ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
09 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 580 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 623.60 | 40 | -8.05 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 616.25 | 40 | -8.05 | - | 0 | 0 | 1 | |||||||||
| 5 Dec | 626.05 | 40 | -8.05 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 615.35 | 40 | -8.05 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 611.25 | 40 | -8.05 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 616.55 | 40 | -8.05 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 621.55 | 40 | -8.05 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 619.75 | 40 | -8.05 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 625.25 | 40 | -8.05 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 621.90 | 40 | -8.05 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 612.25 | 40 | -8.05 | - | 0 | 0 | 0 | |||||||||
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| 24 Nov | 607.35 | 40 | -8.05 | 27.16 | 1 | 0 | 1 | |||||||||
| 21 Nov | 610.90 | 48.05 | 1.45 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 618.40 | 48.05 | 1.45 | - | 0 | 1 | 0 | |||||||||
| 19 Nov | 613.95 | 48.05 | 1.45 | 26.77 | 1 | 0 | 0 | |||||||||
| 18 Nov | 626.80 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 624.70 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 614.80 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 603.75 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 600.50 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 601.95 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 595.30 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 596.75 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 595.75 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 598.05 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 593.60 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 593.40 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 592.90 | 46.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 600.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 601.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 580 expiring on 30DEC2025
Delta for 580 CE is -
Historical price for 580 CE is as follows
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 40, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 40, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 40, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 40, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 40, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 40, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 40, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 40, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 40, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 40, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 40, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 40, which was -8.05 lower than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 1
On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 48.05, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 48.05, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 48.05, which was 1.45 higher than the previous day. The implied volatity was 26.77, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ICICIPRULI was trading at 603.75. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct ICICIPRULI was trading at 600.50. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Oct ICICIPRULI was trading at 601.95. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct ICICIPRULI was trading at 595.30. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Oct ICICIPRULI was trading at 596.75. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Oct ICICIPRULI was trading at 595.75. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct ICICIPRULI was trading at 598.05. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct ICICIPRULI was trading at 593.60. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Oct ICICIPRULI was trading at 593.40. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Oct ICICIPRULI was trading at 592.90. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Oct ICICIPRULI was trading at 600.45. 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 3 Oct ICICIPRULI was trading at 601.10. 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
| ICICIPRULI 30DEC2025 580 PE | |||||||
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Delta: -0.08
Vega: 0.23
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 623.60 | 1.4 | -0.55 | 23.94 | 43 | 11 | 111 |
| 8 Dec | 616.25 | 1.95 | 0.9 | 24.01 | 49 | -4 | 103 |
| 5 Dec | 626.05 | 1.05 | -0.6 | 21.55 | 52 | -10 | 107 |
| 4 Dec | 615.35 | 1.65 | -0.95 | 20.63 | 28 | 0 | 117 |
| 3 Dec | 611.25 | 2.55 | 0.25 | 21.22 | 65 | -21 | 117 |
| 2 Dec | 616.55 | 2.3 | 0.55 | - | 0 | 0 | 0 |
| 1 Dec | 621.55 | 2.3 | 0.55 | - | 0 | 26 | 0 |
| 28 Nov | 619.75 | 2.3 | 0.55 | 22.12 | 40 | 27 | 139 |
| 27 Nov | 625.25 | 1.7 | -0.7 | 21.73 | 24 | -7 | 112 |
| 26 Nov | 621.90 | 2.4 | -1.05 | 22.40 | 185 | 16 | 118 |
| 25 Nov | 612.25 | 3.5 | -1.05 | 22.26 | 48 | 12 | 102 |
| 24 Nov | 607.35 | 4.7 | 0.2 | 20.83 | 38 | 9 | 92 |
| 21 Nov | 610.90 | 4.55 | 0.9 | 21.76 | 45 | 20 | 82 |
| 20 Nov | 618.40 | 3.65 | -1 | 22.90 | 63 | 14 | 63 |
| 19 Nov | 613.95 | 4.45 | -18.15 | 22.82 | 54 | 47 | 47 |
| 18 Nov | 626.80 | 22.6 | 0 | 7.45 | 0 | 0 | 0 |
| 11 Nov | 624.70 | 22.6 | 0 | 6.37 | 0 | 0 | 0 |
| 10 Nov | 614.80 | 22.6 | 0 | 5.05 | 0 | 0 | 0 |
| 6 Nov | 603.75 | 22.6 | 0 | 3.92 | 0 | 0 | 0 |
| 28 Oct | 600.50 | 22.6 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 601.95 | 22.6 | 0 | 3.63 | 0 | 0 | 0 |
| 21 Oct | 595.30 | 22.6 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 596.75 | 22.6 | 0 | 3.09 | 0 | 0 | 0 |
| 17 Oct | 595.75 | 22.6 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 598.05 | 22.6 | 0 | 3.15 | 0 | 0 | 0 |
| 13 Oct | 593.60 | 22.6 | 0 | 2.96 | 0 | 0 | 0 |
| 9 Oct | 593.40 | 22.6 | 0 | 2.72 | 0 | 0 | 0 |
| 8 Oct | 592.90 | 22.6 | 0 | 2.66 | 0 | 0 | 0 |
| 6 Oct | 600.45 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 601.10 | 0 | 0 | 3.42 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 580 expiring on 30DEC2025
Delta for 580 PE is -0.08
Historical price for 580 PE is as follows
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 23.94, the open interest changed by 11 which increased total open position to 111
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 1.95, which was 0.9 higher than the previous day. The implied volatity was 24.01, the open interest changed by -4 which decreased total open position to 103
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 1.05, which was -0.6 lower than the previous day. The implied volatity was 21.55, the open interest changed by -10 which decreased total open position to 107
On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 1.65, which was -0.95 lower than the previous day. The implied volatity was 20.63, the open interest changed by 0 which decreased total open position to 117
On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 2.55, which was 0.25 higher than the previous day. The implied volatity was 21.22, the open interest changed by -21 which decreased total open position to 117
On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 0
On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was 22.12, the open interest changed by 27 which increased total open position to 139
On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 1.7, which was -0.7 lower than the previous day. The implied volatity was 21.73, the open interest changed by -7 which decreased total open position to 112
On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 2.4, which was -1.05 lower than the previous day. The implied volatity was 22.40, the open interest changed by 16 which increased total open position to 118
On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 3.5, which was -1.05 lower than the previous day. The implied volatity was 22.26, the open interest changed by 12 which increased total open position to 102
On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 4.7, which was 0.2 higher than the previous day. The implied volatity was 20.83, the open interest changed by 9 which increased total open position to 92
On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 4.55, which was 0.9 higher than the previous day. The implied volatity was 21.76, the open interest changed by 20 which increased total open position to 82
On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 3.65, which was -1 lower than the previous day. The implied volatity was 22.90, the open interest changed by 14 which increased total open position to 63
On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 4.45, which was -18.15 lower than the previous day. The implied volatity was 22.82, the open interest changed by 47 which increased total open position to 47
On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 6.37, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 22.6, 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 6 Nov ICICIPRULI was trading at 603.75. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0
On 28 Oct ICICIPRULI was trading at 600.50. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Oct ICICIPRULI was trading at 601.95. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 21 Oct ICICIPRULI was trading at 595.30. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Oct ICICIPRULI was trading at 596.75. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 17 Oct ICICIPRULI was trading at 595.75. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct ICICIPRULI was trading at 598.05. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 13 Oct ICICIPRULI was trading at 593.60. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0
On 9 Oct ICICIPRULI was trading at 593.40. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
On 8 Oct ICICIPRULI was trading at 592.90. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
On 6 Oct ICICIPRULI was trading at 600.45. 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 3 Oct ICICIPRULI was trading at 601.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0































































































































































































































