ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
15 Apr 2026 04:11 PM IST
| ICICIPRULI 28-Apr-2026 (12d) 555 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0
Theta: -0.54
Gamma: 0.01078
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 561.25 | 19.3 | 4.350000000000001 | 32.8 | 441 | 0 | 74 | |||||||||
| 13 Apr | 546.50 | 15.3 | 0.8500000000000014 | 40.01 | 126 | 51 | 66 | |||||||||
| 10 Apr | 547.00 | 15.6 | 2.4499999999999993 | 38.74 | 24 | 5 | 13 | |||||||||
| 9 Apr | 541.95 | 13.25 | -100.65 | 34.98 | 13 | 7 | 7 | |||||||||
| 8 Apr | 541.60 | 113.9 | 0 | 2.39 | 0 | 0 | 0 | |||||||||
| 7 Apr | 516.65 | 113.9 | 0 | 7.78 | 0 | 0 | 0 | |||||||||
| 6 Apr | 513.10 | 113.9 | 0 | 8.2 | 0 | 0 | 0 | |||||||||
| 2 Apr | 503.40 | 113.9 | 0 | 8.99 | 0 | 0 | 0 | |||||||||
| 1 Apr | 513.35 | 113.9 | 0 | 7.44 | 0 | 0 | 0 | |||||||||
| 30 Mar | 509.55 | 113.9 | 0 | 7.6 | 0 | 0 | 0 | |||||||||
| 27 Mar | 530.40 | 113.9 | 0 | 3.78 | 0 | 0 | 0 | |||||||||
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| 25 Mar | 540.60 | 113.9 | 0 | 1.83 | 0 | 0 | 0 | |||||||||
| 24 Mar | 537.50 | 113.9 | 0 | 2.03 | 0 | 0 | 0 | |||||||||
| 23 Mar | 531.25 | 113.9 | 0 | 3.49 | 0 | 0 | 0 | |||||||||
| 20 Mar | 552.10 | 113.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 562.90 | 113.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 588.70 | 113.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 592.45 | 113.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 583.90 | 113.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 592.95 | 113.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 598.50 | 113.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 601.65 | 113.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 601.55 | 113.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 614.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 627.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 625.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 555 expiring on 28APR2026
Delta for 555 CE is 0.62
Historical price for 555 CE is as follows
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 19.3, which was 4.350000000000001 higher than the previous day. The implied volatity was 32.8, the open interest changed by 0 which decreased total open position to 74
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 15.3, which was 0.8500000000000014 higher than the previous day. The implied volatity was 40.01, the open interest changed by 51 which increased total open position to 66
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 15.6, which was 2.4499999999999993 higher than the previous day. The implied volatity was 38.74, the open interest changed by 5 which increased total open position to 13
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 13.25, which was -100.65 lower than the previous day. The implied volatity was 34.98, the open interest changed by 7 which increased total open position to 7
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 113.9, which was 0 lower than the previous day. The implied volatity was 2.39, 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 113.9, which was 0 lower than the previous day. The implied volatity was 7.78, 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 113.9, which was 0 lower than the previous day. The implied volatity was 8.2, 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 113.9, which was 0 lower than the previous day. The implied volatity was 8.99, 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 113.9, which was 0 lower than the previous day. The implied volatity was 7.44, 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 113.9, which was 0 lower than the previous day. The implied volatity was 7.6, the open interest changed by 0 which decreased total open position to 0
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 113.9, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 113.9, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 113.9, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 113.9, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 113.9, 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 113.9, 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 113.9, 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 113.9, 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 113.9, 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 113.9, 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 113.9, 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 113.9, 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 113.9, 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 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 5 Mar ICICIPRULI was trading at 627.45. 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 4 Mar ICICIPRULI was trading at 625.75. 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
| ICICIPRULI 28-Apr-2026 (12d) 555 PE | |||||||
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Delta: -0.38
Vega: 0
Theta: -0.43
Gamma: 0.01123
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 561.25 | 9.1 | 7.949999999999999 | 31.37 | 739 | 311 | 311 |
| 13 Apr | 546.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 547.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 541.95 | 1.15 | 0 | 0.02 | 0 | 0 | 0 |
| 8 Apr | 541.60 | 1.15 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 516.65 | 1.15 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 513.10 | 1.15 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 503.40 | 1.15 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 513.35 | 1.15 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 509.55 | 1.15 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 530.40 | 1.15 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 540.60 | 1.15 | 0 | 0.02 | 0 | 0 | 0 |
| 24 Mar | 537.50 | 1.15 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 531.25 | 1.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 552.10 | 1.15 | 0 | 0.19 | 0 | 0 | 0 |
| 19 Mar | 562.90 | 1.15 | 0 | 2.79 | 0 | 0 | 0 |
| 18 Mar | 588.70 | 1.15 | 0 | 6.04 | 0 | 0 | 0 |
| 17 Mar | 592.45 | 1.15 | 0 | 6.66 | 0 | 0 | 0 |
| 16 Mar | 583.90 | 1.15 | 0 | 5.05 | 0 | 0 | 0 |
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 592.95 | 1.15 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 598.50 | 1.15 | 0 | 6.09 | 0 | 0 | 0 |
| 10 Mar | 601.65 | 1.15 | 0 | 6.83 | 0 | 0 | 0 |
| 9 Mar | 601.55 | 1.15 | 0 | 7.11 | 0 | 0 | 0 |
| 6 Mar | 614.05 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 627.45 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 625.75 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 555 expiring on 28APR2026
Delta for 555 PE is -0.38
Historical price for 555 PE is as follows
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 9.1, which was 7.949999999999999 higher than the previous day. The implied volatity was 31.37, the open interest changed by 311 which increased total open position to 311
On 13 Apr ICICIPRULI was trading at 546.50. 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 Apr ICICIPRULI was trading at 547.00. 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 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 0.02, 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 1.15, 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 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 1.15, 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 1.15, 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 1.15, 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 1.15, 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 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 1.15, 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 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 1.15, 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 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 1.15, 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 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 1.15, 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 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 0.19, 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 1.15, which was 0 lower than the previous day. The implied volatity was 2.79, 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 1.15, which was 0 lower than the previous day. The implied volatity was 6.04, 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 1.15, which was 0 lower than the previous day. The implied volatity was 6.66, 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 1.15, which was 0 lower than the previous day. The implied volatity was 5.05, 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 1.15, 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 1.15, which was 0 lower than the previous day. The implied volatity was 6.09, 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 1.15, which was 0 lower than the previous day. The implied volatity was 6.83, 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 1.15, which was 0 lower than the previous day. The implied volatity was 7.11, 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 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 5 Mar ICICIPRULI was trading at 627.45. 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 4 Mar ICICIPRULI was trading at 625.75. 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
