ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
13 May 2026 04:10 PM IST
| ICICIPRULI 26-May-2026 (13d) 560 CE | ||||||||||||||||
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Delta: 0.29
Vega: 0
Theta: -0.4
Gamma: 0.0118
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 May | 542.50 | 5.25 | -0.75 (-12.50%) | 28.17 | 486 | 16 | 1,535 | |||||||||
| 12 May | 541.50 | 6.9 | -9.1 (-56.88%) | 27.96 | 2,217 | 1,369 | 1,594 | |||||||||
| 11 May | 565.60 | 15.35 | -1.6500000000000004 (-9.71%) | 0 | 276 | 35 | 225 | |||||||||
| 8 May | 567.25 | 16.75 | 1.4499999999999993 (9.48%) | 24.61 | 547 | -71 | 191 | |||||||||
| 7 May | 562.90 | 15.3 | 4.800000000000001 (45.71%) | 26.4 | 911 | 61 | 262 | |||||||||
| 6 May | 550.10 | 10.65 | 4.65 (77.50%) | 27.63 | 381 | 20 | 200 | |||||||||
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| 5 May | 537.35 | 6.05 | -1.5 (-19.87%) | 26.19 | 224 | -27 | 182 | |||||||||
| 4 May | 535.55 | 8 | 4.2 (110.53%) | 30.45 | 428 | 18 | 208 | |||||||||
| 30 Apr | 513.85 | 3.75 | -2.3499999999999996 (-38.52%) | 31.15 | 101 | 40 | 230 | |||||||||
| 29 Apr | 524.35 | 6 | 0.20000000000000018 (3.45%) | 30.18 | 181 | 32 | 190 | |||||||||
| 28 Apr | 520.55 | 5.8 | -0.40000000000000036 (-6.45%) | 30.85 | 146 | 15 | 160 | |||||||||
| 27 Apr | 519.60 | 6.4 | 0.35000000000000053 (5.79%) | 32.3 | 75 | 21 | 144 | |||||||||
| 24 Apr | 514.20 | 5.8 | -4.55 (-43.96%) | 32.75 | 166 | 51 | 123 | |||||||||
| 23 Apr | 535.30 | 9.9 | -2.1500000000000004 (-17.84%) | 29.31 | 95 | 14 | 72 | |||||||||
| 22 Apr | 540.05 | 12.1 | -4.549999999999999 (-27.33%) | 29.2 | 41 | 13 | 57 | |||||||||
| 21 Apr | 550.10 | 16.7 | -4.900000000000002 (-22.69%) | 28.67 | 40 | 18 | 45 | |||||||||
| 20 Apr | 557.90 | 21.7 | -1.9000000000000021 (-8.05%) | 29.68 | 43 | 16 | 25 | |||||||||
| 17 Apr | 562.00 | 24.2 | -89.3 (-78.68%) | 29.28 | 9 | 8 | 8 | |||||||||
| 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%) | 0.53 | 0 | 0 | 0 | |||||||||
| 9 Apr | 541.95 | 113.5 | 0 (0.00%) | 1.55 | 0 | 0 | 0 | |||||||||
| 8 Apr | 541.60 | 113.5 | 0 (0.00%) | 1.4 | 0 | 0 | 0 | |||||||||
| 7 Apr | 516.65 | 113.5 | 0 (0.00%) | 5 | 0 | 0 | 0 | |||||||||
| 6 Apr | 513.10 | 113.5 | 0 (0.00%) | 5.4 | 0 | 0 | 0 | |||||||||
| 2 Apr | 503.40 | 113.5 | 0 (0.00%) | 7.49 | 0 | 0 | 0 | |||||||||
| 1 Apr | 513.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 509.55 | 113.5 | 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 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 601.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 560 expiring on 26MAY2026
Delta for 560 CE is 0.29
Historical price for 560 CE is as follows
On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 5.25, which was -0.75 lower than the previous day. The implied volatity was 28.17, the open interest changed by 16 which increased total open position to 1535
On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 6.9, which was -9.1 lower than the previous day. The implied volatity was 27.96, the open interest changed by 1369 which increased total open position to 1594
On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 15.35, which was -1.6500000000000004 lower than the previous day. The implied volatity was 0, the open interest changed by 35 which increased total open position to 225
On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 16.75, which was 1.4499999999999993 higher than the previous day. The implied volatity was 24.61, the open interest changed by -71 which decreased total open position to 191
On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 15.3, which was 4.800000000000001 higher than the previous day. The implied volatity was 26.4, the open interest changed by 61 which increased total open position to 262
On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 10.65, which was 4.65 higher than the previous day. The implied volatity was 27.63, the open interest changed by 20 which increased total open position to 200
On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 6.05, which was -1.5 lower than the previous day. The implied volatity was 26.19, the open interest changed by -27 which decreased total open position to 182
On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 8, which was 4.2 higher than the previous day. The implied volatity was 30.45, the open interest changed by 18 which increased total open position to 208
On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 3.75, which was -2.3499999999999996 lower than the previous day. The implied volatity was 31.15, the open interest changed by 40 which increased total open position to 230
On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 6, which was 0.20000000000000018 higher than the previous day. The implied volatity was 30.18, the open interest changed by 32 which increased total open position to 190
On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 5.8, which was -0.40000000000000036 lower than the previous day. The implied volatity was 30.85, the open interest changed by 15 which increased total open position to 160
On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 6.4, which was 0.35000000000000053 higher than the previous day. The implied volatity was 32.3, the open interest changed by 21 which increased total open position to 144
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 5.8, which was -4.55 lower than the previous day. The implied volatity was 32.75, the open interest changed by 51 which increased total open position to 123
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 9.9, which was -2.1500000000000004 lower than the previous day. The implied volatity was 29.31, the open interest changed by 14 which increased total open position to 72
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 12.1, which was -4.549999999999999 lower than the previous day. The implied volatity was 29.2, the open interest changed by 13 which increased total open position to 57
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 16.7, which was -4.900000000000002 lower than the previous day. The implied volatity was 28.67, the open interest changed by 18 which increased total open position to 45
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 21.7, which was -1.9000000000000021 lower than the previous day. The implied volatity was 29.68, the open interest changed by 16 which increased total open position to 25
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 24.2, which was -89.3 lower than the previous day. The implied volatity was 29.28, the open interest changed by 8 which increased total open position to 8
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 0.53, 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 113.5, which was 0 lower than the previous day. The implied volatity was 1.55, 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 113.5, which was 0 lower than the previous day. The implied volatity was 1.4, 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 113.5, which was 0 lower than the previous day. The implied volatity was 5, 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 113.5, which was 0 lower than the previous day. The implied volatity was 5.4, 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 113.5, which was 0 lower than the previous day. The implied volatity was 7.49, 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 113.5, 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 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 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 (13d) 560 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 | 19.8 | -0.1999999999999993 (-1.00%) | 0 | 115 | -1 | 1,438 |
| 12 May | 541.50 | 18.65 | 9.349999999999998 (100.54%) | 0 | 189 | -5 | 1,439 |
| 11 May | 565.60 | 9.45 | 0.5499999999999989 (6.18%) | 0 | 286 | 9 | 1,447 |
| 8 May | 567.25 | 9.45 | -1.4000000000000004 (-12.90%) | 25.45 | 310 | 26 | 1,438 |
| 7 May | 562.90 | 10.55 | -7.199999999999999 (-40.56%) | 25.86 | 2,481 | 1,349 | 1,412 |
| 6 May | 550.10 | 17.35 | -8.95 (-34.03%) | 26.53 | 58 | -5 | 70 |
| 5 May | 537.35 | 26.25 | -2.9499999999999993 (-10.10%) | 25.76 | 25 | 0 | 68 |
| 4 May | 535.55 | 29.4 | -14.100000000000001 (-32.41%) | 28.89 | 17 | -2 | 68 |
| 30 Apr | 513.85 | 43.5 | 43.5 | - | 0 | 0 | 70 |
| 29 Apr | 524.35 | 43.5 | 43.5 (0.00%) | 29.34 | 0 | 0 | 70 |
| 28 Apr | 520.55 | 43.5 | 0 (0.00%) | 29.34 | 6 | 1 | 68 |
| 27 Apr | 519.60 | 43.5 | 16.4 (60.52%) | 30.39 | 29 | -2 | 69 |
| 24 Apr | 514.20 | 27.1 | 27.1 | - | 0 | 0 | 71 |
| 23 Apr | 535.30 | 27.1 | 27.1 (7.97%) | 27.32 | 0 | 0 | 71 |
| 22 Apr | 540.05 | 27.1 | 2 (7.97%) | 27.32 | 53 | -26 | 72 |
| 21 Apr | 550.10 | 25.1 | 6.050000000000001 (31.76%) | 27.44 | 8 | 0 | 98 |
| 20 Apr | 557.90 | 19.05 | 1.6000000000000014 (9.17%) | 27.91 | 48 | 16 | 97 |
| 17 Apr | 562.00 | 17.65 | -2.5500000000000007 (-12.62%) | 28.03 | 22 | -6 | 81 |
| 16 Apr | 557.95 | 21.3 | 2.1000000000000014 (10.94%) | 28.47 | 27 | 11 | 93 |
| 15 Apr | 561.25 | 18.3 | 15.4 (531.03%) | 28.75 | 103 | 82 | 82 |
| 13 Apr | 546.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 547.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 541.95 | 2.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 541.60 | 2.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 516.65 | 2.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 513.10 | 2.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 503.40 | 2.9 | 0 (0.00%) | - | 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%) | 3.55 | 0 | 0 | 0 |
| 12 Mar | 592.95 | 0 | 0 (0.00%) | 4.76 | 0 | 0 | 0 |
| 11 Mar | 598.50 | 0 | 0 (0.00%) | 5.6 | 0 | 0 | 0 |
| 10 Mar | 601.65 | 0 | 0 (0.00%) | 5.51 | 0 | 0 | 0 |
| 9 Mar | 601.55 | 0 | 0 (0.00%) | 5.5 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 560 expiring on 26MAY2026
Delta for 560 PE is 0
Historical price for 560 PE is as follows
On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 19.8, which was -0.1999999999999993 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 1438
On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 18.65, which was 9.349999999999998 higher than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 1439
On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 9.45, which was 0.5499999999999989 higher than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 1447
On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 9.45, which was -1.4000000000000004 lower than the previous day. The implied volatity was 25.45, the open interest changed by 26 which increased total open position to 1438
On 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 10.55, which was -7.199999999999999 lower than the previous day. The implied volatity was 25.86, the open interest changed by 1349 which increased total open position to 1412
On 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 17.35, which was -8.95 lower than the previous day. The implied volatity was 26.53, the open interest changed by -5 which decreased total open position to 70
On 5 May ICICIPRULI was trading at 537.35. The strike last trading price was 26.25, which was -2.9499999999999993 lower than the previous day. The implied volatity was 25.76, the open interest changed by 0 which decreased total open position to 68
On 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 29.4, which was -14.100000000000001 lower than the previous day. The implied volatity was 28.89, the open interest changed by -2 which decreased total open position to 68
On 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 43.5, which was 43.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70
On 29 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 43.5, which was 43.5 higher than the previous day. The implied volatity was 29.34, the open interest changed by 0 which decreased total open position to 70
On 28 Apr ICICIPRULI was trading at 520.55. The strike last trading price was 43.5, which was 0 lower than the previous day. The implied volatity was 29.34, the open interest changed by 1 which increased total open position to 68
On 27 Apr ICICIPRULI was trading at 519.60. The strike last trading price was 43.5, which was 16.4 higher than the previous day. The implied volatity was 30.39, the open interest changed by -2 which decreased total open position to 69
On 24 Apr ICICIPRULI was trading at 514.20. The strike last trading price was 27.1, which was 27.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 27.1, which was 27.1 higher than the previous day. The implied volatity was 27.32, the open interest changed by 0 which decreased total open position to 71
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 27.1, which was 2 higher than the previous day. The implied volatity was 27.32, the open interest changed by -26 which decreased total open position to 72
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 25.1, which was 6.050000000000001 higher than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 98
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 19.05, which was 1.6000000000000014 higher than the previous day. The implied volatity was 27.91, the open interest changed by 16 which increased total open position to 97
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 17.65, which was -2.5500000000000007 lower than the previous day. The implied volatity was 28.03, the open interest changed by -6 which decreased total open position to 81
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 21.3, which was 2.1000000000000014 higher than the previous day. The implied volatity was 28.47, the open interest changed by 11 which increased total open position to 93
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 18.3, which was 15.4 higher than the previous day. The implied volatity was 28.75, the open interest changed by 82 which increased total open position to 82
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 2.9, 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 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 2.9, 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 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 2.9, 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 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 2.9, 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 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 2.9, 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 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 3.55, 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 4.76, 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 5.6, 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 0, which was 0 lower than the previous day. The implied volatity was 5.51, 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 5.5, the open interest changed by 0 which decreased total open position to 0
