ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
09 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 550 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.02
Vega: 0.08
Theta: -0.05
Gamma: 0.00
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| 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































































































































































































































