ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
22 Apr 2026 09:42 AM IST
| ICICIPRULI 28-Apr-2026 (6d) 550 CE | ||||||||||||||||
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Delta: 0.45
Vega: 0
Theta: -0.69
Gamma: 0.01823
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Apr | 546.05 | 7.25 | -2.5500000000000007 | 29.63 | 231 | 9 | 460 | |||||||||
| 21 Apr | 550.10 | 10.3 | -5.35 | 28.79 | 2,229 | 79 | 450 | |||||||||
| 20 Apr | 557.90 | 15.45 | -3.650000000000002 | 31.78 | 502 | 17 | 399 | |||||||||
| 17 Apr | 562.00 | 18.25 | 0.5500000000000007 | 28.85 | 892 | -15 | 396 | |||||||||
| 16 Apr | 557.95 | 17.4 | -3.8000000000000007 | 33.88 | 380 | -54 | 435 | |||||||||
| 15 Apr | 561.25 | 22.8 | 5.75 | 33.8 | 1,837 | -121 | 511 | |||||||||
| 13 Apr | 546.50 | 17.8 | 0.9000000000000021 | 40.52 | 1,769 | 286 | 547 | |||||||||
| 10 Apr | 547.00 | 18.65 | 3.3999999999999986 | 38.23 | 460 | 18 | 262 | |||||||||
| 9 Apr | 541.95 | 15.45 | 1.55 | 35.17 | 510 | 8 | 247 | |||||||||
| 8 Apr | 541.60 | 14.65 | 7.8 | 33.5 | 380 | -67 | 240 | |||||||||
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| 7 Apr | 516.65 | 6.7 | 0.05 | 34.95 | 133 | 11 | 309 | |||||||||
| 6 Apr | 513.10 | 6.65 | 1 | 35.87 | 331 | 1 | 298 | |||||||||
| 2 Apr | 503.40 | 5.4 | -2.25 | 34.22 | 346 | -37 | 296 | |||||||||
| 1 Apr | 513.35 | 7.5 | -1.15 | 34.99 | 447 | 150 | 333 | |||||||||
| 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 | |||||||||
| 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 0.45
Historical price for 550 CE is as follows
On 22 Apr ICICIPRULI was trading at 546.05. The strike last trading price was 7.25, which was -2.5500000000000007 lower than the previous day. The implied volatity was 29.63, the open interest changed by 9 which increased total open position to 460
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 10.3, which was -5.35 lower than the previous day. The implied volatity was 28.79, the open interest changed by 79 which increased total open position to 450
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 15.45, which was -3.650000000000002 lower than the previous day. The implied volatity was 31.78, the open interest changed by 17 which increased total open position to 399
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 18.25, which was 0.5500000000000007 higher than the previous day. The implied volatity was 28.85, the open interest changed by -15 which decreased total open position to 396
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 17.4, which was -3.8000000000000007 lower than the previous day. The implied volatity was 33.88, the open interest changed by -54 which decreased total open position to 435
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 22.8, which was 5.75 higher than the previous day. The implied volatity was 33.8, the open interest changed by -121 which decreased total open position to 511
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 17.8, which was 0.9000000000000021 higher than the previous day. The implied volatity was 40.52, the open interest changed by 286 which increased total open position to 547
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 18.65, which was 3.3999999999999986 higher than the previous day. The implied volatity was 38.23, the open interest changed by 18 which increased total open position to 262
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 15.45, which was 1.55 higher than the previous day. The implied volatity was 35.17, the open interest changed by 8 which increased total open position to 247
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 14.65, which was 7.8 higher than the previous day. The implied volatity was 33.5, the open interest changed by -67 which decreased total open position to 240
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 6.7, which was 0.05 higher than the previous day. The implied volatity was 34.95, the open interest changed by 11 which increased total open position to 309
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 6.65, which was 1 higher than the previous day. The implied volatity was 35.87, the open interest changed by 1 which increased total open position to 298
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 5.4, which was -2.25 lower than the previous day. The implied volatity was 34.22, the open interest changed by -37 which decreased total open position to 296
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 7.5, which was -1.15 lower than the previous day. The implied volatity was 34.99, the open interest changed by 150 which increased total open position to 333
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 (6d) 550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0
Theta: -0.59
Gamma: 0.01856
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Apr | 546.05 | 10.15 | 1.450000000000001 | 29.1 | 184 | 7 | 782 |
| 21 Apr | 550.10 | 7.45 | 0.8500000000000005 | 27.84 | 1,344 | -21 | 771 |
| 20 Apr | 557.90 | 6.75 | 0.9500000000000002 | 29.57 | 891 | -207 | 809 |
| 17 Apr | 562.00 | 5.95 | -2.6499999999999995 | 28.02 | 2,085 | 529 | 1,016 |
| 16 Apr | 557.95 | 8.8 | -0.09999999999999964 | 29.39 | 657 | 50 | 488 |
| 15 Apr | 561.25 | 7.25 | -11.55 | 31.36 | 2,739 | 33 | 435 |
| 13 Apr | 546.50 | 18.75 | 0.8000000000000007 | 41.01 | 702 | 207 | 356 |
| 10 Apr | 547.00 | 16.95 | -3.1000000000000014 | 33.34 | 176 | 29 | 143 |
| 9 Apr | 541.95 | 20.1 | -0.9 | 36.19 | 141 | 31 | 113 |
| 8 Apr | 541.60 | 21 | -21 | 36.19 | 55 | 7 | 81 |
| 7 Apr | 516.65 | 42 | -5.95 | - | 0 | 0 | 74 |
| 6 Apr | 513.10 | 42 | -5.95 | 42.06 | 6 | 2 | 74 |
| 2 Apr | 503.40 | 47.95 | 1.7 | 39.91 | 10 | 2 | 72 |
| 1 Apr | 513.35 | 45.2 | 15.45 | - | 0 | 0 | 70 |
| 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 -0.55
Historical price for 550 PE is as follows
On 22 Apr ICICIPRULI was trading at 546.05. The strike last trading price was 10.15, which was 1.450000000000001 higher than the previous day. The implied volatity was 29.1, the open interest changed by 7 which increased total open position to 782
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 7.45, which was 0.8500000000000005 higher than the previous day. The implied volatity was 27.84, the open interest changed by -21 which decreased total open position to 771
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 6.75, which was 0.9500000000000002 higher than the previous day. The implied volatity was 29.57, the open interest changed by -207 which decreased total open position to 809
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 5.95, which was -2.6499999999999995 lower than the previous day. The implied volatity was 28.02, the open interest changed by 529 which increased total open position to 1016
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 8.8, which was -0.09999999999999964 lower than the previous day. The implied volatity was 29.39, the open interest changed by 50 which increased total open position to 488
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 7.25, which was -11.55 lower than the previous day. The implied volatity was 31.36, the open interest changed by 33 which increased total open position to 435
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 18.75, which was 0.8000000000000007 higher than the previous day. The implied volatity was 41.01, the open interest changed by 207 which increased total open position to 356
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 16.95, which was -3.1000000000000014 lower than the previous day. The implied volatity was 33.34, the open interest changed by 29 which increased total open position to 143
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 20.1, which was -0.9 lower than the previous day. The implied volatity was 36.19, the open interest changed by 31 which increased total open position to 113
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 21, which was -21 lower than the previous day. The implied volatity was 36.19, the open interest changed by 7 which increased total open position to 81
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 42, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 42, which was -5.95 lower than the previous day. The implied volatity was 42.06, the open interest changed by 2 which increased total open position to 74
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 47.95, which was 1.7 higher than the previous day. The implied volatity was 39.91, the open interest changed by 2 which increased total open position to 72
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 45.2, which was 15.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70
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
