ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
30 Apr 2026 04:10 PM IST
| ICICIPRULI 26-May-2026 (24d) 530 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.01
Theta: -0.34
Gamma: 0.00903
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 513.85 | 11.1 | -4.15 | 30.76 | 678 | 67 | 535 | |||||||||
| 29 Apr | 524.35 | 15.35 | 0.34999999999999964 | 29.79 | 831 | 24 | 468 | |||||||||
| 28 Apr | 520.55 | 15.45 | -0.15000000000000036 | 31.17 | 479 | 125 | 447 | |||||||||
| 27 Apr | 519.60 | 15.5 | 1.4499999999999993 | 32.19 | 167 | 66 | 324 | |||||||||
| 24 Apr | 514.20 | 14 | -9.399999999999999 | 32.84 | 283 | 114 | 238 | |||||||||
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| 23 Apr | 535.30 | 23 | -118.19999999999999 | 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 | 0 | 0 | |||||||||
| 9 Apr | 541.95 | 141.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 541.60 | 141.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 516.65 | 141.2 | 0 | 0.97 | 0 | 0 | 0 | |||||||||
| 6 Apr | 513.10 | 141.2 | 0 | 1.49 | 0 | 0 | 0 | |||||||||
| 2 Apr | 503.40 | 141.2 | 0 | 3.07 | 0 | 0 | 0 | |||||||||
| 1 Apr | 513.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 509.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 530 expiring on 26MAY2026
Delta for 530 CE is 0.39
Historical price for 530 CE is as follows
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 0.34999999999999964 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 -0.15000000000000036 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 1.4499999999999993 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 -9.399999999999999 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 -118.19999999999999 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 (24d) 530 PE | |||||||
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Delta: -0.62
Vega: 0.01
Theta: -0.24
Gamma: 0.00956
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 513.85 | 24 | 4.800000000000001 | 28.86 | 141 | -15 | 356 |
| 29 Apr | 524.35 | 20.05 | -1.8499999999999979 | 31.67 | 232 | 66 | 369 |
| 28 Apr | 520.55 | 21.75 | -1 | 31.48 | 89 | 21 | 302 |
| 27 Apr | 519.60 | 22 | -4.350000000000001 | 31.72 | 65 | 33 | 279 |
| 24 Apr | 514.20 | 26.25 | 10.8 | 30.93 | 234 | 63 | 247 |
| 23 Apr | 535.30 | 15.7 | 2.25 | 29.76 | 73 | 18 | 182 |
| 22 Apr | 540.05 | 13.8 | 3.450000000000001 | 29.77 | 137 | 28 | 162 |
| 21 Apr | 550.10 | 9.95 | 1.1999999999999993 | 28.95 | 143 | 67 | 133 |
| 20 Apr | 557.90 | 8.8 | -1.1999999999999993 | 29.84 | 74 | 40 | 53 |
| 17 Apr | 562.00 | 10 | 2 | 29.02 | 1 | 0 | 14 |
| 16 Apr | 557.95 | 8 | -1.75 | 28.8 | 1 | 0 | 14 |
| 15 Apr | 561.25 | 9.5 | 8.45 | 32.06 | 21 | 14 | 14 |
| 13 Apr | 546.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 547.00 | 0 | 0 | 4.19 | 0 | 0 | 0 |
| 9 Apr | 541.95 | 1.05 | 0 | 3.15 | 0 | 0 | 0 |
| 8 Apr | 541.60 | 1.05 | 0 | 2.99 | 0 | 0 | 0 |
| 7 Apr | 516.65 | 1.05 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 513.10 | 1.05 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 503.40 | 1.05 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 513.35 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 509.55 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 530 expiring on 26MAY2026
Delta for 530 PE is -0.62
Historical price for 530 PE is as follows
On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 24, which was 4.800000000000001 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 -1.8499999999999979 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 -4.350000000000001 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 3.450000000000001 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 1.1999999999999993 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 -1.1999999999999993 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
