ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
24 Apr 2026 04:10 PM IST
| ICICIPRULI 28-Apr-2026 (3d) 545 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0
Theta: -0.17
Gamma: 0.00468
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 514.20 | 0.25 | -2.15 | 30.83 | 529 | -27 | 192 | |||||||||
| 23 Apr | 535.30 | 2.25 | -3.5 | 23.43 | 523 | 38 | 217 | |||||||||
| 22 Apr | 540.05 | 5.2 | -7.499999999999999 | 28.22 | 414 | 87 | 178 | |||||||||
| 21 Apr | 550.10 | 12.95 | -7.050000000000001 | 28.36 | 963 | 37 | 94 | |||||||||
| 20 Apr | 557.90 | 20 | -2.4499999999999993 | 33.24 | 49 | -14 | 60 | |||||||||
| 17 Apr | 562.00 | 23.55 | 1.1000000000000014 | 31.97 | 16 | 0 | 76 | |||||||||
| 16 Apr | 557.95 | 22.45 | -1.5500000000000007 | 31.31 | 23 | 3 | 76 | |||||||||
| 15 Apr | 561.25 | 25.65 | 5.849999999999998 | 31.16 | 255 | -79 | 74 | |||||||||
| 13 Apr | 546.50 | 20.3 | 0.8000000000000007 | 40.54 | 278 | 92 | 121 | |||||||||
| 10 Apr | 547.00 | 20.1 | 2.450000000000003 | 35.77 | 46 | 12 | 29 | |||||||||
| 9 Apr | 541.95 | 17.95 | 2.55 | 35.51 | 35 | 16 | 17 | |||||||||
| 8 Apr | 541.60 | 15.4 | -108 | 30.45 | 2 | 0 | 0 | |||||||||
| 7 Apr | 516.65 | 123.4 | 0 | 5.78 | 0 | 0 | 0 | |||||||||
| 6 Apr | 513.10 | 123.4 | 0 | 6.28 | 0 | 0 | 0 | |||||||||
| 2 Apr | 503.40 | 123.4 | 0 | 7.28 | 0 | 0 | 0 | |||||||||
| 1 Apr | 513.35 | 123.4 | 0 | 5.66 | 0 | 0 | 0 | |||||||||
| 30 Mar | 509.55 | 123.4 | 0 | 5.89 | 0 | 0 | 0 | |||||||||
| 27 Mar | 530.40 | 123.4 | 0 | 1.97 | 0 | 0 | 0 | |||||||||
| 25 Mar | 540.60 | 123.4 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 24 Mar | 537.50 | 123.4 | 0 | 0.28 | 0 | 0 | 0 | |||||||||
| 23 Mar | 531.25 | 123.4 | 0 | 1.77 | 0 | 0 | 0 | |||||||||
| 20 Mar | 552.10 | 123.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 562.90 | 123.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Mar | 588.70 | 123.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 592.45 | 123.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 583.90 | 123.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 592.95 | 123.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 598.50 | 123.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 601.65 | 123.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 601.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 545 expiring on 28APR2026
Delta for 545 CE is 0.04
Historical price for 545 CE is as follows
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 0.25, which was -2.15 lower than the previous day. The implied volatity was 30.83, the open interest changed by -27 which decreased total open position to 192
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 2.25, which was -3.5 lower than the previous day. The implied volatity was 23.43, the open interest changed by 38 which increased total open position to 217
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 5.2, which was -7.499999999999999 lower than the previous day. The implied volatity was 28.22, the open interest changed by 87 which increased total open position to 178
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 12.95, which was -7.050000000000001 lower than the previous day. The implied volatity was 28.36, the open interest changed by 37 which increased total open position to 94
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 20, which was -2.4499999999999993 lower than the previous day. The implied volatity was 33.24, the open interest changed by -14 which decreased total open position to 60
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 23.55, which was 1.1000000000000014 higher than the previous day. The implied volatity was 31.97, the open interest changed by 0 which decreased total open position to 76
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 22.45, which was -1.5500000000000007 lower than the previous day. The implied volatity was 31.31, the open interest changed by 3 which increased total open position to 76
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 25.65, which was 5.849999999999998 higher than the previous day. The implied volatity was 31.16, the open interest changed by -79 which decreased total open position to 74
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 20.3, which was 0.8000000000000007 higher than the previous day. The implied volatity was 40.54, the open interest changed by 92 which increased total open position to 121
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 20.1, which was 2.450000000000003 higher than the previous day. The implied volatity was 35.77, the open interest changed by 12 which increased total open position to 29
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 17.95, which was 2.55 higher than the previous day. The implied volatity was 35.51, the open interest changed by 16 which increased total open position to 17
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 15.4, which was -108 lower than the previous day. The implied volatity was 30.45, 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 123.4, which was 0 lower than the previous day. The implied volatity was 5.78, 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 123.4, which was 0 lower than the previous day. The implied volatity was 6.28, 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 123.4, which was 0 lower than the previous day. The implied volatity was 7.28, 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 123.4, 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 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 123.4, which was 0 lower than the previous day. The implied volatity was 5.89, 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 123.4, which was 0 lower than the previous day. The implied volatity was 1.97, 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 123.4, which was 0 lower than the previous day. The implied volatity was 0.14, 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 123.4, which was 0 lower than the previous day. The implied volatity was 0.28, 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 123.4, which was 0 lower than the previous day. The implied volatity was 1.77, 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 123.4, 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 123.4, 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 123.4, 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 123.4, 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 123.4, 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 123.4, 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 123.4, 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 123.4, 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 (3d) 545 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0
Theta: -0.46
Gamma: 0.00816
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 514.20 | 31.25 | 18.35 | 42.38 | 27 | 0 | 140 |
| 23 Apr | 535.30 | 13.3 | 2.1000000000000014 | 26.44 | 281 | -32 | 138 |
| 22 Apr | 540.05 | 11.85 | 5.3999999999999995 | 33.14 | 400 | -50 | 172 |
| 21 Apr | 550.10 | 5.55 | 0.5499999999999998 | 28.13 | 1,263 | 107 | 225 |
| 20 Apr | 557.90 | 5.25 | 0.5999999999999996 | 31.28 | 253 | -40 | 119 |
| 17 Apr | 562.00 | 4.7 | -1.5999999999999996 | 29.21 | 257 | 16 | 160 |
| 16 Apr | 557.95 | 7.15 | -0.34999999999999964 | 30.32 | 199 | 10 | 146 |
| 15 Apr | 561.25 | 6 | -10.350000000000001 | 32.18 | 947 | -43 | 136 |
| 13 Apr | 546.50 | 16.25 | 0.4499999999999993 | 41.52 | 299 | 115 | 142 |
| 10 Apr | 547.00 | 15 | -2.3500000000000014 | 37.14 | 68 | 15 | 26 |
| 9 Apr | 541.95 | 17.55 | -0.4 | 36.38 | 18 | -2 | 10 |
| 8 Apr | 541.60 | 17.85 | -30.4 | 35.25 | 34 | -3 | 11 |
| 7 Apr | 516.65 | 48.25 | 26.1 | - | 0 | 0 | 14 |
| 6 Apr | 513.10 | 48.25 | 26.1 | - | 0 | 0 | 14 |
| 2 Apr | 503.40 | 48.25 | 26.1 | 48.61 | 1 | 0 | 14 |
| 1 Apr | 513.35 | 22.15 | 16.7 | - | 0 | 0 | 14 |
| 30 Mar | 509.55 | 22.15 | 16.7 | - | 0 | 0 | 14 |
| 27 Mar | 530.40 | 22.15 | 16.7 | - | 0 | 0 | 14 |
| 25 Mar | 540.60 | 22.15 | 16.7 | - | 0 | 0 | 14 |
| 24 Mar | 537.50 | 22.15 | 16.7 | - | 0 | 0 | 14 |
| 23 Mar | 531.25 | 22.15 | 16.7 | 25.25 | 2 | 0 | 14 |
| 20 Mar | 552.10 | 5.45 | 4.7 | - | 0 | 0 | 14 |
| 19 Mar | 562.90 | 5.45 | 4.7 | - | 0 | 0 | 14 |
| 18 Mar | 588.70 | 5.45 | 4.7 | - | 0 | 0 | 14 |
| 17 Mar | 592.45 | 5.45 | 4.7 | 30.18 | 17 | 11 | 11 |
| 16 Mar | 583.90 | 0.75 | 0 | 6.86 | 0 | 0 | 0 |
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 592.95 | 0.75 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 598.50 | 0.75 | 0 | 7.85 | 0 | 0 | 0 |
| 10 Mar | 601.65 | 0.75 | 0 | 8.58 | 0 | 0 | 0 |
| 9 Mar | 601.55 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 545 expiring on 28APR2026
Delta for 545 PE is -0.89
Historical price for 545 PE is as follows
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 31.25, which was 18.35 higher than the previous day. The implied volatity was 42.38, the open interest changed by 0 which decreased total open position to 140
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 13.3, which was 2.1000000000000014 higher than the previous day. The implied volatity was 26.44, the open interest changed by -32 which decreased total open position to 138
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 11.85, which was 5.3999999999999995 higher than the previous day. The implied volatity was 33.14, the open interest changed by -50 which decreased total open position to 172
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 5.55, which was 0.5499999999999998 higher than the previous day. The implied volatity was 28.13, the open interest changed by 107 which increased total open position to 225
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 5.25, which was 0.5999999999999996 higher than the previous day. The implied volatity was 31.28, the open interest changed by -40 which decreased total open position to 119
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 4.7, which was -1.5999999999999996 lower than the previous day. The implied volatity was 29.21, the open interest changed by 16 which increased total open position to 160
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 7.15, which was -0.34999999999999964 lower than the previous day. The implied volatity was 30.32, the open interest changed by 10 which increased total open position to 146
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 6, which was -10.350000000000001 lower than the previous day. The implied volatity was 32.18, the open interest changed by -43 which decreased total open position to 136
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 16.25, which was 0.4499999999999993 higher than the previous day. The implied volatity was 41.52, the open interest changed by 115 which increased total open position to 142
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 15, which was -2.3500000000000014 lower than the previous day. The implied volatity was 37.14, the open interest changed by 15 which increased total open position to 26
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 17.55, which was -0.4 lower than the previous day. The implied volatity was 36.38, the open interest changed by -2 which decreased total open position to 10
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 17.85, which was -30.4 lower than the previous day. The implied volatity was 35.25, the open interest changed by -3 which decreased total open position to 11
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 48.25, which was 26.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 48.25, which was 26.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 48.25, which was 26.1 higher than the previous day. The implied volatity was 48.61, the open interest changed by 0 which decreased total open position to 14
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 22.15, which was 16.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 22.15, which was 16.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 22.15, which was 16.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 22.15, which was 16.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 22.15, which was 16.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 22.15, which was 16.7 higher than the previous day. The implied volatity was 25.25, the open interest changed by 0 which decreased total open position to 14
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 5.45, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 5.45, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 5.45, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 5.45, which was 4.7 higher than the previous day. The implied volatity was 30.18, the open interest changed by 11 which increased total open position to 11
On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 6.86, 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 0.75, 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 0.75, which was 0 lower than the previous day. The implied volatity was 7.85, 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 0.75, which was 0 lower than the previous day. The implied volatity was 8.58, 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
