI was trading at 546.50. 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 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 141.2, 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 141.2, 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 141.2, which was 0 lower than the previous day. The implied volatity was 0.97, 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 141.2, which was 0 lower than the previous day. The implied volatity was 1.49, 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 141.2, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
On 1 Apr ICICIPRULI was trading at 513.35. 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 30 Mar ICICIPRULI was trading at 509.55. 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
| ICICIPRULI 26-May-2026 (5d) 530 PE | |||||||
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Delta: -0.83
Vega: 0
Theta: -0.37
Gamma: 0.01212
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 509.25 | 22.7 | 9.85 (76.65%) | 31.65 | 31 | -3 | 161 |
| 19 May | 522.15 | 13 | -4.5 (-25.71%) | 29.38 | 155 | -5 | 164 |
| 18 May | 515.40 | 18.7 | 11.3 (152.70%) | 32.08 | 382 | -47 | 171 |
| 15 May | 535.60 | 7.65 | 2.15 (39.09%) | 26.97 | 587 | 44 | 221 |
| 14 May | 541.70 | 5.5 | -0.25 (-4.35%) | 28.3 | 270 | 7 | 178 |
| 13 May | 542.50 | 5.75 | -0.2 (-3.36%) | 0 | 87 | 1 | 171 |
| 12 May | 541.50 | 5.35 | 3.2 (148.84%) | 0 | 708 | -216 | 176 |
| 11 May | 565.60 | 2.2 | -0.05 (-2.22%) | 0 | 205 | 125 | 392 |
| 8 May | 567.25 | 2.25 | -0.5 (-18.18%) | 27.45 | 159 | -16 | 267 |
| 7 May | 562.90 | 2.85 | -3.1 (-52.10%) | 27.02 | 541 | -26 | 284 |
| 6 May | 550.10 | 5.8 | -4.6 (-44.23%) | 28.77 | 364 | -10 | 307 |
| 5 May | 537.35 | 10.35 | -1.95 (-15.85%) | 28.66 | 285 | 0 | 317 |
| 4 May | 535.55 | 12.4 | -11.95 (-49.08%) | 31.25 | 427 | -55 | 316 |
| 30 Apr | 513.85 | 24 | 4.8 (25.00%) | 28.86 | 141 | -15 | 356 |
| 29 Apr | 524.35 | 20.05 | -1.85 (-8.45%) | 31.67 | 232 | 66 | 369 |
| 28 Apr | 520.55 | 21.75 | -1 (-4.40%) | 31.48 | 89 | 21 | 302 |
| 27 Apr | 519.60 | 22 | -4.35 (-16.51%) | 31.72 | 65 | 33 | 279 |
| 24 Apr | 514.20 | 26.25 | 10.8 (69.90%) | 30.93 | 234 | 63 | 247 |
| 23 Apr | 535.30 | 15.7 | 2.25 (16.73%) | 29.76 | 73 | 18 | 182 |
| 22 Apr | 540.05 | 13.8 | 3.45 (33.33%) | 29.77 | 137 | 28 | 162 |
| 21 Apr | 550.10 | 9.95 | 1.2 (13.71%) | 28.95 | 143 | 67 | 133 |
| 20 Apr | 557.90 | 8.8 | -1.2 (-12.00%) | 29.84 | 74 | 40 | 53 |
| 17 Apr | 562.00 | 10 | 2 (25.00%) | 29.02 | 1 | 0 | 14 |
| 16 Apr | 557.95 | 8 | -1.75 (-17.95%) | 28.8 | 1 | 0 | 14 |
| 15 Apr | 561.25 | 9.5 | 8.45 (804.76%) | 32.06 | 21 | 14 | 14 |
| 13 Apr | 546.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 547.00 | 0 | 0 (0.00%) | 4.19 | 0 | 0 | 0 |
| 9 Apr | 541.95 | 1.05 | 0 (0.00%) | 3.15 | 0 | 0 | 0 |
| 8 Apr | 541.60 | 1.05 | 0 (0.00%) | 2.99 | 0 | 0 | 0 |
| 7 Apr | 516.65 | 1.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 513.10 | 1.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 503.40 | 1.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 513.35 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 509.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 530 expiring on 26MAY2026
Delta for 530 PE is -0.83
Historical price for 530 PE is as follows
On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 22.7, which was 9.85 higher than the previous day. The implied volatity was 31.65, the open interest changed by -3 which decreased total open position to 161
On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 13, which was -4.5 lower than the previous day. The implied volatity was 29.38, the open interest changed by -5 which decreased total open position to 164
On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 18.7, which was 11.3 higher than the previous day. The implied volatity was 32.08, the open interest changed by -47 which decreased total open position to 171
On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 7.65, which was 2.15 higher than the previous day. The implied volatity was 26.97, the open interest changed by 44 which increased total open position to 221
On 14 May ICICIPRULI was trading at 541.70. The strike last trading price was 5.5, which was -0.25 lower than the previous day. The implied volatity was 28.3, the open interest changed by 7 which increased total open position to 178
On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 5.75, which was -0.2 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 171
On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 5.35, which was 3.2 higher than the previous day. The implied volatity was 0, the open interest changed by -216 which decreased total open position to 176
On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 2.2, which was -0.05 lower than the previous day. The implied volatity was 0, the open interest changed by 125 which increased total open position to 392
On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 2.25, which was -0.5 lower than the previous day. The implied volatity was 27.45, the open interest changed by -16 which decreased total open position to 267
On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 2.85, which was -3.1 lower than the previous day. The implied volatity was 27.02, the open interest changed by -26 which decreased total open position to 284
On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 5.8, which was -4.6 lower than the previous day. The implied volatity was 28.77, the open interest changed by -10 which decreased total open position to 307
On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 10.35, which was -1.95 lower than the previous day. The implied volatity was 28.66, the open interest changed by 0 which decreased total open position to 317
On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 12.4, which was -11.95 lower than the previous day. The implied volatity was 31.25, the open interest changed by -55 which decreased total open position to 316
On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 24, which was 4.8 higher than the previous day. The implied volatity was 28.86, the open interest changed by -15 which decreased total open position to 356
On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 20.05, which was -1.85 lower than the previous day. The implied volatity was 31.67, the open interest changed by 66 which increased total open position to 369
On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 21.75, which was -1 lower than the previous day. The implied volatity was 31.48, the open interest changed by 21 which increased total open position to 302
On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 22, which was -4.35 lower than the previous day. The implied volatity was 31.72, the open interest changed by 33 which increased total open position to 279
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 26.25, which was 10.8 higher than the previous day. The implied volatity was 30.93, the open interest changed by 63 which increased total open position to 247
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 15.7, which was 2.25 higher than the previous day. The implied volatity was 29.76, the open interest changed by 18 which increased total open position to 182
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 13.8, which was 3.45 higher than the previous day. The implied volatity was 29.77, the open interest changed by 28 which increased total open position to 162
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 9.95, which was 1.2 higher than the previous day. The implied volatity was 28.95, the open interest changed by 67 which increased total open position to 133
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 8.8, which was -1.2 lower than the previous day. The implied volatity was 29.84, the open interest changed by 40 which increased total open position to 53
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 10, which was 2 higher than the previous day. The implied volatity was 29.02, the open interest changed by 0 which decreased total open position to 14
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 8, which was -1.75 lower than the previous day. The implied volatity was 28.8, the open interest changed by 0 which decreased total open position to 14
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 9.5, which was 8.45 higher than the previous day. The implied volatity was 32.06, the open interest changed by 14 which increased total open position to 14
On 13 Apr ICICIPRULI was trading at 546.50. 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 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 4.19, 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 1.05, which was 0 lower than the previous day. The implied volatity was 3.15, 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 1.05, which was 0 lower than the previous day. The implied volatity was 2.99, 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 1.05, 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 1.05, 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 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 1.05, 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 1 Apr ICICIPRULI was trading at 513.35. 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 30 Mar ICICIPRULI was trading at 509.55. 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
