Historical option data for ICICIPRULI
25 May 2026 04:10 PM IST
| ICICIPRULI 26-May-2026 535 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0
Theta: -0.38
Gamma: 0.02728
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 526.70 | 0.25 | -0.75 (-75.00%) | 18.77 | 567 | -225 | 173 | |||||||||
| 22 May | 520.05 | 0.65 | -0.35 (-35.00%) | 20.92 | 192 | 46 | 397 | |||||||||
| 21 May | 510.10 | 0.6 | -0.4 (-40.00%) | 27.72 | 181 | 1 | 351 | |||||||||
| 20 May | 509.25 | 0.85 | -2.15 (-71.67%) | 28.63 | 216 | 32 | 350 | |||||||||
| 19 May | 522.15 | 3.3 | 0.3 (10.00%) | 25.75 | 455 | -89 | 318 | |||||||||
| 18 May | 515.40 | 2.3 | -9.7 (-80.83%) | 27.72 | 1,157 | 319 | 408 | |||||||||
| 15 May | 535.60 | 11 | -23 (-67.65%) | 27.2 | 76 | 22 | 87 | |||||||||
| 14 May | 541.70 | 33.9 | -0.1 (-0.29%) | 0 | 0 | 0 | 65 | |||||||||
| 13 May | 542.50 | 33.9 | -0.1 (-0.29%) | 0 | 0 | 0 | 65 | |||||||||
| 12 May | 541.50 | 33.9 | -0.1 (-0.29%) | 0 | 0 | 0 | 65 | |||||||||
| 11 May | 565.60 | 33.9 | 0.9 (2.73%) | 0 | 14 | 2 | 65 | |||||||||
| 8 May | 567.25 | 31.5 | -1.55 (-4.69%) | 26.48 | 0 | 0 | 63 | |||||||||
| 7 May | 562.90 | 31.5 | 6.75 (27.27%) | 26.48 | 48 | -11 | 63 | |||||||||
| 6 May | 550.10 | 26.05 | 9.55 (57.88%) | 30.19 | 148 | -4 | 77 | |||||||||
| 5 May | 537.35 | 16.5 | -1.3 (-7.30%) | 27.35 | 262 | 38 | 84 | |||||||||
| 4 May | 535.55 | 18.05 | 8.9 (97.27%) | 31.6 | 205 | 26 | 46 | |||||||||
| 30 Apr | 513.85 | 9 | -4.4 (-32.84%) | 30.09 | 64 | 13 | 33 | |||||||||
| 29 Apr | 524.35 | 13.05 | -0.7 (-5.09%) | 30.1 | 82 | 18 | 21 | |||||||||
| 28 Apr | 520.55 | 13.75 | -7.4 (-34.99%) | 31.73 | 4 | 1 | 2 | |||||||||
| 27 Apr | 519.60 | 21.15 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 24 Apr | 514.20 | 21.15 | 0 (0.00%) | 31.47 | 0 | 0 | 1 | |||||||||
| 23 Apr | 535.30 | 21.15 | 6.7 (46.37%) | 31.47 | 8 | 2 | 2 | |||||||||
| 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 | 14.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 541.60 | 14.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 516.65 | 14.45 | 0 (0.00%) | 1.76 | 0 | 0 | 0 | |||||||||
| 6 Apr | 513.10 | 14.45 | 0 (0.00%) | 2.2 | 0 | 0 | 0 | |||||||||
| 2 Apr | 503.40 | 14.45 | 0 (0.00%) | 3.73 | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 535 expiring on 26MAY2026
Delta for 535 CE is 0.09
Historical price for 535 CE is as follows
On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 0.25, which was -0.75 lower than the previous day. The implied volatity was 18.77, the open interest changed by -225 which decreased total open position to 173
On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 20.92, the open interest changed by 46 which increased total open position to 397
On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 27.72, the open interest changed by 1 which increased total open position to 351
On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 0.85, which was -2.15 lower than the previous day. The implied volatity was 28.63, the open interest changed by 32 which increased total open position to 350
On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 3.3, which was 0.3 higher than the previous day. The implied volatity was 25.75, the open interest changed by -89 which decreased total open position to 318
On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 2.3, which was -9.7 lower than the previous day. The implied volatity was 27.72, the open interest changed by 319 which increased total open position to 408
On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 11, which was -23 lower than the previous day. The implied volatity was 27.2, the open interest changed by 22 which increased total open position to 87
On 14 May ICICIPRULI was trading at 541.70. The strike last trading price was 33.9, which was -0.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 65
On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 33.9, which was -0.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 65
On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 33.9, which was -0.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 65
On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 33.9, which was 0.9 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 65
On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 31.5, which was -1.55 lower than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 63
On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 31.5, which was 6.75 higher than the previous day. The implied volatity was 26.48, the open interest changed by -11 which decreased total open position to 63
On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 26.05, which was 9.55 higher than the previous day. The implied volatity was 30.19, the open interest changed by -4 which decreased total open position to 77
On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 16.5, which was -1.3 lower than the previous day. The implied volatity was 27.35, the open interest changed by 38 which increased total open position to 84
On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 18.05, which was 8.9 higher than the previous day. The implied volatity was 31.6, the open interest changed by 26 which increased total open position to 46
On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 9, which was -4.4 lower than the previous day. The implied volatity was 30.09, the open interest changed by 13 which increased total open position to 33
On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 13.05, which was -0.7 lower than the previous day. The implied volatity was 30.1, the open interest changed by 18 which increased total open position to 21
On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 13.75, which was -7.4 lower than the previous day. The implied volatity was 31.73, the open interest changed by 1 which increased total open position to 2
On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 31.47, the open interest changed by 0 which decreased total open position to 1
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 21.15, which was 6.7 higher than the previous day. The implied volatity was 31.47, the open interest changed by 2 which increased total open position to 2
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 14.45, 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 14.45, 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 14.45, which was 0 lower than the previous day. The implied volatity was 1.76, 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 14.45, which was 0 lower than the previous day. The implied volatity was 2.2, 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 14.45, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 26-May-2026 535 PE | |||||||
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Delta: -0.79
Vega: 0
Theta: -1
Gamma: 0.02928
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 526.70 | 9.25 | -17.6 (-65.55%) | 30.89 | 18 | -10 | 199 |
| 22 May | 520.05 | 26.85 | 26.85 | - | 14 | 0 | 209 |
| 21 May | 510.10 | 26.85 | 26.85 (69.28%) | 27.99 | 14 | 0 | 209 |
| 20 May | 509.25 | 27 | 11.05 (69.28%) | 27.99 | 14 | -1 | 211 |
| 19 May | 522.15 | 15.95 | -7.15 (-30.95%) | 28.09 | 59 | 2 | 210 |
| 18 May | 515.40 | 22.9 | 13.3 (138.54%) | 32.35 | 132 | -20 | 208 |
| 15 May | 535.60 | 9.9 | 2.75 (38.46%) | 28.3 | 145 | 37 | 227 |
| 14 May | 541.70 | 7.25 | -0.05 (-0.68%) | 27.03 | 27 | -4 | 191 |
| 13 May | 542.50 | 7.3 | -0.05 (-0.68%) | 0 | 49 | 6 | 196 |
| 12 May | 541.50 | 6.8 | 4.05 (147.27%) | 0 | 167 | -45 | 190 |
| 11 May | 565.60 | 2.8 | 0.05 (1.82%) | 0 | 81 | -52 | 235 |
| 8 May | 567.25 | 2.9 | -0.6 (-17.14%) | 26.49 | 120 | 23 | 286 |
| 7 May | 562.90 | 3.45 | -3.75 (-52.08%) | 25.49 | 298 | 4 | 262 |
| 6 May | 550.10 | 7.25 | -5.3 (-42.23%) | 27.84 | 205 | 12 | 260 |
| 5 May | 537.35 | 12.3 | -2.25 (-15.46%) | 28.27 | 384 | 208 | 250 |
| 4 May | 535.55 | 14.25 | -19.7 (-58.03%) | 30.45 | 67 | 35 | 35 |
| 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 |
| 27 Apr | 519.60 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 514.20 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 535.30 | 0 | 0 | - | 0 | 0 | 0 |
| 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%) | 3.43 | 0 | 0 | 0 |
| 9 Apr | 541.95 | 33.95 | 0 (0.00%) | 2.27 | 0 | 0 | 0 |
| 8 Apr | 541.60 | 33.95 | 0 (0.00%) | 2.22 | 0 | 0 | 0 |
| 7 Apr | 516.65 | 33.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 513.10 | 33.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 503.40 | 33.95 | 0 (0.00%) | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 535 expiring on 26MAY2026
Delta for 535 PE is -0.79
Historical price for 535 PE is as follows
On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 9.25, which was -17.6 lower than the previous day. The implied volatity was 30.89, the open interest changed by -10 which decreased total open position to 199
On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 26.85, which was 26.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 209
On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 26.85, which was 26.85 higher than the previous day. The implied volatity was 27.99, the open interest changed by 0 which decreased total open position to 209
On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 27, which was 11.05 higher than the previous day. The implied volatity was 27.99, the open interest changed by -1 which decreased total open position to 211
On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 15.95, which was -7.15 lower than the previous day. The implied volatity was 28.09, the open interest changed by 2 which increased total open position to 210
On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 22.9, which was 13.3 higher than the previous day. The implied volatity was 32.35, the open interest changed by -20 which decreased total open position to 208
On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 9.9, which was 2.75 higher than the previous day. The implied volatity was 28.3, the open interest changed by 37 which increased total open position to 227
On 14 May ICICIPRULI was trading at 541.70. The strike last trading price was 7.25, which was -0.05 lower than the previous day. The implied volatity was 27.03, the open interest changed by -4 which decreased total open position to 191
On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 7.3, which was -0.05 lower than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 196
On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 6.8, which was 4.05 higher than the previous day. The implied volatity was 0, the open interest changed by -45 which decreased total open position to 190
On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 0, the open interest changed by -52 which decreased total open position to 235
On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 2.9, which was -0.6 lower than the previous day. The implied volatity was 26.49, the open interest changed by 23 which increased total open position to 286
On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 3.45, which was -3.75 lower than the previous day. The implied volatity was 25.49, the open interest changed by 4 which increased total open position to 262
On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 7.25, which was -5.3 lower than the previous day. The implied volatity was 27.84, the open interest changed by 12 which increased total open position to 260
On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 12.3, which was -2.25 lower than the previous day. The implied volatity was 28.27, the open interest changed by 208 which increased total open position to 250
On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 14.25, which was -19.7 lower than the previous day. The implied volatity was 30.45, the open interest changed by 35 which increased total open position to 35
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 27 Apr ICICIPRULI was trading at 519.60. 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 24 Apr ICICIPRULI was trading at 514.20. 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 23 Apr ICICIPRULI was trading at 535.30. 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 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 3.43, 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 33.95, which was 0 lower than the previous day. The implied volatity was 2.27, 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 33.95, which was 0 lower than the previous day. The implied volatity was 2.22, 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 33.95, 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 33.95, 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 33.95, 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
