[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
535.6 -6.10 (-1.13%)
L: 534 H: 547.5

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Historical option data for ICICIPRULI

15 May 2026 11:50 PM IST
ICICIPRULI 26-May-2026 (10d) 550 CE
Delta: 0.31
Vega: 0
Theta: -0.43
Gamma: 0.01364
Date Close Ltp Change IV Volume OI Chg OI
15 May 535.60 5.1 -2.9000000000000004 (-36.25%) 27.51 508 36 467
14 May 541.70 8.2 -0.8000000000000007 (-8.89%) 27.3 676 141 432
13 May 542.50 8.95 -1.0500000000000007 (-10.50%) 29.07 409 99 290
12 May 541.50 11.35 -10.65 (-48.41%) 29.26 241 -1 188
11 May 565.60 22.15 -1.8500000000000014 (-7.71%) 0 137 -4 195
8 May 567.25 23 1.3500000000000014 (6.24%) 26.36 293 -40 200
7 May 562.90 21 5.699999999999999 (37.25%) 22.08 618 -123 240
6 May 550.10 15.6 6.299999999999999 (67.74%) 28.52 1,014 -56 374
5 May 537.35 9.4 -1.75 (-15.70%) 26.51 575 12 433
4 May 535.55 11.45 5.949999999999999 (108.18%) 30.69 795 -51 418
30 Apr 513.85 5.55 -2.6499999999999995 (-32.32%) 30.79 456 18 487
29 Apr 524.35 8.1 -0.09999999999999964 (-1.22%) 29.74 501 -1 468
28 Apr 520.55 8.25 -0.5500000000000007 (-6.25%) 31.01 479 31 469
27 Apr 519.60 8.6 0.4499999999999993 (5.52%) 30.58 377 126 417
24 Apr 514.20 7.95 -5.8999999999999995 (-42.60%) 33.21 231 68 287
23 Apr 535.30 13.7 -2 (-12.74%) 30.01 134 50 216
22 Apr 540.05 15.4 -6.4 (-29.36%) 28.22 127 11 166
21 Apr 550.10 22.3 -5.800000000000001 (-20.64%) 29.16 310 69 160
20 Apr 557.90 27.8 -2.4499999999999993 (-8.10%) 31.89 33 11 90
17 Apr 562.00 28.35 -0.04999999999999716 (-0.18%) 27.74 45 30 79
16 Apr 557.95 28.25 -3.75 (-11.72%) 30.55 43 33 48
15 Apr 561.25 32 7.25 (29.29%) 29.72 19 5 17
13 Apr 546.50 25 1.8000000000000007 (7.76%) 32.55 13 6 7
10 Apr 547.00 23.2 2.5500000000000007 (12.35%) - 0 0 1
9 Apr 541.95 23.2 -99.35 (-81.07%) 29.84 1 0 0
8 Apr 541.60 122.55 0 (0.00%) 0.16 0 0 0
7 Apr 516.65 122.55 0 (0.00%) 3.99 0 0 0
6 Apr 513.10 122.55 0 (0.00%) 4.45 0 0 0
2 Apr 503.40 122.55 0 (0.00%) 6.02 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
11 Mar 598.50 0 0 (0.00%) - 0 0 0
10 Mar 601.65 - - - 0 0 0
9 Mar 601.55 0 0 (0.00%) - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 550 expiring on 26MAY2026

Delta for 550 CE is 0.31

Historical price for 550 CE is as follows

On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 5.1, which was -2.9000000000000004 lower than the previous day. The implied volatity was 27.51, the open interest changed by 36 which increased total open position to 467


On 14 May ICICIPRULI was trading at 541.70. The strike last trading price was 8.2, which was -0.8000000000000007 lower than the previous day. The implied volatity was 27.3, the open interest changed by 141 which increased total open position to 432


On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 8.95, which was -1.0500000000000007 lower than the previous day. The implied volatity was 29.07, the open interest changed by 99 which increased total open position to 290


On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 11.35, which was -10.65 lower than the previous day. The implied volatity was 29.26, the open interest changed by -1 which decreased total open position to 188


On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 22.15, which was -1.8500000000000014 lower than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 195


On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 23, which was 1.3500000000000014 higher than the previous day. The implied volatity was 26.36, the open interest changed by -40 which decreased total open position to 200


On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 21, which was 5.699999999999999 higher than the previous day. The implied volatity was 22.08, the open interest changed by -123 which decreased total open position to 240


On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 15.6, which was 6.299999999999999 higher than the previous day. The implied volatity was 28.52, the open interest changed by -56 which decreased total open position to 374


On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 9.4, which was -1.75 lower than the previous day. The implied volatity was 26.51, the open interest changed by 12 which increased total open position to 433


On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 11.45, which was 5.949999999999999 higher than the previous day. The implied volatity was 30.69, the open interest changed by -51 which decreased total open position to 418


On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 5.55, which was -2.6499999999999995 lower than the previous day. The implied volatity was 30.79, the open interest changed by 18 which increased total open position to 487


On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 8.1, which was -0.09999999999999964 lower than the previous day. The implied volatity was 29.74, the open interest changed by -1 which decreased total open position to 468


On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 8.25, which was -0.5500000000000007 lower than the previous day. The implied volatity was 31.01, the open interest changed by 31 which increased total open position to 469


On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 8.6, which was 0.4499999999999993 higher than the previous day. The implied volatity was 30.58, the open interest changed by 126 which increased total open position to 417


On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 7.95, which was -5.8999999999999995 lower than the previous day. The implied volatity was 33.21, the open interest changed by 68 which increased total open position to 287


On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 13.7, which was -2 lower than the previous day. The implied volatity was 30.01, the open interest changed by 50 which increased total open position to 216


On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 15.4, which was -6.4 lower than the previous day. The implied volatity was 28.22, the open interest changed by 11 which increased total open position to 166


On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 22.3, which was -5.800000000000001 lower than the previous day. The implied volatity was 29.16, the open interest changed by 69 which increased total open position to 160


On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 27.8, which was -2.4499999999999993 lower than the previous day. The implied volatity was 31.89, the open interest changed by 11 which increased total open position to 90


On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 28.35, which was -0.04999999999999716 lower than the previous day. The implied volatity was 27.74, the open interest changed by 30 which increased total open position to 79


On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 28.25, which was -3.75 lower than the previous day. The implied volatity was 30.55, the open interest changed by 33 which increased total open position to 48


On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 32, which was 7.25 higher than the previous day. The implied volatity was 29.72, the open interest changed by 5 which increased total open position to 17


On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 25, which was 1.8000000000000007 higher than the previous day. The implied volatity was 32.55, the open interest changed by 6 which increased total open position to 7


On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 23.2, which was 2.5500000000000007 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 23.2, which was -99.35 lower than the previous day. The implied volatity was 29.84, 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 122.55, which was 0 lower than the previous day. The implied volatity was 0.16, 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 122.55, which was 0 lower than the previous day. The implied volatity was 3.99, 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 122.55, which was 0 lower than the previous day. The implied volatity was 4.45, 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 122.55, which was 0 lower than the previous day. The implied volatity was 6.02, 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


On 11 Mar ICICIPRULI was trading at 598.50. 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 Mar ICICIPRULI was trading at 601.65. 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 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 26-May-2026 (10d) 550 PE
Delta: -0.68
Vega: 0
Theta: -0.38
Gamma: 0.01302
Date Close Ltp Change IV Volume OI Chg OI
15 May 535.60 19.15 5.199999999999999 (37.28%) 29.26 106 -45 148
14 May 541.70 13.35 -0.8000000000000007 (-5.65%) 25.18 110 13 194
13 May 542.50 13.65 -0.6999999999999993 (-4.88%) 23.61 106 6 181
12 May 541.50 13.25 7.4 (126.50%) 0 254 -18 178
11 May 565.60 5.75 0 (0.00%) 0 88 -12 196
8 May 567.25 6.05 -0.7000000000000002 (-10.37%) 25.37 269 -2 208
7 May 562.90 7.05 -5.45 (-43.60%) 25.63 628 62 211
6 May 550.10 12.5 -7.850000000000001 (-38.57%) 26.67 323 -55 151
5 May 537.35 20.35 -2.1499999999999986 (-9.56%) 28.01 135 48 205
4 May 535.55 22.95 -15.000000000000004 (-39.53%) 30.79 98 33 157
30 Apr 513.85 37.95 9.400000000000002 (32.92%) 29.95 16 4 128
29 Apr 524.35 28.55 -6.2499999999999964 (-17.96%) 30 40 -12 125
28 Apr 520.55 34.6 -0.44999999999999574 (-1.28%) 30.26 28 10 137
27 Apr 519.60 35.05 -5.25 (-13.03%) 29.91 62 14 128
24 Apr 514.20 40.55 15.649999999999999 (62.85%) 30.79 30 14 114
23 Apr 535.30 24.9 2.75 (12.42%) 29.16 47 -13 99
22 Apr 540.05 22.15 4.949999999999999 (28.78%) 28.12 53 17 112
21 Apr 550.10 16.2 1.3999999999999986 (9.46%) 26.55 64 19 95
20 Apr 557.90 14.7 1 (7.30%) 28.1 49 18 75
17 Apr 562.00 14.45 -0.10000000000000142 (-0.69%) 28.74 61 -6 56
16 Apr 557.95 15 -0.09999999999999964 (-0.66%) 27.67 18 -2 61
15 Apr 561.25 14.25 -9.3 (-39.49%) 29.09 132 36 64
13 Apr 546.50 23.5 0.5 (2.17%) 32.54 31 25 28
10 Apr 547.00 23 23 (995.24%) - 0 0 3
9 Apr 541.95 23 20.9 (995.24%) 29.63 4 1 1
8 Apr 541.60 2.1 0 (0.00%) 0.38 0 0 0
7 Apr 516.65 2.1 0 (0.00%) - 0 0 0
6 Apr 513.10 2.1 0 (0.00%) - 0 0 0
2 Apr 503.40 2.1 0 (0.00%) - 0 0 0
1 Apr 513.35 - - - 0 0 0
30 Mar 509.55 2.1 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%) 4.61 0 0 0
12 Mar 592.95 0 0 (0.00%) 5.78 0 0 0
11 Mar 598.50 0 0 (0.00%) 6.59 0 0 0
10 Mar 601.65 - - - 0 0 0
9 Mar 601.55 0 0 (0.00%) 6.48 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 550 expiring on 26MAY2026

Delta for 550 PE is -0.68

Historical price for 550 PE is as follows

On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 19.15, which was 5.199999999999999 higher than the previous day. The implied volatity was 29.26, the open interest changed by -45 which decreased total open position to 148


On 14 May ICICIPRULI was trading at 541.70. The strike last trading price was 13.35, which was -0.8000000000000007 lower than the previous day. The implied volatity was 25.18, the open interest changed by 13 which increased total open position to 194


On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 13.65, which was -0.6999999999999993 lower than the previous day. The implied volatity was 23.61, the open interest changed by 6 which increased total open position to 181


On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 13.25, which was 7.4 higher than the previous day. The implied volatity was 0, the open interest changed by -18 which decreased total open position to 178


On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 5.75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by -12 which decreased total open position to 196


On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 6.05, which was -0.7000000000000002 lower than the previous day. The implied volatity was 25.37, the open interest changed by -2 which decreased total open position to 208


On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 7.05, which was -5.45 lower than the previous day. The implied volatity was 25.63, the open interest changed by 62 which increased total open position to 211


On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 12.5, which was -7.850000000000001 lower than the previous day. The implied volatity was 26.67, the open interest changed by -55 which decreased total open position to 151


On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 20.35, which was -2.1499999999999986 lower than the previous day. The implied volatity was 28.01, the open interest changed by 48 which increased total open position to 205


On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 22.95, which was -15.000000000000004 lower than the previous day. The implied volatity was 30.79, the open interest changed by 33 which increased total open position to 157


On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 37.95, which was 9.400000000000002 higher than the previous day. The implied volatity was 29.95, the open interest changed by 4 which increased total open position to 128


On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 28.55, which was -6.2499999999999964 lower than the previous day. The implied volatity was 30, the open interest changed by -12 which decreased total open position to 125


On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 34.6, which was -0.44999999999999574 lower than the previous day. The implied volatity was 30.26, the open interest changed by 10 which increased total open position to 137


On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 35.05, which was -5.25 lower than the previous day. The implied volatity was 29.91, the open interest changed by 14 which increased total open position to 128


On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 40.55, which was 15.649999999999999 higher than the previous day. The implied volatity was 30.79, the open interest changed by 14 which increased total open position to 114


On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 24.9, which was 2.75 higher than the previous day. The implied volatity was 29.16, the open interest changed by -13 which decreased total open position to 99


On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 22.15, which was 4.949999999999999 higher than the previous day. The implied volatity was 28.12, the open interest changed by 17 which increased total open position to 112


On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 16.2, which was 1.3999999999999986 higher than the previous day. The implied volatity was 26.55, the open interest changed by 19 which increased total open position to 95


On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 14.7, which was 1 higher than the previous day. The implied volatity was 28.1, the open interest changed by 18 which increased total open position to 75


On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 14.45, which was -0.10000000000000142 lower than the previous day. The implied volatity was 28.74, the open interest changed by -6 which decreased total open position to 56


On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 15, which was -0.09999999999999964 lower than the previous day. The implied volatity was 27.67, the open interest changed by -2 which decreased total open position to 61


On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 14.25, which was -9.3 lower than the previous day. The implied volatity was 29.09, the open interest changed by 36 which increased total open position to 64


On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 23.5, which was 0.5 higher than the previous day. The implied volatity was 32.54, the open interest changed by 25 which increased total open position to 28


On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 23, which was 23 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 23, which was 20.9 higher than the previous day. The implied volatity was 29.63, the open interest changed by 1 which increased total open position to 1


On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 0.38, 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 2.1, 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 2.1, 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 2.1, 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 2.1, 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 4.61, 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 5.78, 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, which was 0 lower than the previous day. The implied volatity was 6.59, 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 -, 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 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 6.48, the open interest changed by 0 which decreased total open position to 0