[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
540.6 +3.10 (0.58%)
L: 537 H: 551.75

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Historical option data for ICICIPRULI

25 Mar 2026 04:10 PM IST
ICICIPRULI 30-MAR-2026 605 CE
Delta: 0.02
Vega: 0.02
Theta: -0.11
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Mar 540.60 0.15 -0.05 43.93 2 -1 67
24 Mar 537.50 0.2 -0.4 42.53 4 -2 68
23 Mar 531.25 0.6 -0.85 - 0 0 70
20 Mar 552.10 0.6 -0.85 33.19 231 -89 70
19 Mar 562.90 1.5 -3.75 29.42 88 -10 159
18 Mar 588.70 5.25 -2.75 27.4 20 1 168
17 Mar 592.45 8 2.8 27.6 253 125 166
16 Mar 583.90 5.15 -1.25 26.43 19 2 40
13 Mar 583.75 6.55 -3.75 26.53 6 1 38
12 Mar 592.95 10.3 -1.95 26.33 43 -10 35
11 Mar 598.50 11.75 -4.5 28.07 56 -8 45
10 Mar 601.65 16.45 -0.25 29.91 105 34 48
9 Mar 601.55 16.7 -7.25 26.76 71 -2 13
6 Mar 614.05 23.95 -2.2 25.91 21 4 14
5 Mar 627.45 26.15 -8.35 14.96 7 3 9
4 Mar 625.75 34.5 -25.95 26.19 8 2 5
2 Mar 653.55 60.45 -6.55 - 0 2 0
27 Feb 654.50 60.45 -6.55 20.4 9 2 3
26 Feb 674.55 67 3 - 0 0 1
25 Feb 668.25 67 3 19.25 1 0 1
24 Feb 661.40 64 8.45 - 0 0 1
23 Feb 664.15 64 8.45 15.89 1 0 0
20 Feb 651.30 55.55 0 - 0 0 0
19 Feb 648.65 55.55 0 - 0 0 0
18 Feb 648.85 55.55 0 - 0 0 0
17 Feb 638.70 55.55 0 - 0 0 0
16 Feb 640.85 55.55 0 - 0 0 0
13 Feb 643.65 55.55 0 - 0 0 0
12 Feb 638.10 55.55 0 - 0 0 0
11 Feb 640.95 55.55 0 - 0 0 0
10 Feb 643.00 55.55 0 - 0 0 0
9 Feb 648.30 55.55 0 - 0 0 0
6 Feb 651.35 55.55 0 - 0 0 0
5 Feb 655.20 55.55 0 - 0 0 0
4 Feb 660.35 55.55 0 - 0 0 0
3 Feb 654.40 55.55 0 - 0 0 0
2 Feb 641.80 55.55 0 - 0 0 0
1 Feb 643.45 55.55 0 - 0 0 0
30 Jan 636.85 55.55 0 - 0 0 0
29 Jan 625.30 55.55 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 605 expiring on 30MAR2026

Delta for 605 CE is 0.02

Historical price for 605 CE is as follows

On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 43.93, the open interest changed by -1 which decreased total open position to 67


On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 0.2, which was -0.4 lower than the previous day. The implied volatity was 42.53, the open interest changed by -2 which decreased total open position to 68


On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 0.6, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70


On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 0.6, which was -0.85 lower than the previous day. The implied volatity was 33.19, the open interest changed by -89 which decreased total open position to 70


On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 1.5, which was -3.75 lower than the previous day. The implied volatity was 29.42, the open interest changed by -10 which decreased total open position to 159


On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 5.25, which was -2.75 lower than the previous day. The implied volatity was 27.4, the open interest changed by 1 which increased total open position to 168


On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 8, which was 2.8 higher than the previous day. The implied volatity was 27.6, the open interest changed by 125 which increased total open position to 166


On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 5.15, which was -1.25 lower than the previous day. The implied volatity was 26.43, the open interest changed by 2 which increased total open position to 40


On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 6.55, which was -3.75 lower than the previous day. The implied volatity was 26.53, the open interest changed by 1 which increased total open position to 38


On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 10.3, which was -1.95 lower than the previous day. The implied volatity was 26.33, the open interest changed by -10 which decreased total open position to 35


On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 11.75, which was -4.5 lower than the previous day. The implied volatity was 28.07, the open interest changed by -8 which decreased total open position to 45


On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 16.45, which was -0.25 lower than the previous day. The implied volatity was 29.91, the open interest changed by 34 which increased total open position to 48


On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 16.7, which was -7.25 lower than the previous day. The implied volatity was 26.76, the open interest changed by -2 which decreased total open position to 13


On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 23.95, which was -2.2 lower than the previous day. The implied volatity was 25.91, the open interest changed by 4 which increased total open position to 14


On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 26.15, which was -8.35 lower than the previous day. The implied volatity was 14.96, the open interest changed by 3 which increased total open position to 9


On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 34.5, which was -25.95 lower than the previous day. The implied volatity was 26.19, the open interest changed by 2 which increased total open position to 5


On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 60.45, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 27 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 60.45, which was -6.55 lower than the previous day. The implied volatity was 20.4, the open interest changed by 2 which increased total open position to 3


On 26 Feb ICICIPRULI was trading at 674.55. The strike last trading price was 67, which was 3 higher than the previous day. The implied volatity was -, 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 67, which was 3 higher than the previous day. The implied volatity was 19.25, 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 64, which was 8.45 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 64, which was 8.45 higher than the previous day. The implied volatity was 15.89, the open interest changed by 0 which decreased total open position to 0


On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 55.55, 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 55.55, 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 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 660.35. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 654.40. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 641.80. The strike last trading price was 55.55, 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 Feb ICICIPRULI was trading at 643.45. The strike last trading price was 55.55, 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 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 55.55, 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 55.55, 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 605 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
25 Mar 540.60 71.2 33.05 - 0 0 35
24 Mar 537.50 71.2 33.05 91.37 4 0 32
23 Mar 531.25 38.15 17.9 - 0 0 32
20 Mar 552.10 38.15 17.9 - 0 -6 0
19 Mar 562.90 38.15 17.9 24.87 23 -7 31
18 Mar 588.70 20.25 1.5 22.41 12 4 37
17 Mar 592.45 18.75 -8.35 29.01 28 -9 33
16 Mar 583.90 27.1 6.1 - 2 -1 0
13 Mar 583.75 27.1 6.1 33.09 2 -1 42
12 Mar 592.95 20.95 0.65 31.4 82 15 95
11 Mar 598.50 22.5 5.35 33.84 14 0 79
10 Mar 601.65 16.9 -2.65 29.48 82 2 79
9 Mar 601.55 19.25 6.6 35.49 136 56 74
6 Mar 614.05 12.8 4.85 30.42 43 7 19
5 Mar 627.45 7.95 -1.55 27.26 13 4 12
4 Mar 625.75 9.55 6.25 31.38 13 3 7
2 Mar 653.55 3.3 -8 - 0 2 0
27 Feb 654.50 3.3 -8 28.48 6 0 2
26 Feb 674.55 11.3 0.9 - 0 0 2
25 Feb 668.25 11.3 0.9 - 0 0 2
24 Feb 661.40 11.3 0.9 - 0 0 2
23 Feb 664.15 11.3 0.9 - 0 0 2
20 Feb 651.30 11.3 0.9 - 0 0 2
19 Feb 648.65 11.3 0.9 - 0 0 2
18 Feb 648.85 11.3 0.9 - 0 0 2
17 Feb 638.70 11.3 0.9 - 0 0 2
16 Feb 640.85 11.3 0.9 - 0 0 2
13 Feb 643.65 11.3 0.9 - 0 0 2
12 Feb 638.10 11.3 0.9 - 0 0 2
11 Feb 640.95 11.3 0.9 - 0 0 2
10 Feb 643.00 11.3 0.9 - 0 0 2
9 Feb 648.30 11.3 0.9 - 0 0 2
6 Feb 651.35 11.3 0.9 - 0 0 2
5 Feb 655.20 11.3 0.9 - 0 0 2
4 Feb 660.35 11.3 0.9 - 0 0 2
3 Feb 654.40 11.3 0.9 - 0 0 2
2 Feb 641.80 11.3 0.9 - 0 0 2
1 Feb 643.45 11.3 0.9 - 0 0 2
30 Jan 636.85 11.3 0.9 24.68 2 0 0
29 Jan 625.30 10.4 0 3.38 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 605 expiring on 30MAR2026

Delta for 605 PE is -

Historical price for 605 PE is as follows

On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 71.2, which was 33.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 71.2, which was 33.05 higher than the previous day. The implied volatity was 91.37, the open interest changed by 0 which decreased total open position to 32


On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 38.15, which was 17.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 38.15, which was 17.9 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0


On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 38.15, which was 17.9 higher than the previous day. The implied volatity was 24.87, the open interest changed by -7 which decreased total open position to 31


On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 20.25, which was 1.5 higher than the previous day. The implied volatity was 22.41, the open interest changed by 4 which increased total open position to 37


On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 18.75, which was -8.35 lower than the previous day. The implied volatity was 29.01, the open interest changed by -9 which decreased total open position to 33


On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 27.1, which was 6.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 27.1, which was 6.1 higher than the previous day. The implied volatity was 33.09, the open interest changed by -1 which decreased total open position to 42


On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 20.95, which was 0.65 higher than the previous day. The implied volatity was 31.4, the open interest changed by 15 which increased total open position to 95


On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 22.5, which was 5.35 higher than the previous day. The implied volatity was 33.84, the open interest changed by 0 which decreased total open position to 79


On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 16.9, which was -2.65 lower than the previous day. The implied volatity was 29.48, the open interest changed by 2 which increased total open position to 79


On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 19.25, which was 6.6 higher than the previous day. The implied volatity was 35.49, the open interest changed by 56 which increased total open position to 74


On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 12.8, which was 4.85 higher than the previous day. The implied volatity was 30.42, the open interest changed by 7 which increased total open position to 19


On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 7.95, which was -1.55 lower than the previous day. The implied volatity was 27.26, the open interest changed by 4 which increased total open position to 12


On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 9.55, which was 6.25 higher than the previous day. The implied volatity was 31.38, the open interest changed by 3 which increased total open position to 7


On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 3.3, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 27 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 3.3, which was -8 lower than the previous day. The implied volatity was 28.48, 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 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 25 Feb ICICIPRULI was trading at 668.25. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 24 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 23 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 Feb ICICIPRULI was trading at 648.85. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 12 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Feb ICICIPRULI was trading at 660.35. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Feb ICICIPRULI was trading at 654.40. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Feb ICICIPRULI was trading at 641.80. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 1 Feb ICICIPRULI was trading at 643.45. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 11.3, which was 0.9 higher than the previous day. The implied volatity was 24.68, 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 10.4, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0