[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
552.1 -10.80 (-1.92%)
L: 548 H: 566.6

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Historical option data for ICICIPRULI

20 Mar 2026 04:10 PM IST
ICICIPRULI 30-MAR-2026 600 CE
Delta: 0.07
Vega: 0.12
Theta: -0.2
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 Mar 552.10 0.85 -1.1 33.16 311 29 263
19 Mar 562.90 2 -4.35 29.06 589 8 235
18 Mar 588.70 6 -3.8 25.43 199 32 227
17 Mar 592.45 9.9 3.35 27.47 609 -14 197
16 Mar 583.90 6.4 -1.4 25.94 170 30 208
13 Mar 583.75 8 -4.45 26.25 108 20 176
12 Mar 592.95 12.4 -2.45 26.3 284 16 156
11 Mar 598.50 13.95 -4.9 28.15 257 45 138
10 Mar 601.65 19.3 -0.05 30.54 152 36 91
9 Mar 601.55 19.6 -6.4 27.16 152 26 54
6 Mar 614.05 26.2 -11.3 24.18 30 9 29
5 Mar 627.45 37.5 1.05 30.72 24 13 25
4 Mar 625.75 35.6 -32.55 20.34 16 9 12
2 Mar 653.55 68.15 -11.85 - 0 1 0
27 Feb 654.50 68.15 -11.85 31.11 1 0 2
26 Feb 674.55 80 14.75 23.72 1 0 1
25 Feb 668.25 65.25 5.9 - 0 0 1
24 Feb 661.40 65.25 5.9 - 0 0 1
23 Feb 664.15 65.25 5.9 13.39 1 0 1
20 Feb 651.30 58.5 -15.8 18.36 4 2 2
19 Feb 648.65 74.3 0 - 0 0 0
18 Feb 648.85 - - - 0 0 0
17 Feb 638.70 - - - 0 0 0
16 Feb 640.85 - - - 0 0 0
13 Feb 643.65 - - - 0 0 0
12 Feb 638.10 - - - 0 0 0
11 Feb 640.95 - - - 0 0 0
10 Feb 643.00 - - - 0 0 0
9 Feb 648.30 - - - 0 0 0
6 Feb 651.35 - - - 0 0 0
5 Feb 655.20 - - - 0 0 0
4 Feb 660.35 - - - 0 0 0
3 Feb 654.40 - - - 0 0 0
2 Feb 641.80 - - - 0 0 0
1 Feb 643.45 - - - 0 0 0
30 Jan 636.85 74.3 0 - 0 0 0
29 Jan 625.30 74.3 0 - 0 0 0
28 Jan 642.40 - - - 0 0 0
27 Jan 643.85 74.3 0 - 0 0 0
23 Jan 638.70 74.3 0 - 0 0 0
22 Jan 653.15 74.3 0 - 0 0 0
21 Jan 647.10 74.3 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 600 expiring on 30MAR2026

Delta for 600 CE is 0.07

Historical price for 600 CE is as follows

On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 0.85, which was -1.1 lower than the previous day. The implied volatity was 33.16, the open interest changed by 29 which increased total open position to 263


On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 2, which was -4.35 lower than the previous day. The implied volatity was 29.06, the open interest changed by 8 which increased total open position to 235


On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 6, which was -3.8 lower than the previous day. The implied volatity was 25.43, the open interest changed by 32 which increased total open position to 227


On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 9.9, which was 3.35 higher than the previous day. The implied volatity was 27.47, the open interest changed by -14 which decreased total open position to 197


On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 6.4, which was -1.4 lower than the previous day. The implied volatity was 25.94, the open interest changed by 30 which increased total open position to 208


On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 8, which was -4.45 lower than the previous day. The implied volatity was 26.25, the open interest changed by 20 which increased total open position to 176


On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 12.4, which was -2.45 lower than the previous day. The implied volatity was 26.3, the open interest changed by 16 which increased total open position to 156


On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 13.95, which was -4.9 lower than the previous day. The implied volatity was 28.15, the open interest changed by 45 which increased total open position to 138


On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 19.3, which was -0.05 lower than the previous day. The implied volatity was 30.54, the open interest changed by 36 which increased total open position to 91


On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 19.6, which was -6.4 lower than the previous day. The implied volatity was 27.16, the open interest changed by 26 which increased total open position to 54


On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 26.2, which was -11.3 lower than the previous day. The implied volatity was 24.18, the open interest changed by 9 which increased total open position to 29


On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 37.5, which was 1.05 higher than the previous day. The implied volatity was 30.72, the open interest changed by 13 which increased total open position to 25


On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 35.6, which was -32.55 lower than the previous day. The implied volatity was 20.34, the open interest changed by 9 which increased total open position to 12


On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 68.15, which was -11.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 68.15, which was -11.85 lower than the previous day. The implied volatity was 31.11, the open interest changed by 0 which decreased total open position to 2


On 26 Feb ICICIPRULI was trading at 674.55. The strike last trading price was 80, which was 14.75 higher than the previous day. The implied volatity was 23.72, the open interest changed by 0 which decreased total open position to 1


On 25 Feb ICICIPRULI was trading at 668.25. The strike last trading price was 65.25, 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 1


On 24 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 65.25, 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 1


On 23 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 65.25, which was 5.9 higher than the previous day. The implied volatity was 13.39, the open interest changed by 0 which decreased total open position to 1


On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 58.5, which was -15.8 lower than the previous day. The implied volatity was 18.36, the open interest changed by 2 which increased total open position to 2


On 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 74.3, 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 Feb ICICIPRULI was trading at 648.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb ICICIPRULI was trading at 638.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb ICICIPRULI was trading at 640.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb ICICIPRULI was trading at 643.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb ICICIPRULI was trading at 638.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb ICICIPRULI was trading at 640.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb ICICIPRULI was trading at 643.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb ICICIPRULI was trading at 660.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb ICICIPRULI was trading at 654.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb ICICIPRULI was trading at 641.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb ICICIPRULI was trading at 643.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 74.3, 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 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 74.3, 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 Jan ICICIPRULI was trading at 642.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan ICICIPRULI was trading at 643.85. The strike last trading price was 74.3, 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 23 Jan ICICIPRULI was trading at 638.70. The strike last trading price was 74.3, 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 22 Jan ICICIPRULI was trading at 653.15. The strike last trading price was 74.3, 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 Jan ICICIPRULI was trading at 647.10. The strike last trading price was 74.3, 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 30MAR2026 600 PE
Delta: -0.92
Vega: 0.13
Theta: -0.06
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 Mar 552.10 46.65 7.65 32.76 8 -2 305
19 Mar 562.90 36.8 20.45 38.5 55 -15 308
18 Mar 588.70 16.35 0.75 21.71 16 3 322
17 Mar 592.45 15.6 -6.9 28.68 80 -3 319
16 Mar 583.90 22.5 -1.7 31.94 45 4 322
13 Mar 583.75 23.85 5.5 33.08 50 -15 318
12 Mar 592.95 18.15 -0.35 31.43 188 -42 332
11 Mar 598.50 19.45 4.15 33.35 260 1 374
10 Mar 601.65 14.95 -2.45 30.41 480 260 377
9 Mar 601.55 16.9 5.85 35.54 197 -24 119
6 Mar 614.05 10.8 4.3 30.22 200 -8 144
5 Mar 627.45 7 -1.65 28.14 408 74 153
4 Mar 625.75 9.1 6.7 33.24 153 -2 78
2 Mar 653.55 2.3 -0.15 26.98 167 4 81
27 Feb 654.50 2.3 0.85 27.32 97 -15 78
26 Feb 674.55 1.45 -0.25 27.76 23 -2 94
25 Feb 668.25 1.7 -0.9 27.11 229 36 96
24 Feb 661.40 2.6 0 27.67 13 3 59
23 Feb 664.15 2.65 -7.9 27.91 90 54 54
20 Feb 651.30 10.55 0 8.16 0 0 0
19 Feb 648.65 10.55 0 7.59 0 0 0
18 Feb 648.85 - - - 0 0 0
17 Feb 638.70 - - - 0 0 0
16 Feb 640.85 - - - 0 0 0
13 Feb 643.65 - - - 0 0 0
12 Feb 638.10 - - - 0 0 0
11 Feb 640.95 - - - 0 0 0
10 Feb 643.00 - - - 0 0 0
9 Feb 648.30 - - - 0 0 0
6 Feb 651.35 - - - 0 0 0
5 Feb 655.20 - - - 0 0 0
4 Feb 660.35 - - - 0 0 0
3 Feb 654.40 - - - 0 0 0
2 Feb 641.80 - - - 0 0 0
1 Feb 643.45 - - - 0 0 0
30 Jan 636.85 10.55 0 3.64 0 0 0
29 Jan 625.30 10.55 0 3.89 0 0 0
28 Jan 642.40 - - - 0 0 0
27 Jan 643.85 10.55 0 5.95 0 0 0
23 Jan 638.70 10.55 0 5.31 0 0 0
22 Jan 653.15 10.55 0 6.24 0 0 0
21 Jan 647.10 10.55 0 6.07 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 600 expiring on 30MAR2026

Delta for 600 PE is -0.92

Historical price for 600 PE is as follows

On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 46.65, which was 7.65 higher than the previous day. The implied volatity was 32.76, the open interest changed by -2 which decreased total open position to 305


On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 36.8, which was 20.45 higher than the previous day. The implied volatity was 38.5, the open interest changed by -15 which decreased total open position to 308


On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 16.35, which was 0.75 higher than the previous day. The implied volatity was 21.71, the open interest changed by 3 which increased total open position to 322


On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 15.6, which was -6.9 lower than the previous day. The implied volatity was 28.68, the open interest changed by -3 which decreased total open position to 319


On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 22.5, which was -1.7 lower than the previous day. The implied volatity was 31.94, the open interest changed by 4 which increased total open position to 322


On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 23.85, which was 5.5 higher than the previous day. The implied volatity was 33.08, the open interest changed by -15 which decreased total open position to 318


On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 18.15, which was -0.35 lower than the previous day. The implied volatity was 31.43, the open interest changed by -42 which decreased total open position to 332


On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 19.45, which was 4.15 higher than the previous day. The implied volatity was 33.35, the open interest changed by 1 which increased total open position to 374


On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 14.95, which was -2.45 lower than the previous day. The implied volatity was 30.41, the open interest changed by 260 which increased total open position to 377


On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 16.9, which was 5.85 higher than the previous day. The implied volatity was 35.54, the open interest changed by -24 which decreased total open position to 119


On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 10.8, which was 4.3 higher than the previous day. The implied volatity was 30.22, the open interest changed by -8 which decreased total open position to 144


On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 7, which was -1.65 lower than the previous day. The implied volatity was 28.14, the open interest changed by 74 which increased total open position to 153


On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 9.1, which was 6.7 higher than the previous day. The implied volatity was 33.24, the open interest changed by -2 which decreased total open position to 78


On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 26.98, the open interest changed by 4 which increased total open position to 81


On 27 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 2.3, which was 0.85 higher than the previous day. The implied volatity was 27.32, the open interest changed by -15 which decreased total open position to 78


On 26 Feb ICICIPRULI was trading at 674.55. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 27.76, the open interest changed by -2 which decreased total open position to 94


On 25 Feb ICICIPRULI was trading at 668.25. The strike last trading price was 1.7, which was -0.9 lower than the previous day. The implied volatity was 27.11, the open interest changed by 36 which increased total open position to 96


On 24 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 2.6, which was 0 lower than the previous day. The implied volatity was 27.67, the open interest changed by 3 which increased total open position to 59


On 23 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 2.65, which was -7.9 lower than the previous day. The implied volatity was 27.91, the open interest changed by 54 which increased total open position to 54


On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 8.16, the open interest changed by 0 which decreased total open position to 0


On 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 7.59, the open interest changed by 0 which decreased total open position to 0


On 18 Feb ICICIPRULI was trading at 648.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb ICICIPRULI was trading at 638.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb ICICIPRULI was trading at 640.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb ICICIPRULI was trading at 643.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb ICICIPRULI was trading at 638.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb ICICIPRULI was trading at 640.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb ICICIPRULI was trading at 643.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb ICICIPRULI was trading at 660.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb ICICIPRULI was trading at 654.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb ICICIPRULI was trading at 641.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb ICICIPRULI was trading at 643.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0


On 29 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0


On 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan ICICIPRULI was trading at 643.85. The strike last trading price was 10.55, 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 23 Jan ICICIPRULI was trading at 638.70. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0


On 22 Jan ICICIPRULI was trading at 653.15. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 6.24, the open interest changed by 0 which decreased total open position to 0


On 21 Jan ICICIPRULI was trading at 647.10. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0