ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
06 May 2026 09:03 AM IST
| ICICIPRULI 26-May-2026 (20d) 540 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.01
Theta: -0.36
Gamma: 0.01142
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 May | 537.35 | 13.8 | -1.549999999999999 (-10.10%) | 26.85 | 1,258 | 14 | 498 | |||||||||
| 5 May | 537.35 | 13.8 | -1.549999999999999 (-10.10%) | 26.85 | 1,258 | 14 | 498 | |||||||||
| 4 May | 535.55 | 15.65 | 7.8500000000000005 (100.64%) | 30.61 | 2,085 | 130 | 484 | |||||||||
| 30 Apr | 513.85 | 7.95 | -3.499999999999999 (-30.57%) | 30.76 | 741 | 94 | 448 | |||||||||
| 29 Apr | 524.35 | 11.5 | 0.40000000000000036 (3.60%) | 30.12 | 671 | 52 | 356 | |||||||||
| 28 Apr | 520.55 | 11.4 | -0.34999999999999964 (-2.98%) | 31.16 | 221 | 42 | 304 | |||||||||
| 27 Apr | 519.60 | 11.8 | 1.1500000000000004 (10.80%) | 32.19 | 194 | 108 | 259 | |||||||||
| 24 Apr | 514.20 | 10.5 | -7.649999999999999 (-42.15%) | 33 | 105 | 52 | 151 | |||||||||
| 23 Apr | 535.30 | 17.95 | -2.400000000000002 (-11.79%) | 29.75 | 214 | 80 | 98 | |||||||||
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| 22 Apr | 540.05 | 20.2 | -6.800000000000001 (-25.19%) | 28.5 | 23 | 11 | 17 | |||||||||
| 21 Apr | 550.10 | 27 | -2.0500000000000007 (-7.06%) | 31.04 | 9 | 4 | 7 | |||||||||
| 20 Apr | 557.90 | 29.05 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 17 Apr | 562.00 | 29.05 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 16 Apr | 557.95 | 29.05 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 15 Apr | 561.25 | 29.05 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 13 Apr | 546.50 | 29.05 | -3.650000000000002 (-11.16%) | 33.05 | 1 | 0 | 3 | |||||||||
| 10 Apr | 547.00 | 32.7 | 7.200000000000003 (28.24%) | - | 0 | 0 | 3 | |||||||||
| 9 Apr | 541.95 | 32.7 | 19 (138.69%) | 36.06 | 5 | -3 | 3 | |||||||||
| 8 Apr | 541.60 | 13.7 | -118.1 (-89.61%) | - | 0 | 0 | 6 | |||||||||
| 7 Apr | 516.65 | 13.7 | -118.1 (-89.61%) | 26.92 | 6 | 4 | 4 | |||||||||
| 6 Apr | 513.10 | 131.8 | 0 (0.00%) | 3.01 | 0 | 0 | 0 | |||||||||
| 2 Apr | 503.40 | 0 | 0 (0.00%) | 4.48 | 0 | 0 | 0 | |||||||||
| 1 Apr | 513.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 509.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 592.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 583.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 583.75 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 592.95 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 540 expiring on 26MAY2026
Delta for 540 CE is 0.51
Historical price for 540 CE is as follows
On 6 May ICICIPRULI was trading at 537.35. The strike last trading price was 13.8, which was -1.549999999999999 lower than the previous day. The implied volatity was 26.85, the open interest changed by 14 which increased total open position to 498
On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 13.8, which was -1.549999999999999 lower than the previous day. The implied volatity was 26.85, the open interest changed by 14 which increased total open position to 498
On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 15.65, which was 7.8500000000000005 higher than the previous day. The implied volatity was 30.61, the open interest changed by 130 which increased total open position to 484
On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 7.95, which was -3.499999999999999 lower than the previous day. The implied volatity was 30.76, the open interest changed by 94 which increased total open position to 448
On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 11.5, which was 0.40000000000000036 higher than the previous day. The implied volatity was 30.12, the open interest changed by 52 which increased total open position to 356
On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 11.4, which was -0.34999999999999964 lower than the previous day. The implied volatity was 31.16, the open interest changed by 42 which increased total open position to 304
On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 11.8, which was 1.1500000000000004 higher than the previous day. The implied volatity was 32.19, the open interest changed by 108 which increased total open position to 259
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 10.5, which was -7.649999999999999 lower than the previous day. The implied volatity was 33, the open interest changed by 52 which increased total open position to 151
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 17.95, which was -2.400000000000002 lower than the previous day. The implied volatity was 29.75, the open interest changed by 80 which increased total open position to 98
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 20.2, which was -6.800000000000001 lower than the previous day. The implied volatity was 28.5, the open interest changed by 11 which increased total open position to 17
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 27, which was -2.0500000000000007 lower than the previous day. The implied volatity was 31.04, the open interest changed by 4 which increased total open position to 7
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 29.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 29.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 29.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 29.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 29.05, which was -3.650000000000002 lower than the previous day. The implied volatity was 33.05, the open interest changed by 0 which decreased total open position to 3
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 32.7, which was 7.200000000000003 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 32.7, which was 19 higher than the previous day. The implied volatity was 36.06, the open interest changed by -3 which decreased total open position to 3
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 13.7, which was -118.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 13.7, which was -118.1 lower than the previous day. The implied volatity was 26.92, the open interest changed by 4 which increased total open position to 4
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 131.8, which was 0 lower than the previous day. The implied volatity was 3.01, 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 0, which was 0 lower than the previous day. The implied volatity was 4.48, 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
On 17 Mar ICICIPRULI was trading at 592.45. 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 16 Mar ICICIPRULI was trading at 583.90. 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 13 Mar ICICIPRULI was trading at 583.75. 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 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
| ICICIPRULI 26-May-2026 (20d) 540 PE | |||||||
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Delta: -0.49
Vega: 0.01
Theta: -0.29
Gamma: 0.01115
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 May | 537.35 | 14.35 | -2.299999999999999 (-13.81%) | 27.49 | 1,534 | 1,013 | 1,140 |
| 5 May | 537.35 | 14.35 | -2.299999999999999 (-13.81%) | 27.49 | 1,534 | 1,013 | 1,140 |
| 4 May | 535.55 | 16.85 | -14 (-45.38%) | 30.17 | 150 | 13 | 125 |
| 30 Apr | 513.85 | 30.85 | 4.850000000000001 (18.65%) | 30.69 | 35 | -5 | 107 |
| 29 Apr | 524.35 | 26.1 | -2.1499999999999986 (-7.61%) | 31.53 | 110 | 44 | 113 |
| 28 Apr | 520.55 | 28.25 | 28.25 (-13.08%) | 30.86 | 0 | 0 | 69 |
| 27 Apr | 519.60 | 28.25 | -4.25 (-13.08%) | 30.86 | 29 | 12 | 69 |
| 24 Apr | 514.20 | 32.5 | 13.05 (67.10%) | 30.03 | 10 | 1 | 57 |
| 23 Apr | 535.30 | 19.65 | 2.1499999999999986 (12.29%) | 29.13 | 74 | 38 | 59 |
| 22 Apr | 540.05 | 17.6 | 4.350000000000001 (32.83%) | 28.46 | 16 | 10 | 20 |
| 21 Apr | 550.10 | 13 | 11.5 (766.67%) | 28.36 | 19 | 11 | 11 |
| 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%) | 2.65 | 0 | 0 | 0 |
| 9 Apr | 541.95 | 1.5 | 0 (0.00%) | 1.59 | 0 | 0 | 0 |
| 8 Apr | 541.60 | 1.5 | 0 (0.00%) | 1.44 | 0 | 0 | 0 |
| 7 Apr | 516.65 | 1.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 513.10 | 1.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 503.40 | 1.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 513.35 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 509.55 | 1.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Mar | 592.45 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 583.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Mar | 583.75 | 0 | 0 (0.00%) | 5.66 | 0 | 0 | 0 |
| 12 Mar | 592.95 | 0 | 0 (0.00%) | 6.26 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 540 expiring on 26MAY2026
Delta for 540 PE is -0.49
Historical price for 540 PE is as follows
On 6 May ICICIPRULI was trading at 537.35. The strike last trading price was 14.35, which was -2.299999999999999 lower than the previous day. The implied volatity was 27.49, the open interest changed by 1013 which increased total open position to 1140
On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 14.35, which was -2.299999999999999 lower than the previous day. The implied volatity was 27.49, the open interest changed by 1013 which increased total open position to 1140
On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 16.85, which was -14 lower than the previous day. The implied volatity was 30.17, the open interest changed by 13 which increased total open position to 125
On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 30.85, which was 4.850000000000001 higher than the previous day. The implied volatity was 30.69, the open interest changed by -5 which decreased total open position to 107
On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 26.1, which was -2.1499999999999986 lower than the previous day. The implied volatity was 31.53, the open interest changed by 44 which increased total open position to 113
On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 28.25, which was 28.25 higher than the previous day. The implied volatity was 30.86, the open interest changed by 0 which decreased total open position to 69
On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 28.25, which was -4.25 lower than the previous day. The implied volatity was 30.86, the open interest changed by 12 which increased total open position to 69
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 32.5, which was 13.05 higher than the previous day. The implied volatity was 30.03, the open interest changed by 1 which increased total open position to 57
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 19.65, which was 2.1499999999999986 higher than the previous day. The implied volatity was 29.13, the open interest changed by 38 which increased total open position to 59
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 17.6, which was 4.350000000000001 higher than the previous day. The implied volatity was 28.46, the open interest changed by 10 which increased total open position to 20
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 13, which was 11.5 higher than the previous day. The implied volatity was 28.36, the open interest changed by 11 which increased total open position to 11
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 2.65, 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 1.5, which was 0 lower than the previous day. The implied volatity was 1.59, 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 1.5, which was 0 lower than the previous day. The implied volatity was 1.44, 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 1.5, 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 1.5, 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 1.5, 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 1.5, 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 -, 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 16 Mar ICICIPRULI was trading at 583.90. 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 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.66, 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 6.26, the open interest changed by 0 which decreased total open position to 0
