ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
18 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 595 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 18 Dec | 645.65 | 39 | 10.45 | - | 1 | 0 | 4 | |||||||||
| 17 Dec | 630.50 | 28.55 | -5.15 | - | 0 | 0 | 4 | |||||||||
| 16 Dec | 637.95 | 28.55 | -5.15 | - | 0 | 0 | 4 | |||||||||
| 15 Dec | 648.50 | 28.55 | -5.15 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 647.55 | 28.55 | -5.15 | - | 0 | 0 | 4 | |||||||||
| 11 Dec | 635.85 | 28.55 | -5.15 | - | 0 | 0 | 4 | |||||||||
| 10 Dec | 642.85 | 28.55 | -5.15 | - | 0 | 0 | 4 | |||||||||
| 9 Dec | 623.60 | 28.55 | -5.15 | - | 0 | 4 | 0 | |||||||||
| 8 Dec | 616.25 | 28.55 | -5.15 | 14.31 | 7 | 3 | 3 | |||||||||
| 5 Dec | 626.05 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 615.35 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 611.25 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 616.55 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 621.55 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 619.75 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 625.25 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 621.90 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 612.25 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 607.35 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 610.90 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 618.40 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 613.95 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 626.80 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 624.70 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 614.80 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 603.75 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 595 expiring on 30DEC2025
Delta for 595 CE is -
Historical price for 595 CE is as follows
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 39, which was 10.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 28.55, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 28.55, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 28.55, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 28.55, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 28.55, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 28.55, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 28.55, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 28.55, which was -5.15 lower than the previous day. The implied volatity was 14.31, the open interest changed by 3 which increased total open position to 3
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 33.7, 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 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 33.7, 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 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 33.7, 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 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 33.7, 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 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 33.7, 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 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 33.7, 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 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 33.7, 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 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 33.7, 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 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 33.7, 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 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 33.7, 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 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 33.7, 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 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 33.7, 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 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 33.7, 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 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 33.7, 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 33.7, 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 33.7, 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 33.7, 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 595 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.10
Theta: -0.11
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 645.65 | 0.55 | -3.75 | 27.88 | 8 | -1 | 3 |
| 17 Dec | 630.50 | 4.3 | -17.7 | - | 0 | 0 | 4 |
| 16 Dec | 637.95 | 4.3 | -17.7 | - | 0 | 0 | 4 |
| 15 Dec | 648.50 | 4.3 | -17.7 | - | 0 | 0 | 0 |
| 12 Dec | 647.55 | 4.3 | -17.7 | - | 0 | 0 | 4 |
| 11 Dec | 635.85 | 4.3 | -17.7 | - | 0 | 0 | 4 |
| 10 Dec | 642.85 | 4.3 | -17.7 | - | 0 | 0 | 4 |
| 9 Dec | 623.60 | 4.3 | -17.7 | - | 0 | 4 | 0 |
| 8 Dec | 616.25 | 4.3 | -17.7 | 23.57 | 13 | 3 | 3 |
| 5 Dec | 626.05 | 22 | 0 | 6.43 | 0 | 0 | 0 |
| 4 Dec | 615.35 | 22 | 0 | 4.33 | 0 | 0 | 0 |
| 3 Dec | 611.25 | 22 | 0 | 3.95 | 0 | 0 | 0 |
| 2 Dec | 616.55 | 22 | 0 | 4.34 | 0 | 0 | 0 |
| 1 Dec | 621.55 | 22 | 0 | 5.41 | 0 | 0 | 0 |
| 28 Nov | 619.75 | 22 | 0 | 5.17 | 0 | 0 | 0 |
| 27 Nov | 625.25 | 22 | 0 | 5.95 | 0 | 0 | 0 |
| 26 Nov | 621.90 | 22 | 0 | 5.34 | 0 | 0 | 0 |
| 25 Nov | 612.25 | 22 | 0 | 4.13 | 0 | 0 | 0 |
| 24 Nov | 607.35 | 22 | 0 | 2.82 | 0 | 0 | 0 |
| 21 Nov | 610.90 | 22 | 0 | 3.36 | 0 | 0 | 0 |
| 20 Nov | 618.40 | 22 | 0 | 4.31 | 0 | 0 | 0 |
| 19 Nov | 613.95 | 22 | 0 | 3.80 | 0 | 0 | 0 |
| 18 Nov | 626.80 | 22 | 0 | 5.14 | 0 | 0 | 0 |
| 11 Nov | 624.70 | 22 | 0 | 4.60 | 0 | 0 | 0 |
| 10 Nov | 614.80 | 22 | 0 | 3.44 | 0 | 0 | 0 |
| 6 Nov | 603.75 | 22 | 0 | 2.28 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 595 expiring on 30DEC2025
Delta for 595 PE is -0.04
Historical price for 595 PE is as follows
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 0.55, which was -3.75 lower than the previous day. The implied volatity was 27.88, the open interest changed by -1 which decreased total open position to 3
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 4.3, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 4.3, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 4.3, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 4.3, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 4.3, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 4.3, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 4.3, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 4.3, which was -17.7 lower than the previous day. The implied volatity was 23.57, the open interest changed by 3 which increased total open position to 3
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 6.43, 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 22, which was 0 lower than the previous day. The implied volatity was 4.33, 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 22, which was 0 lower than the previous day. The implied volatity was 3.95, 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 22, which was 0 lower than the previous day. The implied volatity was 4.34, 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 22, which was 0 lower than the previous day. The implied volatity was 5.41, 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 22, which was 0 lower than the previous day. The implied volatity was 5.17, 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 22, 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
On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 5.34, 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 22, which was 0 lower than the previous day. The implied volatity was 4.13, 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 22, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 3.36, 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 22, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 3.80, 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 22, which was 0 lower than the previous day. The implied volatity was 5.14, 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, which was 0 lower than the previous day. The implied volatity was 4.60, 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, which was 0 lower than the previous day. The implied volatity was 3.44, 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, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0































































































































































































































