[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
623.6 +7.35 (1.19%)
L: 614.9 H: 631.25

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Historical option data for ICICIPRULI

09 Dec 2025 04:10 PM IST
ICICIPRULI 30-DEC-2025 600 CE
Delta: 0.82
Vega: 0.40
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 29.85 5.3 20.73 84 -34 56
8 Dec 616.25 25 -6.1 16.51 65 18 92
5 Dec 626.05 31 7.25 13.92 25 4 77
4 Dec 615.35 23.95 3.7 15.32 23 3 72
3 Dec 611.25 20.25 -5.5 15.20 35 9 69
2 Dec 616.55 25.75 -4.45 21.21 22 -5 59
1 Dec 621.55 30.7 2.95 20.22 14 -4 64
28 Nov 619.75 27.6 -5.45 12.53 26 12 68
27 Nov 625.25 33.05 2.3 13.03 35 -21 57
26 Nov 621.90 31.3 7.3 16.50 47 17 78
25 Nov 612.25 24 1.7 14.28 27 14 63
24 Nov 607.35 22.15 -2.05 21.60 23 8 45
21 Nov 610.90 24.2 -7.9 18.57 12 6 37
20 Nov 618.40 32.35 2.45 19.98 37 10 30
19 Nov 613.95 29.9 -9.1 20.90 20 1 7
18 Nov 626.80 39 -6 23.01 3 1 4
17 Nov 630.60 45 10.05 - 0 0 0
14 Nov 629.45 45 10.05 - 0 0 0
13 Nov 630.10 45 10.05 - 0 -1 0
12 Nov 632.95 45 10.05 22.41 1 0 0
11 Nov 624.70 34.95 7.1 - 0 0 0
10 Nov 614.80 34.95 7.1 26.46 1 0 4
7 Nov 615.35 27.85 6.35 - 0 0 0
6 Nov 603.75 27.85 6.35 - 0 3 0
4 Nov 607.55 27.85 6.35 19.22 3 2 3
3 Nov 599.25 21.5 -14.5 - 0 1 0
31 Oct 591.15 21.5 -14.5 - 1 0 0
30 Oct 600.40 36 0 - 0 0 0
29 Oct 601.00 36 0 - 0 0 0
28 Oct 600.50 36 0 - 0 0 0
27 Oct 600.75 36 0 - 0 0 0
24 Oct 601.95 36 0 - 0 0 0
21 Oct 595.30 36 0 - 0 0 0
20 Oct 596.75 36 0 - 0 0 0
17 Oct 595.75 36 0 - 0 0 0
14 Oct 598.05 36 0 - 0 0 0
13 Oct 593.60 36 0 - 0 0 0
9 Oct 593.40 36 0 - 0 0 0
8 Oct 592.90 36 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 600 expiring on 30DEC2025

Delta for 600 CE is 0.82

Historical price for 600 CE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 29.85, which was 5.3 higher than the previous day. The implied volatity was 20.73, the open interest changed by -34 which decreased total open position to 56


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 25, which was -6.1 lower than the previous day. The implied volatity was 16.51, the open interest changed by 18 which increased total open position to 92


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 31, which was 7.25 higher than the previous day. The implied volatity was 13.92, the open interest changed by 4 which increased total open position to 77


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 23.95, which was 3.7 higher than the previous day. The implied volatity was 15.32, the open interest changed by 3 which increased total open position to 72


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 20.25, which was -5.5 lower than the previous day. The implied volatity was 15.20, the open interest changed by 9 which increased total open position to 69


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 25.75, which was -4.45 lower than the previous day. The implied volatity was 21.21, the open interest changed by -5 which decreased total open position to 59


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 30.7, which was 2.95 higher than the previous day. The implied volatity was 20.22, the open interest changed by -4 which decreased total open position to 64


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 27.6, which was -5.45 lower than the previous day. The implied volatity was 12.53, the open interest changed by 12 which increased total open position to 68


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 33.05, which was 2.3 higher than the previous day. The implied volatity was 13.03, the open interest changed by -21 which decreased total open position to 57


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 31.3, which was 7.3 higher than the previous day. The implied volatity was 16.50, the open interest changed by 17 which increased total open position to 78


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 24, which was 1.7 higher than the previous day. The implied volatity was 14.28, the open interest changed by 14 which increased total open position to 63


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 22.15, which was -2.05 lower than the previous day. The implied volatity was 21.60, the open interest changed by 8 which increased total open position to 45


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 24.2, which was -7.9 lower than the previous day. The implied volatity was 18.57, the open interest changed by 6 which increased total open position to 37


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 32.35, which was 2.45 higher than the previous day. The implied volatity was 19.98, the open interest changed by 10 which increased total open position to 30


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 29.9, which was -9.1 lower than the previous day. The implied volatity was 20.90, the open interest changed by 1 which increased total open position to 7


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 39, which was -6 lower than the previous day. The implied volatity was 23.01, the open interest changed by 1 which increased total open position to 4


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 45, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 45, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 45, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 45, which was 10.05 higher than the previous day. The implied volatity was 22.41, 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 34.95, which was 7.1 higher 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 34.95, which was 7.1 higher than the previous day. The implied volatity was 26.46, the open interest changed by 0 which decreased total open position to 4


On 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 27.85, which was 6.35 higher 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 27.85, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 4 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 27.85, which was 6.35 higher than the previous day. The implied volatity was 19.22, the open interest changed by 2 which increased total open position to 3


On 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 21.5, which was -14.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 21.5, which was -14.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 36, 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 29 Oct ICICIPRULI was trading at 601.00. The strike last trading price was 36, 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 36, 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 Oct ICICIPRULI was trading at 600.75. The strike last trading price was 36, 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 36, 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 36, 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 36, 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 36, 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 36, 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 36, 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 36, 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 36, 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 600 PE
Delta: -0.19
Vega: 0.40
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 3.3 -1.85 21.09 131 -13 145
8 Dec 616.25 4.9 2.2 22.26 357 -117 153
5 Dec 626.05 2.6 -2.6 19.07 197 -31 270
4 Dec 615.35 4.85 -1.85 19.77 42 -3 301
3 Dec 611.25 6.55 0.9 20.10 108 13 304
2 Dec 616.55 5.6 0.9 19.43 25 4 292
1 Dec 621.55 4.6 -1 20.41 54 -8 288
28 Nov 619.75 5.65 1.6 21.35 202 3 296
27 Nov 625.25 4.1 -1.45 20.45 128 34 294
26 Nov 621.90 5.3 -2.75 20.97 140 7 260
25 Nov 612.25 8.25 -1.6 22.18 91 20 254
24 Nov 607.35 9.7 0.7 19.23 77 25 234
21 Nov 610.90 9 1.05 20.22 147 89 168
20 Nov 618.40 7.95 -1.55 22.60 26 3 79
19 Nov 613.95 9.5 3.15 22.72 82 37 75
18 Nov 626.80 6.35 -0.15 21.80 11 1 38
17 Nov 630.60 6.5 -1.3 23.27 8 0 31
14 Nov 629.45 7.8 0.5 25.04 1 0 32
13 Nov 630.10 7.3 1 23.98 2 0 32
12 Nov 632.95 6.3 -2.7 22.62 10 6 32
11 Nov 624.70 9 -3.6 23.82 11 3 27
10 Nov 614.80 12.6 0.55 23.83 12 4 24
7 Nov 615.35 12.05 -3 24.60 2 0 18
6 Nov 603.75 15.05 -3.95 - 0 2 0
4 Nov 607.55 15.05 -3.95 24.13 6 1 17
3 Nov 599.25 19 1 25.34 1 0 15
31 Oct 591.15 18 -0.65 - 1 0 15
30 Oct 600.40 18.65 1.4 24.00 4 2 14
29 Oct 601.00 17.25 -1.25 23.15 7 2 7
28 Oct 600.50 18.5 -2.2 - 0 4 0
27 Oct 600.75 18.5 -2.2 24.13 4 3 4
24 Oct 601.95 20.7 -11 26.21 1 0 0
21 Oct 595.30 31.7 0 0.84 0 0 0
20 Oct 596.75 31.7 0 1.13 0 0 0
17 Oct 595.75 31.7 0 1.10 0 0 0
14 Oct 598.05 31.7 0 - 0 0 0
13 Oct 593.60 31.7 0 0.99 0 0 0
9 Oct 593.40 31.7 0 0.81 0 0 0
8 Oct 592.90 31.7 0 0.72 0 0 0
6 Oct 600.45 0 0 - 0 0 0
3 Oct 601.10 0 0 1.64 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 600 expiring on 30DEC2025

Delta for 600 PE is -0.19

Historical price for 600 PE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 3.3, which was -1.85 lower than the previous day. The implied volatity was 21.09, the open interest changed by -13 which decreased total open position to 145


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 4.9, which was 2.2 higher than the previous day. The implied volatity was 22.26, the open interest changed by -117 which decreased total open position to 153


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 2.6, which was -2.6 lower than the previous day. The implied volatity was 19.07, the open interest changed by -31 which decreased total open position to 270


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 4.85, which was -1.85 lower than the previous day. The implied volatity was 19.77, the open interest changed by -3 which decreased total open position to 301


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 6.55, which was 0.9 higher than the previous day. The implied volatity was 20.10, the open interest changed by 13 which increased total open position to 304


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 5.6, which was 0.9 higher than the previous day. The implied volatity was 19.43, the open interest changed by 4 which increased total open position to 292


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 4.6, which was -1 lower than the previous day. The implied volatity was 20.41, the open interest changed by -8 which decreased total open position to 288


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 5.65, which was 1.6 higher than the previous day. The implied volatity was 21.35, the open interest changed by 3 which increased total open position to 296


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 4.1, which was -1.45 lower than the previous day. The implied volatity was 20.45, the open interest changed by 34 which increased total open position to 294


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 5.3, which was -2.75 lower than the previous day. The implied volatity was 20.97, the open interest changed by 7 which increased total open position to 260


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 8.25, which was -1.6 lower than the previous day. The implied volatity was 22.18, the open interest changed by 20 which increased total open position to 254


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 9.7, which was 0.7 higher than the previous day. The implied volatity was 19.23, the open interest changed by 25 which increased total open position to 234


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 9, which was 1.05 higher than the previous day. The implied volatity was 20.22, the open interest changed by 89 which increased total open position to 168


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 7.95, which was -1.55 lower than the previous day. The implied volatity was 22.60, the open interest changed by 3 which increased total open position to 79


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 9.5, which was 3.15 higher than the previous day. The implied volatity was 22.72, the open interest changed by 37 which increased total open position to 75


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 6.35, which was -0.15 lower than the previous day. The implied volatity was 21.80, the open interest changed by 1 which increased total open position to 38


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 6.5, which was -1.3 lower than the previous day. The implied volatity was 23.27, the open interest changed by 0 which decreased total open position to 31


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 7.8, which was 0.5 higher than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 32


On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 7.3, which was 1 higher than the previous day. The implied volatity was 23.98, the open interest changed by 0 which decreased total open position to 32


On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 6.3, which was -2.7 lower than the previous day. The implied volatity was 22.62, the open interest changed by 6 which increased total open position to 32


On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 9, which was -3.6 lower than the previous day. The implied volatity was 23.82, the open interest changed by 3 which increased total open position to 27


On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 12.6, which was 0.55 higher than the previous day. The implied volatity was 23.83, the open interest changed by 4 which increased total open position to 24


On 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 12.05, which was -3 lower than the previous day. The implied volatity was 24.60, the open interest changed by 0 which decreased total open position to 18


On 6 Nov ICICIPRULI was trading at 603.75. The strike last trading price was 15.05, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 15.05, which was -3.95 lower than the previous day. The implied volatity was 24.13, the open interest changed by 1 which increased total open position to 17


On 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 19, which was 1 higher than the previous day. The implied volatity was 25.34, the open interest changed by 0 which decreased total open position to 15


On 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 18, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 30 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 18.65, which was 1.4 higher than the previous day. The implied volatity was 24.00, the open interest changed by 2 which increased total open position to 14


On 29 Oct ICICIPRULI was trading at 601.00. The strike last trading price was 17.25, which was -1.25 lower than the previous day. The implied volatity was 23.15, the open interest changed by 2 which increased total open position to 7


On 28 Oct ICICIPRULI was trading at 600.50. The strike last trading price was 18.5, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 27 Oct ICICIPRULI was trading at 600.75. The strike last trading price was 18.5, which was -2.2 lower than the previous day. The implied volatity was 24.13, the open interest changed by 3 which increased total open position to 4


On 24 Oct ICICIPRULI was trading at 601.95. The strike last trading price was 20.7, which was -11 lower than the previous day. The implied volatity was 26.21, 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 31.7, which was 0 lower than the previous day. The implied volatity was 0.84, 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 31.7, which was 0 lower than the previous day. The implied volatity was 1.13, 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 31.7, which was 0 lower than the previous day. The implied volatity was 1.10, 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 31.7, 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 13 Oct ICICIPRULI was trading at 593.60. The strike last trading price was 31.7, which was 0 lower than the previous day. The implied volatity was 0.99, 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 31.7, which was 0 lower than the previous day. The implied volatity was 0.81, 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 31.7, which was 0 lower than the previous day. The implied volatity was 0.72, 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 1.64, the open interest changed by 0 which decreased total open position to 0