ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
10 Apr 2026 04:11 PM IST
| ICICIPRULI 28-Apr-2026 (17d) 535 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 547.00 | 23.6 | -0.1999999999999993 | - | 0 | 0 | 53 | |||||||||
| 9 Apr | 541.95 | 23.6 | 2.15 | 36.17 | 2 | 0 | 55 | |||||||||
| 8 Apr | 541.60 | 21.4 | 12.35 | 31.81 | 44 | -2 | 56 | |||||||||
| 7 Apr | 516.65 | 9 | -2.95 | - | 0 | 0 | 58 | |||||||||
| 6 Apr | 513.10 | 9 | -2.95 | - | 0 | 0 | 58 | |||||||||
| 2 Apr | 503.40 | 9 | -2.95 | 34.5 | 10 | -3 | 59 | |||||||||
| 1 Apr | 513.35 | 11.65 | -1.95 | 33.83 | 94 | 52 | 63 | |||||||||
| 30 Mar | 509.55 | 13.4 | -119.6 | 37.34 | 11 | 10 | 10 | |||||||||
| 27 Mar | 530.40 | 133 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 25 Mar | 540.60 | 133 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 537.50 | 133 | 0 | 0.24 | 0 | 0 | 0 | |||||||||
| 23 Mar | 531.25 | 133 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 552.10 | 133 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 562.90 | 133 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Mar | 588.70 | 133 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 592.45 | 133 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 583.90 | 133 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 592.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 598.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 601.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 601.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 535 expiring on 28APR2026
Delta for 535 CE is -
Historical price for 535 CE is as follows
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 23.6, which was -0.1999999999999993 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 23.6, which was 2.15 higher than the previous day. The implied volatity was 36.17, the open interest changed by 0 which decreased total open position to 55
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 21.4, which was 12.35 higher than the previous day. The implied volatity was 31.81, the open interest changed by -2 which decreased total open position to 56
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 9, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 9, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 9, which was -2.95 lower than the previous day. The implied volatity was 34.5, the open interest changed by -3 which decreased total open position to 59
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 11.65, which was -1.95 lower than the previous day. The implied volatity was 33.83, the open interest changed by 52 which increased total open position to 63
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 13.4, which was -119.6 lower than the previous day. The implied volatity was 37.34, the open interest changed by 10 which increased total open position to 10
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 133, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 133, 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 133, which was 0 lower than the previous day. The implied volatity was 0.24, 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 133, 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 133, 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 133, 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 133, 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 133, 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 133, 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 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 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 Mar ICICIPRULI was trading at 598.50. 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 Mar ICICIPRULI was trading at 601.65. 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 9 Mar ICICIPRULI was trading at 601.55. 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 28-Apr-2026 (17d) 535 PE | |||||||
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Delta: -0.36
Vega: 0
Theta: -0.43
Gamma: 0.00795
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 547.00 | 11.9 | -1.3499999999999996 | 38.15 | 47 | 7 | 96 |
| 9 Apr | 541.95 | 12.9 | -0.4 | 36.33 | 24 | 2 | 90 |
| 8 Apr | 541.60 | 12.8 | -19.4 | 34.53 | 78 | 27 | 88 |
| 7 Apr | 516.65 | 32.2 | -7.8 | - | 0 | 0 | 61 |
| 6 Apr | 513.10 | 32.2 | -7.8 | 43.28 | 9 | 1 | 59 |
| 2 Apr | 503.40 | 40 | 8.45 | 45.98 | 1 | 0 | 58 |
| 1 Apr | 513.35 | 31.7 | 9 | 38.5 | 88 | 36 | 59 |
| 30 Mar | 509.55 | 22.7 | 7.6 | - | 0 | 0 | 23 |
| 27 Mar | 530.40 | 22.7 | 7.6 | 36.11 | 30 | 5 | 27 |
| 25 Mar | 540.60 | 15.1 | -1.4 | 29.81 | 12 | 5 | 23 |
| 24 Mar | 537.50 | 16.5 | 5.5 | 31.17 | 3 | 0 | 18 |
| 23 Mar | 531.25 | 11 | 0.25 | - | 0 | 0 | 18 |
| 20 Mar | 552.10 | 11 | 0.25 | 27.91 | 2 | 1 | 18 |
| 19 Mar | 562.90 | 10.75 | 4.7 | 34.46 | 9 | 2 | 15 |
| 18 Mar | 588.70 | 6.05 | 5.55 | - | 0 | 0 | 13 |
| 17 Mar | 592.45 | 6.05 | 5.55 | - | 20 | 0 | 13 |
| 16 Mar | 583.90 | 6.05 | 5.55 | 32.02 | 20 | 12 | 12 |
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 592.95 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 598.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 601.65 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 601.55 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 535 expiring on 28APR2026
Delta for 535 PE is -0.36
Historical price for 535 PE is as follows
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 11.9, which was -1.3499999999999996 lower than the previous day. The implied volatity was 38.15, the open interest changed by 7 which increased total open position to 96
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 12.9, which was -0.4 lower than the previous day. The implied volatity was 36.33, the open interest changed by 2 which increased total open position to 90
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 12.8, which was -19.4 lower than the previous day. The implied volatity was 34.53, the open interest changed by 27 which increased total open position to 88
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 32.2, which was -7.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 32.2, which was -7.8 lower than the previous day. The implied volatity was 43.28, the open interest changed by 1 which increased total open position to 59
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 40, which was 8.45 higher than the previous day. The implied volatity was 45.98, the open interest changed by 0 which decreased total open position to 58
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 31.7, which was 9 higher than the previous day. The implied volatity was 38.5, the open interest changed by 36 which increased total open position to 59
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 22.7, which was 7.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 22.7, which was 7.6 higher than the previous day. The implied volatity was 36.11, the open interest changed by 5 which increased total open position to 27
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 15.1, which was -1.4 lower than the previous day. The implied volatity was 29.81, the open interest changed by 5 which increased total open position to 23
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 16.5, which was 5.5 higher than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 18
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 11, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 11, which was 0.25 higher than the previous day. The implied volatity was 27.91, the open interest changed by 1 which increased total open position to 18
On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 10.75, which was 4.7 higher than the previous day. The implied volatity was 34.46, the open interest changed by 2 which increased total open position to 15
On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 6.05, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 6.05, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 6.05, which was 5.55 higher than the previous day. The implied volatity was 32.02, the open interest changed by 12 which increased total open position to 12
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 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 Mar ICICIPRULI was trading at 598.50. 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 Mar ICICIPRULI was trading at 601.65. 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 9 Mar ICICIPRULI was trading at 601.55. 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
