ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
24 Apr 2026 04:10 PM IST
| ICICIPRULI 28-Apr-2026 (4d) 530 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0
Theta: -0.33
Gamma: 0.01498
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 514.20 | 0.8 | -7.750000000000001 | 24.09 | 1,061 | 254 | 352 | |||||||||
| 23 Apr | 535.30 | 8.45 | -14.400000000000002 | 22.93 | 499 | -6 | 99 | |||||||||
| 22 Apr | 540.05 | 22.85 | 0 | 33.45 | 0 | 0 | 105 | |||||||||
| 21 Apr | 550.10 | 22.85 | -9.649999999999999 | 33.45 | 146 | 8 | 104 | |||||||||
| 20 Apr | 557.90 | 32.5 | 1.25 | - | 0 | 0 | 96 | |||||||||
| 17 Apr | 562.00 | 32.5 | 1.25 | 37.55 | 0 | 0 | 96 | |||||||||
| 16 Apr | 557.95 | 32.5 | -4.049999999999997 | 37.55 | 3 | -1 | 97 | |||||||||
| 15 Apr | 561.25 | 37.7 | 8.800000000000004 | 31.35 | 41 | -2 | 99 | |||||||||
| 13 Apr | 546.50 | 28.95 | -0.6000000000000014 | 41.07 | 34 | 0 | 103 | |||||||||
| 10 Apr | 547.00 | 29.75 | 3.3000000000000007 | 37.16 | 25 | -10 | 102 | |||||||||
| 9 Apr | 541.95 | 26.5 | 1.3 | 35.96 | 122 | 4 | 110 | |||||||||
| 8 Apr | 541.60 | 25.5 | 12.15 | 34.12 | 97 | -25 | 105 | |||||||||
| 7 Apr | 516.65 | 13.4 | 0.75 | 35.93 | 60 | 9 | 130 | |||||||||
| 6 Apr | 513.10 | 13 | 2.25 | 36.77 | 92 | -4 | 121 | |||||||||
| 2 Apr | 503.40 | 10.55 | -2.9 | 34.62 | 137 | -4 | 128 | |||||||||
| 1 Apr | 513.35 | 13.4 | -1.7 | 34.9 | 374 | 93 | 137 | |||||||||
| 30 Mar | 509.55 | 15.5 | -8.7 | 37.93 | 54 | 35 | 44 | |||||||||
| 27 Mar | 530.40 | 24.1 | -99.75 | 34.71 | 12 | 9 | 9 | |||||||||
| 25 Mar | 540.60 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 537.50 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 531.25 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 552.10 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 562.90 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Mar | 588.70 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 592.45 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 583.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 592.95 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 598.50 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 601.65 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 601.55 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 530 expiring on 28APR2026
Delta for 530 CE is 0.12
Historical price for 530 CE is as follows
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 0.8, which was -7.750000000000001 lower than the previous day. The implied volatity was 24.09, the open interest changed by 254 which increased total open position to 352
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 8.45, which was -14.400000000000002 lower than the previous day. The implied volatity was 22.93, the open interest changed by -6 which decreased total open position to 99
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 22.85, which was 0 lower than the previous day. The implied volatity was 33.45, the open interest changed by 0 which decreased total open position to 105
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 22.85, which was -9.649999999999999 lower than the previous day. The implied volatity was 33.45, the open interest changed by 8 which increased total open position to 104
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 32.5, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 32.5, which was 1.25 higher than the previous day. The implied volatity was 37.55, the open interest changed by 0 which decreased total open position to 96
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 32.5, which was -4.049999999999997 lower than the previous day. The implied volatity was 37.55, the open interest changed by -1 which decreased total open position to 97
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 37.7, which was 8.800000000000004 higher than the previous day. The implied volatity was 31.35, the open interest changed by -2 which decreased total open position to 99
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 28.95, which was -0.6000000000000014 lower than the previous day. The implied volatity was 41.07, the open interest changed by 0 which decreased total open position to 103
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 29.75, which was 3.3000000000000007 higher than the previous day. The implied volatity was 37.16, the open interest changed by -10 which decreased total open position to 102
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 26.5, which was 1.3 higher than the previous day. The implied volatity was 35.96, the open interest changed by 4 which increased total open position to 110
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 25.5, which was 12.15 higher than the previous day. The implied volatity was 34.12, the open interest changed by -25 which decreased total open position to 105
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 13.4, which was 0.75 higher than the previous day. The implied volatity was 35.93, the open interest changed by 9 which increased total open position to 130
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 13, which was 2.25 higher than the previous day. The implied volatity was 36.77, the open interest changed by -4 which decreased total open position to 121
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 10.55, which was -2.9 lower than the previous day. The implied volatity was 34.62, the open interest changed by -4 which decreased total open position to 128
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 13.4, which was -1.7 lower than the previous day. The implied volatity was 34.9, the open interest changed by 93 which increased total open position to 137
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 15.5, which was -8.7 lower than the previous day. The implied volatity was 37.93, the open interest changed by 35 which increased total open position to 44
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 24.1, which was -99.75 lower than the previous day. The implied volatity was 34.71, the open interest changed by 9 which increased total open position to 9
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 123.85, 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 123.85, 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 123.85, 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 123.85, 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 123.85, 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 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 123.85, 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 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 123.85, 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 Mar ICICIPRULI was trading at 583.90. 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 13 Mar ICICIPRULI was trading at 583.75. 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 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 123.85, 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 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 123.85, 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 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 123.85, 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 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 123.85, 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) 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0
Theta: -0.59
Gamma: 0.01491
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 514.20 | 18.45 | 14 | 34.73 | 678 | -60 | 215 |
| 23 Apr | 535.30 | 4.8 | 0.6499999999999995 | 26.69 | 796 | 34 | 278 |
| 22 Apr | 540.05 | 4.25 | 1.7000000000000002 | 30.21 | 516 | -49 | 245 |
| 21 Apr | 550.10 | 2 | -0.04999999999999982 | 29.86 | 559 | -8 | 292 |
| 20 Apr | 557.90 | 2.1 | 0.20000000000000018 | 33.05 | 177 | -9 | 305 |
| 17 Apr | 562.00 | 2 | -1.0499999999999998 | 30.84 | 236 | -47 | 313 |
| 16 Apr | 557.95 | 3.4 | -0.10000000000000009 | 31.38 | 256 | -35 | 346 |
| 15 Apr | 561.25 | 3.05 | -7.55 | 33.79 | 1,013 | 169 | 380 |
| 13 Apr | 546.50 | 10.65 | 0.25 | 42.52 | 458 | 104 | 207 |
| 10 Apr | 547.00 | 9.65 | -1.549999999999999 | 36.26 | 204 | 29 | 103 |
| 9 Apr | 541.95 | 11.1 | 0.1 | 36.73 | 112 | 22 | 75 |
| 8 Apr | 541.60 | 11 | -13.65 | 34.96 | 141 | -14 | 54 |
| 7 Apr | 516.65 | 24.5 | -2.6 | 38.27 | 2 | 0 | 68 |
| 6 Apr | 513.10 | 27.1 | -6.7 | 39.28 | 9 | -1 | 68 |
| 2 Apr | 503.40 | 34.2 | 5.95 | 41.14 | 7 | 0 | 68 |
| 1 Apr | 513.35 | 28.6 | -4.95 | 36.95 | 62 | 22 | 70 |
| 30 Mar | 509.55 | 31.9 | 11.7 | 40.85 | 24 | -5 | 48 |
| 27 Mar | 530.40 | 20.2 | 4.95 | 36.12 | 59 | 24 | 54 |
| 25 Mar | 540.60 | 15.25 | -0.6 | 33.8 | 32 | 10 | 30 |
| 24 Mar | 537.50 | 15.5 | 7.1 | 32.97 | 23 | 10 | 20 |
| 23 Mar | 531.25 | 8.4 | 3 | - | 0 | 0 | 10 |
| 20 Mar | 552.10 | 8.4 | 3 | - | 0 | 5 | 0 |
| 19 Mar | 562.90 | 8.4 | 3 | 32.8 | 5 | 3 | 8 |
| 18 Mar | 588.70 | 5.4 | 3.5 | - | 0 | 0 | 5 |
| 17 Mar | 592.45 | 5.4 | 3.5 | - | 0 | 0 | 5 |
| 16 Mar | 583.90 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 592.95 | 5.4 | 3.5 | - | 0 | 0 | 5 |
| 11 Mar | 598.50 | 5.4 | 3.5 | - | 0 | 0 | 5 |
| 10 Mar | 601.65 | 5.4 | 3.5 | - | 5 | 0 | 5 |
| 9 Mar | 601.55 | 5.4 | 3.5 | 36.22 | 5 | 4 | 4 |
For Icici Pru Life Ins Co Ltd - strike price 530 expiring on 28APR2026
Delta for 530 PE is -0.79
Historical price for 530 PE is as follows
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 18.45, which was 14 higher than the previous day. The implied volatity was 34.73, the open interest changed by -60 which decreased total open position to 215
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 4.8, which was 0.6499999999999995 higher than the previous day. The implied volatity was 26.69, the open interest changed by 34 which increased total open position to 278
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 4.25, which was 1.7000000000000002 higher than the previous day. The implied volatity was 30.21, the open interest changed by -49 which decreased total open position to 245
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 2, which was -0.04999999999999982 lower than the previous day. The implied volatity was 29.86, the open interest changed by -8 which decreased total open position to 292
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 2.1, which was 0.20000000000000018 higher than the previous day. The implied volatity was 33.05, the open interest changed by -9 which decreased total open position to 305
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 2, which was -1.0499999999999998 lower than the previous day. The implied volatity was 30.84, the open interest changed by -47 which decreased total open position to 313
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 3.4, which was -0.10000000000000009 lower than the previous day. The implied volatity was 31.38, the open interest changed by -35 which decreased total open position to 346
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 3.05, which was -7.55 lower than the previous day. The implied volatity was 33.79, the open interest changed by 169 which increased total open position to 380
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 10.65, which was 0.25 higher than the previous day. The implied volatity was 42.52, the open interest changed by 104 which increased total open position to 207
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 9.65, which was -1.549999999999999 lower than the previous day. The implied volatity was 36.26, the open interest changed by 29 which increased total open position to 103
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 11.1, which was 0.1 higher than the previous day. The implied volatity was 36.73, the open interest changed by 22 which increased total open position to 75
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 11, which was -13.65 lower than the previous day. The implied volatity was 34.96, the open interest changed by -14 which decreased total open position to 54
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 24.5, which was -2.6 lower than the previous day. The implied volatity was 38.27, the open interest changed by 0 which decreased total open position to 68
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 27.1, which was -6.7 lower than the previous day. The implied volatity was 39.28, the open interest changed by -1 which decreased total open position to 68
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 34.2, which was 5.95 higher than the previous day. The implied volatity was 41.14, the open interest changed by 0 which decreased total open position to 68
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 28.6, which was -4.95 lower than the previous day. The implied volatity was 36.95, the open interest changed by 22 which increased total open position to 70
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 31.9, which was 11.7 higher than the previous day. The implied volatity was 40.85, the open interest changed by -5 which decreased total open position to 48
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 20.2, which was 4.95 higher than the previous day. The implied volatity was 36.12, the open interest changed by 24 which increased total open position to 54
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 15.25, which was -0.6 lower than the previous day. The implied volatity was 33.8, the open interest changed by 10 which increased total open position to 30
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 15.5, which was 7.1 higher than the previous day. The implied volatity was 32.97, the open interest changed by 10 which increased total open position to 20
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 8.4, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 8.4, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 8.4, which was 3 higher than the previous day. The implied volatity was 32.8, the open interest changed by 3 which increased total open position to 8
On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 5.4, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 5.4, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Mar ICICIPRULI was trading at 583.90. 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 13 Mar ICICIPRULI was trading at 583.75. 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 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 5.4, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 5.4, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 5.4, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 5.4, which was 3.5 higher than the previous day. The implied volatity was 36.22, the open interest changed by 4 which increased total open position to 4
