[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
623.6 +7.35 (1.19%)
L: 614.9 H: 631.25

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Historical option data for ICICIPRULI

09 Dec 2025 04:10 PM IST
ICICIPRULI 30-DEC-2025 550 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 88 15.45 - 0 -1 0
8 Dec 616.25 88 15.45 74.47 1 0 4
5 Dec 626.05 72.55 5.55 - 0 0 0
4 Dec 615.35 72.55 5.55 - 0 0 0
1 Dec 621.55 72.55 5.55 - 0 3 0
28 Nov 619.75 72.55 5.55 - 7 3 4
27 Nov 625.25 67 1.05 - 0 0 0
26 Nov 621.90 67 1.05 - 0 0 0
25 Nov 612.25 67 1.05 - 0 1 0
24 Nov 607.35 67 1.05 34.56 1 0 0
21 Nov 610.90 65.95 0 - 0 0 0
20 Nov 618.40 65.95 0 - 0 0 0
19 Nov 613.95 65.95 0 - 0 0 0
18 Nov 626.80 65.95 0 - 0 0 0
11 Nov 624.70 65.95 0 - 0 0 0
10 Nov 614.80 65.95 0 - 0 0 0
6 Nov 603.75 65.95 0 - 0 0 0
21 Oct 595.30 0 0 - 0 0 0
20 Oct 596.75 0 0 - 0 0 0
17 Oct 595.75 0 0 - 0 0 0
14 Oct 598.05 0 0 - 0 0 0
13 Oct 593.60 0 0 - 0 0 0
9 Oct 593.40 0 0 - 0 0 0
8 Oct 592.90 0 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 550 expiring on 30DEC2025

Delta for 550 CE is -

Historical price for 550 CE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 88, which was 15.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 88, which was 15.45 higher than the previous day. The implied volatity was 74.47, the open interest changed by 0 which decreased total open position to 4


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 72.55, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 72.55, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 72.55, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 72.55, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 67, which was 1.05 higher 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 67, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 67, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 67, which was 1.05 higher than the previous day. The implied volatity was 34.56, the open interest changed by 0 which decreased total open position to 0


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 65.95, 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 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 65.95, 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 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 65.95, 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 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 65.95, 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 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 65.95, 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 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 65.95, 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 Nov ICICIPRULI was trading at 603.75. The strike last trading price was 65.95, 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 21 Oct ICICIPRULI was trading at 595.30. 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 20 Oct ICICIPRULI was trading at 596.75. 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 17 Oct ICICIPRULI was trading at 595.75. 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 14 Oct ICICIPRULI was trading at 598.05. 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 13 Oct ICICIPRULI was trading at 593.60. 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 9 Oct ICICIPRULI was trading at 593.40. 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 8 Oct ICICIPRULI was trading at 592.90. 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


ICICIPRULI 30DEC2025 550 PE
Delta: -0.02
Vega: 0.08
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 0.35 -0.1 27.60 24 -5 65
8 Dec 616.25 0.45 0.2 26.94 52 -22 69
5 Dec 626.05 0.25 -0.55 25.01 48 6 90
4 Dec 615.35 0.8 0.3 27.15 1 0 84
1 Dec 621.55 0.5 -0.15 25.07 5 2 87
28 Nov 619.75 0.65 0.15 24.78 17 9 85
27 Nov 625.25 0.5 -0.25 24.64 50 7 70
26 Nov 621.90 0.7 -0.25 24.89 10 2 63
25 Nov 612.25 0.95 -0.25 24.10 39 -1 61
24 Nov 607.35 1.2 -0.15 22.38 16 2 61
21 Nov 610.90 1.35 0.15 23.56 14 2 60
20 Nov 618.40 1.2 -0.25 25.04 23 9 57
19 Nov 613.95 1.45 0.25 24.70 63 39 47
18 Nov 626.80 1.2 -0.8 25.77 3 1 6
11 Nov 624.70 2 -0.45 26.78 1 0 5
10 Nov 614.80 2.45 -1 25.10 3 1 4
6 Nov 603.75 3.45 0.05 24.61 1 0 2
21 Oct 595.30 12.45 0 - 0 0 0
20 Oct 596.75 12.45 0 - 0 0 0
17 Oct 595.75 12.45 0 - 0 0 0
14 Oct 598.05 12.45 0 - 0 0 0
13 Oct 593.60 12.45 0 5.98 0 0 0
9 Oct 593.40 12.45 0 5.68 0 0 0
8 Oct 592.90 12.45 0 5.61 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 550 expiring on 30DEC2025

Delta for 550 PE is -0.02

Historical price for 550 PE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 27.60, the open interest changed by -5 which decreased total open position to 65


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 0.45, which was 0.2 higher than the previous day. The implied volatity was 26.94, the open interest changed by -22 which decreased total open position to 69


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 0.25, which was -0.55 lower than the previous day. The implied volatity was 25.01, the open interest changed by 6 which increased total open position to 90


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 0.8, which was 0.3 higher than the previous day. The implied volatity was 27.15, the open interest changed by 0 which decreased total open position to 84


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 25.07, the open interest changed by 2 which increased total open position to 87


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 24.78, the open interest changed by 9 which increased total open position to 85


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 24.64, the open interest changed by 7 which increased total open position to 70


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 24.89, the open interest changed by 2 which increased total open position to 63


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 24.10, the open interest changed by -1 which decreased total open position to 61


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 22.38, the open interest changed by 2 which increased total open position to 61


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 23.56, the open interest changed by 2 which increased total open position to 60


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 25.04, the open interest changed by 9 which increased total open position to 57


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 1.45, which was 0.25 higher than the previous day. The implied volatity was 24.70, the open interest changed by 39 which increased total open position to 47


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 1.2, which was -0.8 lower than the previous day. The implied volatity was 25.77, the open interest changed by 1 which increased total open position to 6


On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 26.78, the open interest changed by 0 which decreased total open position to 5


On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 2.45, which was -1 lower than the previous day. The implied volatity was 25.10, the open interest changed by 1 which increased total open position to 4


On 6 Nov ICICIPRULI was trading at 603.75. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 24.61, the open interest changed by 0 which decreased total open position to 2


On 21 Oct ICICIPRULI was trading at 595.30. The strike last trading price was 12.45, 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 20 Oct ICICIPRULI was trading at 596.75. The strike last trading price was 12.45, 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 17 Oct ICICIPRULI was trading at 595.75. The strike last trading price was 12.45, 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 14 Oct ICICIPRULI was trading at 598.05. The strike last trading price was 12.45, 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 13 Oct ICICIPRULI was trading at 593.60. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0


On 9 Oct ICICIPRULI was trading at 593.40. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0


On 8 Oct ICICIPRULI was trading at 592.90. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0