[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
630.5 -7.45 (-1.17%)
L: 627 H: 639.6

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Historical option data for ICICIPRULI

17 Dec 2025 04:10 PM IST
ICICIPRULI 30-DEC-2025 540 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 630.50 73.25 0 - 0 0 0
16 Dec 637.95 73.25 0 - 0 0 0
12 Dec 647.55 73.25 0 - 0 0 0
11 Dec 635.85 73.25 0 - 0 0 0
10 Dec 642.85 73.25 0 - 0 0 0
8 Dec 616.25 73.25 0 - 0 0 0
26 Nov 621.90 73.25 0 - 0 0 0
19 Nov 613.95 73.25 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 540 expiring on 30DEC2025

Delta for 540 CE is -

Historical price for 540 CE is as follows

On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 73.25, 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 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 73.25, 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 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 73.25, 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 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 73.25, 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 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 73.25, 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 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 73.25, 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 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 73.25, 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 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 73.25, 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 30DEC2025 540 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 630.50 0.15 -0.95 - 0 0 1
16 Dec 637.95 0.15 -0.95 37.28 10 -8 1
12 Dec 647.55 1.1 -8.8 - 0 0 9
11 Dec 635.85 1.1 -8.8 - 0 0 9
10 Dec 642.85 1.1 -8.8 - 0 0 9
8 Dec 616.25 1.1 -8.8 - 0 0 9
26 Nov 621.90 1.1 -8.8 - 0 0 0
19 Nov 613.95 1.1 -8.8 25.96 10 9 9


For Icici Pru Life Ins Co Ltd - strike price 540 expiring on 30DEC2025

Delta for 540 PE is -

Historical price for 540 PE is as follows

On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 0.15, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 0.15, which was -0.95 lower than the previous day. The implied volatity was 37.28, the open interest changed by -8 which decreased total open position to 1


On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 1.1, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 1.1, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 1.1, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 1.1, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 1.1, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 1.1, which was -8.8 lower than the previous day. The implied volatity was 25.96, the open interest changed by 9 which increased total open position to 9