ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
16 Apr 2026 04:10 PM IST
| ICICIPRULI 28-Apr-2026 (11d) 560 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0
Theta: -0.59
Gamma: 0.01156
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 557.95 | 12.45 | -2.4000000000000004 | 33.72 | 1,296 | -86 | 499 | |||||||||
| 15 Apr | 561.25 | 16.3 | 3.4000000000000004 | 32.41 | 3,515 | 204 | 583 | |||||||||
| 13 Apr | 546.50 | 13.4 | 1.0999999999999996 | 40.36 | 1,011 | 168 | 363 | |||||||||
| 10 Apr | 547.00 | 13.4 | 2.25 | 37.37 | 479 | -10 | 195 | |||||||||
| 9 Apr | 541.95 | 11.35 | 1.35 | 34.97 | 605 | 135 | 203 | |||||||||
| 8 Apr | 541.60 | 10.1 | 5.3 | 32.18 | 74 | -11 | 65 | |||||||||
| 7 Apr | 516.65 | 4.8 | 0.05 | 35.4 | 39 | 1 | 77 | |||||||||
| 6 Apr | 513.10 | 4.75 | 0.6 | 36.08 | 48 | 10 | 78 | |||||||||
| 2 Apr | 503.40 | 4.2 | -1.3 | 35.48 | 41 | -4 | 68 | |||||||||
| 1 Apr | 513.35 | 5.5 | -0.9 | 35.14 | 83 | 34 | 72 | |||||||||
| 30 Mar | 509.55 | 6.95 | -4.25 | 37.65 | 133 | 18 | 37 | |||||||||
| 27 Mar | 530.40 | 11.2 | -2.8 | 33.41 | 36 | 13 | 20 | |||||||||
| 25 Mar | 540.60 | 14 | -83.2 | 30.86 | 14 | 8 | 8 | |||||||||
| 24 Mar | 537.50 | 97.2 | 0 | 3.11 | 0 | 0 | 0 | |||||||||
| 23 Mar | 531.25 | 97.2 | 0 | 4.32 | 0 | 0 | 0 | |||||||||
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| 20 Mar | 552.10 | 97.2 | 0 | 0.77 | 0 | 0 | 0 | |||||||||
| 19 Mar | 562.90 | 97.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 588.70 | 97.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 592.45 | 97.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 583.90 | 97.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 583.75 | 97.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 592.95 | 97.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 598.50 | 97.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 601.65 | 97.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 601.55 | 97.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 614.05 | 97.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 627.45 | 97.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 625.75 | 97.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 560 expiring on 28APR2026
Delta for 560 CE is 0.48
Historical price for 560 CE is as follows
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 12.45, which was -2.4000000000000004 lower than the previous day. The implied volatity was 33.72, the open interest changed by -86 which decreased total open position to 499
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 16.3, which was 3.4000000000000004 higher than the previous day. The implied volatity was 32.41, the open interest changed by 204 which increased total open position to 583
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 13.4, which was 1.0999999999999996 higher than the previous day. The implied volatity was 40.36, the open interest changed by 168 which increased total open position to 363
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 13.4, which was 2.25 higher than the previous day. The implied volatity was 37.37, the open interest changed by -10 which decreased total open position to 195
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 11.35, which was 1.35 higher than the previous day. The implied volatity was 34.97, the open interest changed by 135 which increased total open position to 203
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 10.1, which was 5.3 higher than the previous day. The implied volatity was 32.18, the open interest changed by -11 which decreased total open position to 65
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 4.8, which was 0.05 higher than the previous day. The implied volatity was 35.4, the open interest changed by 1 which increased total open position to 77
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 4.75, which was 0.6 higher than the previous day. The implied volatity was 36.08, the open interest changed by 10 which increased total open position to 78
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 4.2, which was -1.3 lower than the previous day. The implied volatity was 35.48, the open interest changed by -4 which decreased total open position to 68
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 5.5, which was -0.9 lower than the previous day. The implied volatity was 35.14, the open interest changed by 34 which increased total open position to 72
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 6.95, which was -4.25 lower than the previous day. The implied volatity was 37.65, the open interest changed by 18 which increased total open position to 37
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 11.2, which was -2.8 lower than the previous day. The implied volatity was 33.41, the open interest changed by 13 which increased total open position to 20
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 14, which was -83.2 lower than the previous day. The implied volatity was 30.86, the open interest changed by 8 which increased total open position to 8
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 97.2, which was 0 lower than the previous day. The implied volatity was 3.11, 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 97.2, which was 0 lower than the previous day. The implied volatity was 4.32, 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 97.2, which was 0 lower than the previous day. The implied volatity was 0.77, 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 97.2, 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 97.2, 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 97.2, 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 97.2, 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 97.2, 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 97.2, 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 97.2, 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 97.2, 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 97.2, 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 97.2, 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 97.2, 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 97.2, 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 (11d) 560 PE | |||||||
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Delta: -0.53
Vega: 0
Theta: -0.41
Gamma: 0.01383
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 557.95 | 13.15 | 0.05000000000000071 | 28.14 | 822 | 38 | 475 |
| 15 Apr | 561.25 | 10.95 | -13.400000000000002 | 30.7 | 3,051 | 388 | 437 |
| 13 Apr | 546.50 | 24.15 | 0.8499999999999979 | 40.46 | 36 | 9 | 50 |
| 10 Apr | 547.00 | 22.9 | -3.150000000000002 | 33.8 | 33 | 5 | 41 |
| 9 Apr | 541.95 | 26.05 | 0.25 | 36.24 | 64 | 13 | 33 |
| 8 Apr | 541.60 | 25.8 | -23.2 | 33.75 | 20 | 1 | 20 |
| 7 Apr | 516.65 | 49 | -4.1 | - | 0 | 0 | 19 |
| 6 Apr | 513.10 | 49 | -4.1 | - | 0 | 0 | 19 |
| 2 Apr | 503.40 | 49 | -4.1 | - | 0 | 0 | 19 |
| 1 Apr | 513.35 | 49 | -4.1 | 34.2 | 3 | 2 | 20 |
| 30 Mar | 509.55 | 53.1 | 25.5 | 41.27 | 3 | 0 | 16 |
| 27 Mar | 530.40 | 27.6 | -2 | - | 0 | 0 | 16 |
| 25 Mar | 540.60 | 27.6 | -2 | 28.97 | 5 | -2 | 15 |
| 24 Mar | 537.50 | 29.6 | 7.2 | 30.49 | 5 | 0 | 17 |
| 23 Mar | 531.25 | 22.5 | 4.25 | - | 0 | 0 | 17 |
| 20 Mar | 552.10 | 22.5 | 4.25 | 28.37 | 17 | -1 | 17 |
| 19 Mar | 562.90 | 18.25 | 9.7 | 32.11 | 29 | 2 | 18 |
| 18 Mar | 588.70 | 8.55 | 2.55 | 27.45 | 25 | 9 | 15 |
| 17 Mar | 592.45 | 6 | 0.45 | 25.36 | 1 | 0 | 6 |
| 16 Mar | 583.90 | 5.55 | 2.6 | - | 0 | 0 | 0 |
| 13 Mar | 583.75 | 5.55 | 2.6 | - | 0 | 0 | 0 |
| 12 Mar | 592.95 | 5.55 | 2.6 | - | 0 | 0 | 6 |
| 11 Mar | 598.50 | 5.55 | 2.6 | - | 0 | 0 | 6 |
| 10 Mar | 601.65 | 5.55 | 2.6 | - | 0 | 0 | 6 |
| 9 Mar | 601.55 | 5.55 | 2.6 | - | 0 | 0 | 6 |
| 6 Mar | 614.05 | 5.55 | 2.6 | 28.98 | 2 | 0 | 4 |
| 5 Mar | 627.45 | 2.95 | -1.85 | - | 4 | 0 | 4 |
| 4 Mar | 625.75 | 2.95 | -1.85 | - | 4 | 0 | 4 |
For Icici Pru Life Ins Co Ltd - strike price 560 expiring on 28APR2026
Delta for 560 PE is -0.53
Historical price for 560 PE is as follows
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 13.15, which was 0.05000000000000071 higher than the previous day. The implied volatity was 28.14, the open interest changed by 38 which increased total open position to 475
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 10.95, which was -13.400000000000002 lower than the previous day. The implied volatity was 30.7, the open interest changed by 388 which increased total open position to 437
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 24.15, which was 0.8499999999999979 higher than the previous day. The implied volatity was 40.46, the open interest changed by 9 which increased total open position to 50
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 22.9, which was -3.150000000000002 lower than the previous day. The implied volatity was 33.8, the open interest changed by 5 which increased total open position to 41
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 26.05, which was 0.25 higher than the previous day. The implied volatity was 36.24, the open interest changed by 13 which increased total open position to 33
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 25.8, which was -23.2 lower than the previous day. The implied volatity was 33.75, the open interest changed by 1 which increased total open position to 20
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 49, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 49, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 49, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 49, which was -4.1 lower than the previous day. The implied volatity was 34.2, the open interest changed by 2 which increased total open position to 20
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 53.1, which was 25.5 higher than the previous day. The implied volatity was 41.27, the open interest changed by 0 which decreased total open position to 16
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 27.6, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 27.6, which was -2 lower than the previous day. The implied volatity was 28.97, the open interest changed by -2 which decreased total open position to 15
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 29.6, which was 7.2 higher than the previous day. The implied volatity was 30.49, the open interest changed by 0 which decreased total open position to 17
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 22.5, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 22.5, which was 4.25 higher than the previous day. The implied volatity was 28.37, the open interest changed by -1 which decreased total open position to 17
On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 18.25, which was 9.7 higher than the previous day. The implied volatity was 32.11, the open interest changed by 2 which increased total open position to 18
On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 8.55, which was 2.55 higher than the previous day. The implied volatity was 27.45, the open interest changed by 9 which increased total open position to 15
On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 6, which was 0.45 higher than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 6
On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 5.55, which was 2.6 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 5.55, which was 2.6 higher 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 5.55, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 5.55, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 5.55, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 5.55, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 5.55, which was 2.6 higher than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 4
On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 2.95, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 2.95, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
