ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
13 Apr 2026 04:10 PM IST
| ICICIPRULI 28-Apr-2026 (14d) 540 CE | ||||||||||||||||
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Delta: 0.6
Vega: 0
Theta: -0.6
Gamma: 0.00861
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 546.50 | 23 | 0.8500000000000014 | 39.84 | 829 | 97 | 207 | |||||||||
| 10 Apr | 547.00 | 23.5 | 3.1999999999999993 | 38.76 | 91 | -6 | 109 | |||||||||
| 9 Apr | 541.95 | 20.5 | 1.55 | 35.5 | 131 | 5 | 112 | |||||||||
| 8 Apr | 541.60 | 19.85 | 10.95 | 34.27 | 194 | 35 | 106 | |||||||||
| 7 Apr | 516.65 | 8.9 | -0.65 | 33.79 | 33 | 12 | 72 | |||||||||
| 6 Apr | 513.10 | 9.5 | 1.65 | 36.43 | 62 | 18 | 60 | |||||||||
| 2 Apr | 503.40 | 7.85 | -2.45 | 34.87 | 68 | 19 | 43 | |||||||||
| 1 Apr | 513.35 | 10 | -8.8 | 34.72 | 27 | 17 | 21 | |||||||||
| 30 Mar | 509.55 | 18.45 | -6.65 | - | 0 | 3 | 0 | |||||||||
| 27 Mar | 530.40 | 18.45 | -6.65 | 33.26 | 5 | 4 | 5 | |||||||||
| 25 Mar | 540.60 | 25.1 | -89.65 | 34.41 | 1 | 0 | 0 | |||||||||
| 24 Mar | 537.50 | 114.75 | 0 | 0.3 | 0 | 0 | 0 | |||||||||
| 23 Mar | 531.25 | 114.75 | 0 | 0.95 | 0 | 0 | 0 | |||||||||
| 20 Mar | 552.10 | 114.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 562.90 | 114.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 588.70 | 114.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 592.45 | 114.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 583.90 | 114.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 592.95 | 114.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 598.50 | 114.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 601.65 | 114.75 | 0 | - | 0 | 0 | 0 | |||||||||
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| 9 Mar | 601.55 | 114.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 540 expiring on 28APR2026
Delta for 540 CE is 0.6
Historical price for 540 CE is as follows
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 23, which was 0.8500000000000014 higher than the previous day. The implied volatity was 39.84, the open interest changed by 97 which increased total open position to 207
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 23.5, which was 3.1999999999999993 higher than the previous day. The implied volatity was 38.76, the open interest changed by -6 which decreased total open position to 109
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 20.5, which was 1.55 higher than the previous day. The implied volatity was 35.5, the open interest changed by 5 which increased total open position to 112
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 19.85, which was 10.95 higher than the previous day. The implied volatity was 34.27, the open interest changed by 35 which increased total open position to 106
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 8.9, which was -0.65 lower than the previous day. The implied volatity was 33.79, the open interest changed by 12 which increased total open position to 72
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 9.5, which was 1.65 higher than the previous day. The implied volatity was 36.43, the open interest changed by 18 which increased total open position to 60
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 7.85, which was -2.45 lower than the previous day. The implied volatity was 34.87, the open interest changed by 19 which increased total open position to 43
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 10, which was -8.8 lower than the previous day. The implied volatity was 34.72, the open interest changed by 17 which increased total open position to 21
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 18.45, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 18.45, which was -6.65 lower than the previous day. The implied volatity was 33.26, the open interest changed by 4 which increased total open position to 5
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 25.1, which was -89.65 lower than the previous day. The implied volatity was 34.41, 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 114.75, which was 0 lower than the previous day. The implied volatity was 0.3, 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 114.75, which was 0 lower than the previous day. The implied volatity was 0.95, 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 114.75, 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 114.75, 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 114.75, 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 114.75, 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 114.75, 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 114.75, 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 114.75, 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 114.75, 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 114.75, 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 (14d) 540 PE | |||||||
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Delta: -0.4
Vega: 0
Theta: -0.55
Gamma: 0.00821
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 546.50 | 14.4 | 1.0500000000000007 | 42.01 | 1,382 | 696 | 813 |
| 10 Apr | 547.00 | 12.7 | -2.4000000000000004 | 37 | 213 | 44 | 116 |
| 9 Apr | 541.95 | 15 | -0.35 | 36.12 | 145 | 25 | 62 |
| 8 Apr | 541.60 | 15.2 | -2.2 | 34.87 | 62 | 34 | 36 |
| 7 Apr | 516.65 | 17.4 | 6.7 | - | 0 | 0 | 2 |
| 6 Apr | 513.10 | 17.4 | 6.7 | - | 0 | 0 | 2 |
| 2 Apr | 503.40 | 17.4 | 6.7 | - | 0 | 0 | 2 |
| 1 Apr | 513.35 | 17.4 | 6.7 | - | 0 | 0 | 2 |
| 30 Mar | 509.55 | 17.4 | 6.7 | - | 0 | 0 | 0 |
| 27 Mar | 530.40 | 17.4 | 6.7 | - | 0 | 0 | 2 |
| 25 Mar | 540.60 | 17.4 | 6.7 | 30.27 | 1 | 0 | 2 |
| 24 Mar | 537.50 | 10.7 | 8.05 | - | 0 | 0 | 2 |
| 23 Mar | 531.25 | 10.7 | 8.05 | - | 0 | 0 | 2 |
| 20 Mar | 552.10 | 10.7 | 8.05 | - | 0 | 2 | 0 |
| 19 Mar | 562.90 | 10.7 | 8.05 | 31.94 | 2 | 0 | 0 |
| 18 Mar | 588.70 | 2.65 | 0 | 8.3 | 0 | 0 | 0 |
| 17 Mar | 592.45 | 2.65 | 0 | 8.76 | 0 | 0 | 0 |
| 16 Mar | 583.90 | 2.65 | 0 | 7.5 | 0 | 0 | 0 |
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 592.95 | 2.65 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 598.50 | 2.65 | 0 | 8.16 | 0 | 0 | 0 |
| 10 Mar | 601.65 | 2.65 | 0 | 9.2 | 0 | 0 | 0 |
| 9 Mar | 601.55 | 2.65 | 0 | 9.14 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 540 expiring on 28APR2026
Delta for 540 PE is -0.4
Historical price for 540 PE is as follows
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 14.4, which was 1.0500000000000007 higher than the previous day. The implied volatity was 42.01, the open interest changed by 696 which increased total open position to 813
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 12.7, which was -2.4000000000000004 lower than the previous day. The implied volatity was 37, the open interest changed by 44 which increased total open position to 116
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 15, which was -0.35 lower than the previous day. The implied volatity was 36.12, the open interest changed by 25 which increased total open position to 62
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 15.2, which was -2.2 lower than the previous day. The implied volatity was 34.87, the open interest changed by 34 which increased total open position to 36
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 17.4, which was 6.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 17.4, which was 6.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 17.4, which was 6.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 17.4, which was 6.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 17.4, which was 6.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 17.4, which was 6.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 17.4, which was 6.7 higher than the previous day. The implied volatity was 30.27, the open interest changed by 0 which decreased total open position to 2
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 10.7, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 10.7, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 10.7, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 10.7, which was 8.05 higher than the previous day. The implied volatity was 31.94, 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 2.65, which was 0 lower than the previous day. The implied volatity was 8.3, 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 2.65, which was 0 lower than the previous day. The implied volatity was 8.76, 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 2.65, which was 0 lower than the previous day. The implied volatity was 7.5, 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 2.65, 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 2.65, which was 0 lower than the previous day. The implied volatity was 8.16, 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 2.65, which was 0 lower than the previous day. The implied volatity was 9.2, 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 2.65, which was 0 lower than the previous day. The implied volatity was 9.14, the open interest changed by 0 which decreased total open position to 0
