ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
13 May 2026 04:10 PM IST
| ICICIPRULI 26-May-2026 (12d) 555 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0
Theta: -0.44
Gamma: 0.01266
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 13 May | 542.50 | 6.85 | -0.15000000000000036 (-2.14%) | 28.38 | 224 | 25 | 157 | |||||||||
| 12 May | 541.50 | 8.75 | -10.25 (-53.95%) | 28.1 | 270 | 54 | 131 | |||||||||
| 11 May | 565.60 | 18.8 | -1.1999999999999993 (-6.00%) | 0 | 25 | -5 | 77 | |||||||||
| 8 May | 567.25 | 19.65 | 1.75 (9.78%) | 26.17 | 54 | 3 | 83 | |||||||||
| 7 May | 562.90 | 17.85 | 4.900000000000002 (37.84%) | 22.51 | 262 | -13 | 80 | |||||||||
| 6 May | 550.10 | 13.25 | 5.8 (77.85%) | 28.58 | 130 | 18 | 90 | |||||||||
| 5 May | 537.35 | 7.45 | -1.9500000000000002 (-20.74%) | 26.33 | 123 | 33 | 72 | |||||||||
| 4 May | 535.55 | 9.6 | 5 (108.70%) | 30.54 | 62 | 20 | 38 | |||||||||
| 30 Apr | 513.85 | 4.6 | -2.4000000000000004 (-34.29%) | 30.44 | 29 | 7 | 25 | |||||||||
| 29 Apr | 524.35 | 6.85 | -4.75 (-40.95%) | 30.17 | 27 | 14 | 16 | |||||||||
| 28 Apr | 520.55 | 11.6 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 27 Apr | 519.60 | 11.6 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 24 Apr | 514.20 | 11.6 | 0 (0.00%) | 29.49 | 0 | 0 | 2 | |||||||||
| 23 Apr | 535.30 | 11.6 | 2.799999999999999 (31.82%) | 29.49 | 4 | 1 | 1 | |||||||||
| 22 Apr | 540.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 550.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 557.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 562.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 557.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 561.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 546.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 547.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 541.95 | 8.8 | 0 (0.00%) | 0.98 | 0 | 0 | 0 | |||||||||
| 8 Apr | 541.60 | 8.8 | 0 (0.00%) | 0.91 | 0 | 0 | 0 | |||||||||
| 7 Apr | 516.65 | 8.8 | 0 (0.00%) | 4.69 | 0 | 0 | 0 | |||||||||
| 6 Apr | 513.10 | 8.8 | 0 (0.00%) | 4.71 | 0 | 0 | 0 | |||||||||
| 2 Apr | 503.40 | 0 | 0 (0.00%) | 5.95 | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 555 expiring on 26MAY2026
Delta for 555 CE is 0.35
Historical price for 555 CE is as follows
On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 6.85, which was -0.15000000000000036 lower than the previous day. The implied volatity was 28.38, the open interest changed by 25 which increased total open position to 157
On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 8.75, which was -10.25 lower than the previous day. The implied volatity was 28.1, the open interest changed by 54 which increased total open position to 131
On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 18.8, which was -1.1999999999999993 lower than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 77
On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 19.65, which was 1.75 higher than the previous day. The implied volatity was 26.17, the open interest changed by 3 which increased total open position to 83
On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 17.85, which was 4.900000000000002 higher than the previous day. The implied volatity was 22.51, the open interest changed by -13 which decreased total open position to 80
On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 13.25, which was 5.8 higher than the previous day. The implied volatity was 28.58, the open interest changed by 18 which increased total open position to 90
On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 7.45, which was -1.9500000000000002 lower than the previous day. The implied volatity was 26.33, the open interest changed by 33 which increased total open position to 72
On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 9.6, which was 5 higher than the previous day. The implied volatity was 30.54, the open interest changed by 20 which increased total open position to 38
On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 4.6, which was -2.4000000000000004 lower than the previous day. The implied volatity was 30.44, the open interest changed by 7 which increased total open position to 25
On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 6.85, which was -4.75 lower than the previous day. The implied volatity was 30.17, the open interest changed by 14 which increased total open position to 16
On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 29.49, the open interest changed by 0 which decreased total open position to 2
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 11.6, which was 2.799999999999999 higher than the previous day. The implied volatity was 29.49, the open interest changed by 1 which increased total open position to 1
On 22 Apr ICICIPRULI was trading at 540.05. 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 21 Apr ICICIPRULI was trading at 550.10. 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 Apr ICICIPRULI was trading at 557.90. 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 17 Apr ICICIPRULI was trading at 562.00. 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 16 Apr ICICIPRULI was trading at 557.95. 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 15 Apr ICICIPRULI was trading at 561.25. 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 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 8.8, which was 0 lower than the previous day. The implied volatity was 0.98, 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 8.8, which was 0 lower than the previous day. The implied volatity was 0.91, 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 8.8, which was 0 lower than the previous day. The implied volatity was 4.69, 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 8.8, which was 0 lower than the previous day. The implied volatity was 4.71, 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 0, which was 0 lower than the previous day. The implied volatity was 5.95, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 26-May-2026 (12d) 555 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 May | 542.50 | 16.6 | -0.75 (-4.32%) | 0 | 106 | -8 | 163 |
| 12 May | 541.50 | 15.55 | 8.15 (110.14%) | 0 | 905 | -38 | 172 |
| 11 May | 565.60 | 7.5 | 0.34999999999999964 (4.90%) | 0 | 176 | -31 | 211 |
| 8 May | 567.25 | 7.45 | -1.2000000000000002 (-13.87%) | 24.75 | 111 | 32 | 243 |
| 7 May | 562.90 | 8.85 | -6.050000000000001 (-40.60%) | 26.58 | 418 | -110 | 210 |
| 6 May | 550.10 | 14.85 | -9.200000000000001 (-38.25%) | 25.39 | 63 | -5 | 323 |
| 5 May | 537.35 | 24.05 | 7.050000000000001 (41.47%) | 27.06 | 329 | 0 | 1 |
| 4 May | 535.55 | 17 | 17 | - | 0 | 0 | 1 |
| 30 Apr | 513.85 | 17 | 17 | - | 0 | 0 | 1 |
| 29 Apr | 524.35 | 17 | 17 | - | 0 | 0 | 1 |
| 28 Apr | 520.55 | 17 | 17 | - | 0 | 0 | 1 |
| 27 Apr | 519.60 | 17 | 17 | - | 0 | 0 | 1 |
| 24 Apr | 514.20 | 17 | 17 (0.29%) | - | 0 | 0 | 1 |
| 23 Apr | 535.30 | 17 | 0.05000000000000071 (0.29%) | - | 0 | 0 | 1 |
| 22 Apr | 540.05 | 17 | 0.05000000000000071 (0.29%) | - | 0 | 0 | 1 |
| 21 Apr | 550.10 | 17 | 0.05000000000000071 (0.29%) | 27.38 | 0 | 0 | 1 |
| 20 Apr | 557.90 | 17 | -31.1 (-64.66%) | 27.38 | 2 | 0 | 0 |
| 17 Apr | 562.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 557.95 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 561.25 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 546.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 547.00 | 0 | 0 (0.00%) | 0.33 | 0 | 0 | 0 |
| 9 Apr | 541.95 | 48.1 | 0 (0.00%) | 0.12 | 0 | 0 | 0 |
| 8 Apr | 541.60 | 48.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 516.65 | 48.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 513.10 | 48.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 503.40 | 48.1 | 0 (0.00%) | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 555 expiring on 26MAY2026
Delta for 555 PE is 0
Historical price for 555 PE is as follows
On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 16.6, which was -0.75 lower than the previous day. The implied volatity was 0, the open interest changed by -8 which decreased total open position to 163
On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 15.55, which was 8.15 higher than the previous day. The implied volatity was 0, the open interest changed by -38 which decreased total open position to 172
On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 7.5, which was 0.34999999999999964 higher than the previous day. The implied volatity was 0, the open interest changed by -31 which decreased total open position to 211
On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 7.45, which was -1.2000000000000002 lower than the previous day. The implied volatity was 24.75, the open interest changed by 32 which increased total open position to 243
On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 8.85, which was -6.050000000000001 lower than the previous day. The implied volatity was 26.58, the open interest changed by -110 which decreased total open position to 210
On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 14.85, which was -9.200000000000001 lower than the previous day. The implied volatity was 25.39, the open interest changed by -5 which decreased total open position to 323
On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 24.05, which was 7.050000000000001 higher than the previous day. The implied volatity was 27.06, the open interest changed by 0 which decreased total open position to 1
On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 17, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 17, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 17, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 17, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 17, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 17, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 17, which was 0.05000000000000071 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 17, which was 0.05000000000000071 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 17, which was 0.05000000000000071 higher than the previous day. The implied volatity was 27.38, the open interest changed by 0 which decreased total open position to 1
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 17, which was -31.1 lower than the previous day. The implied volatity was 27.38, the open interest changed by 0 which decreased total open position to 0
On 17 Apr ICICIPRULI was trading at 562.00. 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 16 Apr ICICIPRULI was trading at 557.95. 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 15 Apr ICICIPRULI was trading at 561.25. 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 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 0.33, 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 48.1, which was 0 lower than the previous day. The implied volatity was 0.12, 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 48.1, 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 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 48.1, 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 48.1, 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 48.1, 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
