ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
24 Apr 2026 01:37 PM IST
| ICICIPRULI 28-Apr-2026 (4d) 570 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0
Theta: -0.09
Gamma: 0.00148
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 516.30 | 0.1 | -0.19999999999999998 | 39.68 | 269 | -143 | 624 | |||||||||
| 23 Apr | 535.30 | 0.3 | -0.6499999999999999 | 27.82 | 462 | -131 | 768 | |||||||||
| 22 Apr | 540.05 | 0.9 | -2.35 | 29.93 | 1,132 | 97 | 898 | |||||||||
| 21 Apr | 550.10 | 3.35 | -2.9499999999999997 | 31.42 | 1,535 | 35 | 800 | |||||||||
| 20 Apr | 557.90 | 6.15 | -2.299999999999999 | 33.89 | 892 | -113 | 778 | |||||||||
| 17 Apr | 562.00 | 7.75 | -0.6999999999999993 | 28.43 | 1,396 | 38 | 897 | |||||||||
| 16 Apr | 557.95 | 7.95 | -2.55 | 32.78 | 2,038 | -160 | 860 | |||||||||
| 15 Apr | 561.25 | 11.25 | 1.9499999999999993 | 31.89 | 7,980 | 756 | 1,093 | |||||||||
| 13 Apr | 546.50 | 9.55 | 0.40000000000000036 | 39.52 | 717 | 207 | 330 | |||||||||
| 10 Apr | 547.00 | 9.9 | 1.8499999999999996 | 36.74 | 271 | 37 | 122 | |||||||||
| 9 Apr | 541.95 | 8.05 | 1.05 | 34.67 | 1,165 | 11 | 85 | |||||||||
| 8 Apr | 541.60 | 7.15 | 3.8 | 32.33 | 109 | -3 | 74 | |||||||||
| 7 Apr | 516.65 | 3.35 | 0.05 | 35.68 | 21 | 12 | 74 | |||||||||
| 6 Apr | 513.10 | 3.3 | 0.4 | 36.17 | 18 | -3 | 62 | |||||||||
| 2 Apr | 503.40 | 2.85 | -1.1 | 35.19 | 36 | -5 | 66 | |||||||||
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| 1 Apr | 513.35 | 3.9 | -1.1 | 35.07 | 111 | -23 | 71 | |||||||||
| 30 Mar | 509.55 | 5.25 | -3.3 | 37.83 | 78 | 33 | 95 | |||||||||
| 27 Mar | 530.40 | 8.5 | -2.1 | 33.43 | 32 | 10 | 63 | |||||||||
| 25 Mar | 540.60 | 10.6 | 1.6 | 30.72 | 32 | 13 | 53 | |||||||||
| 24 Mar | 537.50 | 9 | -1.05 | 28.28 | 37 | 17 | 40 | |||||||||
| 23 Mar | 531.25 | 10.05 | -5.2 | 34.03 | 23 | 2 | 24 | |||||||||
| 20 Mar | 552.10 | 15.25 | -7.75 | 29.62 | 9 | 2 | 22 | |||||||||
| 19 Mar | 562.90 | 23 | -65.85 | 29.48 | 20 | 6 | 6 | |||||||||
| 18 Mar | 588.70 | 88.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 592.45 | 88.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 583.90 | 88.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 583.75 | 88.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 592.95 | 88.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 598.50 | 88.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 601.65 | 88.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 601.55 | 88.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 614.05 | 88.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 627.45 | 88.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 625.75 | 88.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 570 expiring on 28APR2026
Delta for 570 CE is 0.01
Historical price for 570 CE is as follows
On 24 Apr ICICIPRULI was trading at 516.30. The strike last trading price was 0.1, which was -0.19999999999999998 lower than the previous day. The implied volatity was 39.68, the open interest changed by -143 which decreased total open position to 624
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 0.3, which was -0.6499999999999999 lower than the previous day. The implied volatity was 27.82, the open interest changed by -131 which decreased total open position to 768
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 0.9, which was -2.35 lower than the previous day. The implied volatity was 29.93, the open interest changed by 97 which increased total open position to 898
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 3.35, which was -2.9499999999999997 lower than the previous day. The implied volatity was 31.42, the open interest changed by 35 which increased total open position to 800
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 6.15, which was -2.299999999999999 lower than the previous day. The implied volatity was 33.89, the open interest changed by -113 which decreased total open position to 778
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 7.75, which was -0.6999999999999993 lower than the previous day. The implied volatity was 28.43, the open interest changed by 38 which increased total open position to 897
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 7.95, which was -2.55 lower than the previous day. The implied volatity was 32.78, the open interest changed by -160 which decreased total open position to 860
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 11.25, which was 1.9499999999999993 higher than the previous day. The implied volatity was 31.89, the open interest changed by 756 which increased total open position to 1093
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 9.55, which was 0.40000000000000036 higher than the previous day. The implied volatity was 39.52, the open interest changed by 207 which increased total open position to 330
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 9.9, which was 1.8499999999999996 higher than the previous day. The implied volatity was 36.74, the open interest changed by 37 which increased total open position to 122
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 8.05, which was 1.05 higher than the previous day. The implied volatity was 34.67, the open interest changed by 11 which increased total open position to 85
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 7.15, which was 3.8 higher than the previous day. The implied volatity was 32.33, the open interest changed by -3 which decreased total open position to 74
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 3.35, which was 0.05 higher than the previous day. The implied volatity was 35.68, the open interest changed by 12 which increased total open position to 74
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 3.3, which was 0.4 higher than the previous day. The implied volatity was 36.17, the open interest changed by -3 which decreased total open position to 62
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 2.85, which was -1.1 lower than the previous day. The implied volatity was 35.19, the open interest changed by -5 which decreased total open position to 66
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 3.9, which was -1.1 lower than the previous day. The implied volatity was 35.07, the open interest changed by -23 which decreased total open position to 71
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 5.25, which was -3.3 lower than the previous day. The implied volatity was 37.83, the open interest changed by 33 which increased total open position to 95
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 8.5, which was -2.1 lower than the previous day. The implied volatity was 33.43, the open interest changed by 10 which increased total open position to 63
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 10.6, which was 1.6 higher than the previous day. The implied volatity was 30.72, the open interest changed by 13 which increased total open position to 53
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 9, which was -1.05 lower than the previous day. The implied volatity was 28.28, the open interest changed by 17 which increased total open position to 40
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 10.05, which was -5.2 lower than the previous day. The implied volatity was 34.03, the open interest changed by 2 which increased total open position to 24
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 15.25, which was -7.75 lower than the previous day. The implied volatity was 29.62, the open interest changed by 2 which increased total open position to 22
On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 23, which was -65.85 lower than the previous day. The implied volatity was 29.48, the open interest changed by 6 which increased total open position to 6
On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 88.85, 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 88.85, 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 88.85, 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 88.85, 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 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 88.85, 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 88.85, 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 88.85, 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 88.85, 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 88.85, 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 88.85, 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 88.85, 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 (4d) 570 PE | |||||||
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Delta: -0.84
Vega: 0
Theta: -1.24
Gamma: 0.00499
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 516.30 | 57.05 | 22.9 | 84.63 | 6 | -2 | 226 |
| 23 Apr | 535.30 | 34.15 | 2.9499999999999993 | 39.04 | 9 | -3 | 228 |
| 22 Apr | 540.05 | 31.5 | 9.2 | 37.93 | 28 | -1 | 232 |
| 21 Apr | 550.10 | 20.35 | 3.1000000000000014 | 27.57 | 84 | -19 | 236 |
| 20 Apr | 557.90 | 17.4 | 2.2499999999999982 | 28.1 | 180 | 5 | 260 |
| 17 Apr | 562.00 | 15.65 | -2.950000000000001 | 29.39 | 190 | -8 | 256 |
| 16 Apr | 557.95 | 19.7 | 1.1999999999999993 | 29.54 | 266 | 32 | 265 |
| 15 Apr | 561.25 | 16 | -14.850000000000001 | 30.46 | 1,746 | 210 | 234 |
| 13 Apr | 546.50 | 30.65 | -2.950000000000003 | 40.53 | 30 | 8 | 23 |
| 10 Apr | 547.00 | 33.6 | 0.6499999999999986 | 35.95 | 11 | 3 | 15 |
| 9 Apr | 541.95 | 32.95 | -1.1 | 36.63 | 7 | 1 | 14 |
| 8 Apr | 541.60 | 34.05 | -19.95 | 36.87 | 1 | 0 | 12 |
| 7 Apr | 516.65 | 54 | 10.5 | - | 0 | 0 | 12 |
| 6 Apr | 513.10 | 54 | 10.5 | - | 0 | 0 | 12 |
| 2 Apr | 503.40 | 54 | 10.5 | - | 0 | 0 | 12 |
| 1 Apr | 513.35 | 54 | 10.5 | 18.01 | 1 | 0 | 11 |
| 30 Mar | 509.55 | 43.5 | 14.2 | - | 0 | 0 | 11 |
| 27 Mar | 530.40 | 43.5 | 14.2 | 33.67 | 2 | 0 | 11 |
| 25 Mar | 540.60 | 29.3 | 7.9 | 20.07 | 5 | -2 | 9 |
| 24 Mar | 537.50 | 21.4 | 8.65 | - | 0 | 0 | 11 |
| 23 Mar | 531.25 | 21.4 | 8.65 | - | 0 | 0 | 11 |
| 20 Mar | 552.10 | 21.4 | 8.65 | - | 0 | 1 | 0 |
| 19 Mar | 562.90 | 21.4 | 8.65 | 30.03 | 11 | 0 | 10 |
| 18 Mar | 588.70 | 12.75 | 5.9 | - | 0 | 0 | 10 |
| 17 Mar | 592.45 | 12.75 | 5.9 | 31.75 | 2 | 0 | 8 |
| 16 Mar | 583.90 | 6.85 | 3.2 | - | 0 | 0 | 0 |
| 13 Mar | 583.75 | 6.85 | 3.2 | - | 0 | 0 | 0 |
| 12 Mar | 592.95 | 6.85 | 3.2 | - | 0 | 0 | 0 |
| 11 Mar | 598.50 | 6.85 | 3.2 | - | 0 | 0 | 8 |
| 10 Mar | 601.65 | 6.85 | 3.2 | - | 0 | 0 | 8 |
| 9 Mar | 601.55 | 6.85 | 3.2 | - | 0 | 0 | 8 |
| 6 Mar | 614.05 | 6.85 | 3.2 | 27.86 | 6 | 0 | 2 |
| 5 Mar | 627.45 | 3.65 | -2.6 | - | 2 | 0 | 2 |
| 4 Mar | 625.75 | 3.65 | -2.6 | - | 2 | 0 | 2 |
For Icici Pru Life Ins Co Ltd - strike price 570 expiring on 28APR2026
Delta for 570 PE is -0.84
Historical price for 570 PE is as follows
On 24 Apr ICICIPRULI was trading at 516.30. The strike last trading price was 57.05, which was 22.9 higher than the previous day. The implied volatity was 84.63, the open interest changed by -2 which decreased total open position to 226
On 23 Apr ICICIPRULI was trading at 535.30. The strike last trading price was 34.15, which was 2.9499999999999993 higher than the previous day. The implied volatity was 39.04, the open interest changed by -3 which decreased total open position to 228
On 22 Apr ICICIPRULI was trading at 540.05. The strike last trading price was 31.5, which was 9.2 higher than the previous day. The implied volatity was 37.93, the open interest changed by -1 which decreased total open position to 232
On 21 Apr ICICIPRULI was trading at 550.10. The strike last trading price was 20.35, which was 3.1000000000000014 higher than the previous day. The implied volatity was 27.57, the open interest changed by -19 which decreased total open position to 236
On 20 Apr ICICIPRULI was trading at 557.90. The strike last trading price was 17.4, which was 2.2499999999999982 higher than the previous day. The implied volatity was 28.1, the open interest changed by 5 which increased total open position to 260
On 17 Apr ICICIPRULI was trading at 562.00. The strike last trading price was 15.65, which was -2.950000000000001 lower than the previous day. The implied volatity was 29.39, the open interest changed by -8 which decreased total open position to 256
On 16 Apr ICICIPRULI was trading at 557.95. The strike last trading price was 19.7, which was 1.1999999999999993 higher than the previous day. The implied volatity was 29.54, the open interest changed by 32 which increased total open position to 265
On 15 Apr ICICIPRULI was trading at 561.25. The strike last trading price was 16, which was -14.850000000000001 lower than the previous day. The implied volatity was 30.46, the open interest changed by 210 which increased total open position to 234
On 13 Apr ICICIPRULI was trading at 546.50. The strike last trading price was 30.65, which was -2.950000000000003 lower than the previous day. The implied volatity was 40.53, the open interest changed by 8 which increased total open position to 23
On 10 Apr ICICIPRULI was trading at 547.00. The strike last trading price was 33.6, which was 0.6499999999999986 higher than the previous day. The implied volatity was 35.95, the open interest changed by 3 which increased total open position to 15
On 9 Apr ICICIPRULI was trading at 541.95. The strike last trading price was 32.95, which was -1.1 lower than the previous day. The implied volatity was 36.63, the open interest changed by 1 which increased total open position to 14
On 8 Apr ICICIPRULI was trading at 541.60. The strike last trading price was 34.05, which was -19.95 lower than the previous day. The implied volatity was 36.87, the open interest changed by 0 which decreased total open position to 12
On 7 Apr ICICIPRULI was trading at 516.65. The strike last trading price was 54, which was 10.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 6 Apr ICICIPRULI was trading at 513.10. The strike last trading price was 54, which was 10.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 2 Apr ICICIPRULI was trading at 503.40. The strike last trading price was 54, which was 10.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 54, which was 10.5 higher than the previous day. The implied volatity was 18.01, the open interest changed by 0 which decreased total open position to 11
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 43.5, which was 14.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 43.5, which was 14.2 higher than the previous day. The implied volatity was 33.67, the open interest changed by 0 which decreased total open position to 11
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 29.3, which was 7.9 higher than the previous day. The implied volatity was 20.07, the open interest changed by -2 which decreased total open position to 9
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 21.4, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 21.4, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 21.4, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 21.4, which was 8.65 higher than the previous day. The implied volatity was 30.03, the open interest changed by 0 which decreased total open position to 10
On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 12.75, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 12.75, which was 5.9 higher than the previous day. The implied volatity was 31.75, the open interest changed by 0 which decreased total open position to 8
On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 6.85, which was 3.2 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 6.85, which was 3.2 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 6.85, which was 3.2 higher 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 6.85, which was 3.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 6.85, which was 3.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 6.85, which was 3.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 6.85, which was 3.2 higher than the previous day. The implied volatity was 27.86, the open interest changed by 0 which decreased total open position to 2
On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 3.65, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 3.65, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
