ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
30 Mar 2026 04:10 PM IST
| ICICIPRULI 28-Apr-2026 (28d) 550 CE | ||||||||||||||||
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Delta: 0.29
Vega: 0.49
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 509.55 | 9.5 | -5.7 | 38.3 | 140 | 44 | 183 | |||||||||
| 27 Mar | 530.40 | 15.2 | -2.9 | 34.51 | 89 | 14 | 138 | |||||||||
| 25 Mar | 540.60 | 18 | 1.25 | 30.83 | 374 | 109 | 127 | |||||||||
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| 24 Mar | 537.50 | 17 | 2 | 29.79 | 31 | 12 | 17 | |||||||||
| 23 Mar | 531.25 | 15 | -90.85 | 31.95 | 10 | 5 | 5 | |||||||||
| 20 Mar | 552.10 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 562.90 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 588.70 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 592.45 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 583.90 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 592.95 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 598.50 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 601.65 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 601.55 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 614.05 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 627.45 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 625.75 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 653.55 | 105.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 550 expiring on 28APR2026
Delta for 550 CE is 0.29
Historical price for 550 CE is as follows
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 9.5, which was -5.7 lower than the previous day. The implied volatity was 38.3, the open interest changed by 44 which increased total open position to 183
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 15.2, which was -2.9 lower than the previous day. The implied volatity was 34.51, the open interest changed by 14 which increased total open position to 138
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 18, which was 1.25 higher than the previous day. The implied volatity was 30.83, the open interest changed by 109 which increased total open position to 127
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 17, which was 2 higher than the previous day. The implied volatity was 29.79, the open interest changed by 12 which increased total open position to 17
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 15, which was -90.85 lower than the previous day. The implied volatity was 31.95, the open interest changed by 5 which increased total open position to 5
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 105.85, 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 105.85, 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 105.85, 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 105.85, 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 105.85, 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 105.85, 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 105.85, 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 105.85, 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 105.85, 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 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 105.85, 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 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 105.85, 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 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 105.85, 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 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 105.85, 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 (28d) 550 PE | |||||||
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Delta: -0.7
Vega: 0.5
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 509.55 | 45.2 | 15.45 | 40.51 | 10 | 1 | 69 |
| 27 Mar | 530.40 | 29.75 | 5.5 | 33.69 | 18 | 6 | 69 |
| 25 Mar | 540.60 | 24.35 | -6.65 | 33.04 | 70 | 47 | 62 |
| 24 Mar | 537.50 | 31 | 13.25 | - | 0 | 0 | 15 |
| 23 Mar | 531.25 | 31 | 13.25 | 34.18 | 3 | 0 | 14 |
| 20 Mar | 552.10 | 19 | 14 | 30.57 | 14 | -1 | 13 |
| 19 Mar | 562.90 | 5 | 0.9 | - | 1 | 0 | 14 |
| 18 Mar | 588.70 | 5 | 0.9 | 25.84 | 1 | 0 | 13 |
| 17 Mar | 592.45 | 4.1 | 1.65 | - | 0 | 0 | 13 |
| 16 Mar | 583.90 | 4.1 | 1.65 | - | 0 | 0 | 0 |
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 592.95 | 4.1 | 1.65 | - | 0 | 0 | 13 |
| 11 Mar | 598.50 | 4.1 | 1.65 | - | 0 | 0 | 13 |
| 10 Mar | 601.65 | 4.1 | 1.65 | - | 0 | 0 | 13 |
| 9 Mar | 601.55 | 4.1 | 1.65 | - | 0 | 0 | 13 |
| 6 Mar | 614.05 | 4.1 | 1.65 | - | 0 | 0 | 13 |
| 5 Mar | 627.45 | 4.1 | 1.65 | - | 9 | 9 | 7 |
| 4 Mar | 625.75 | 4.1 | 1.65 | 31.08 | 9 | 3 | 7 |
| 2 Mar | 653.55 | 2.45 | -1.15 | 32.74 | 4 | 2 | 2 |
For Icici Pru Life Ins Co Ltd - strike price 550 expiring on 28APR2026
Delta for 550 PE is -0.7
Historical price for 550 PE is as follows
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 45.2, which was 15.45 higher than the previous day. The implied volatity was 40.51, the open interest changed by 1 which increased total open position to 69
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 29.75, which was 5.5 higher than the previous day. The implied volatity was 33.69, the open interest changed by 6 which increased total open position to 69
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 24.35, which was -6.65 lower than the previous day. The implied volatity was 33.04, the open interest changed by 47 which increased total open position to 62
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 31, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 31, which was 13.25 higher than the previous day. The implied volatity was 34.18, 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 19, which was 14 higher than the previous day. The implied volatity was 30.57, the open interest changed by -1 which decreased total open position to 13
On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 5, which was 0.9 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, which was 0.9 higher than the previous day. The implied volatity was 25.84, the open interest changed by 0 which decreased total open position to 13
On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 4.1, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 4.1, which was 1.65 higher 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 4.1, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 4.1, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 4.1, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 4.1, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 4.1, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 4.1, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 7
On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 4.1, which was 1.65 higher than the previous day. The implied volatity was 31.08, the open interest changed by 3 which increased total open position to 7
On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 2.45, which was -1.15 lower than the previous day. The implied volatity was 32.74, the open interest changed by 2 which increased total open position to 2
