ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
18 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 605 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 645.65 | 36.95 | 13.55 | - | 0 | 0 | 2 | |||||||||
| 17 Dec | 630.50 | 36.95 | 13.55 | - | 0 | 0 | 2 | |||||||||
| 16 Dec | 637.95 | 36.95 | 13.55 | - | 0 | 0 | 2 | |||||||||
| 15 Dec | 648.50 | 36.95 | 13.55 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 647.55 | 36.95 | 13.55 | - | 2 | 0 | 2 | |||||||||
| 11 Dec | 635.85 | 23.4 | -5.2 | - | 0 | 0 | 2 | |||||||||
| 10 Dec | 642.85 | 23.4 | -5.2 | - | 0 | 0 | 2 | |||||||||
| 9 Dec | 623.60 | 23.4 | -5.2 | - | 0 | 2 | 0 | |||||||||
| 8 Dec | 616.25 | 23.4 | -5.2 | 21.22 | 2 | 1 | 1 | |||||||||
| 5 Dec | 626.05 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 615.35 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 611.25 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 616.55 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 621.55 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 619.75 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 625.25 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 621.90 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 612.25 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 607.35 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 610.90 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 618.40 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 613.95 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 626.80 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 630.60 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 629.45 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 630.10 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 632.95 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 624.70 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Nov | 614.80 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 615.35 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 603.75 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 607.55 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 599.25 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 591.15 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 600.40 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 601.00 | 28.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 605 expiring on 30DEC2025
Delta for 605 CE is -
Historical price for 605 CE is as follows
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 36.95, which was 13.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 36.95, which was 13.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 36.95, which was 13.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 36.95, which was 13.55 higher 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 36.95, which was 13.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 23.4, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 23.4, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 23.4, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 23.4, which was -5.2 lower than the previous day. The implied volatity was 21.22, the open interest changed by 1 which increased total open position to 1
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 28.6, 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 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 28.6, 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 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 28.6, 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 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 28.6, 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 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 28.6, 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 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 28.6, 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 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 28.6, 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 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 28.6, 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 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 28.6, 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 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 28.6, 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 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 28.6, 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 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 28.6, 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 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 28.6, 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 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 28.6, 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 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 28.6, 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 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 28.6, 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 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 28.6, 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 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 28.6, 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 28.6, 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 28.6, 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 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 28.6, 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 28.6, 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 4 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 28.6, 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 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 28.6, 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 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 28.6, 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 30 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 28.6, 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 29 Oct ICICIPRULI was trading at 601.00. The strike last trading price was 28.6, 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
| ICICIPRULI 30DEC2025 605 PE | |||||||
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Delta: -0.06
Vega: 0.14
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 645.65 | 0.75 | -1.1 | 25.03 | 160 | 5 | 87 |
| 17 Dec | 630.50 | 1.85 | 0.9 | 22.25 | 17 | -4 | 83 |
| 16 Dec | 637.95 | 0.9 | -0.35 | - | 0 | 0 | 87 |
| 15 Dec | 648.50 | 0.9 | -0.35 | 23.83 | 28 | -5 | 87 |
| 12 Dec | 647.55 | 1.25 | -1 | 23.73 | 22 | 20 | 92 |
| 11 Dec | 635.85 | 2.25 | 0.3 | 22.01 | 29 | 0 | 72 |
| 10 Dec | 642.85 | 1.95 | -2.35 | 23.88 | 85 | 10 | 71 |
| 9 Dec | 623.60 | 4.3 | -2.2 | 20.84 | 79 | 21 | 60 |
| 8 Dec | 616.25 | 6.5 | 3.05 | 22.64 | 98 | -5 | 40 |
| 5 Dec | 626.05 | 3.4 | -2.8 | 18.75 | 67 | 19 | 45 |
| 4 Dec | 615.35 | 6.2 | -2.25 | 18.01 | 13 | 2 | 26 |
| 3 Dec | 611.25 | 8.45 | 2.2 | 20.38 | 36 | -1 | 24 |
| 2 Dec | 616.55 | 6.25 | -0.05 | 17.93 | 3 | 2 | 25 |
| 1 Dec | 621.55 | 6.3 | -0.65 | 21.14 | 23 | 1 | 22 |
| 28 Nov | 619.75 | 6.9 | 1.75 | 21.14 | 9 | -2 | 20 |
| 27 Nov | 625.25 | 5.15 | -1.6 | 20.34 | 20 | 12 | 21 |
| 26 Nov | 621.90 | 6.75 | -3.3 | 21.20 | 32 | 5 | 10 |
| 25 Nov | 612.25 | 10.1 | -16.65 | 22.39 | 7 | 5 | 5 |
| 24 Nov | 607.35 | 26.75 | 0 | 1.21 | 0 | 0 | 0 |
| 21 Nov | 610.90 | 26.75 | 0 | 1.84 | 0 | 0 | 0 |
| 20 Nov | 618.40 | 26.75 | 0 | 3.20 | 0 | 0 | 0 |
| 19 Nov | 613.95 | 26.75 | 0 | 2.33 | 0 | 0 | 0 |
| 18 Nov | 626.80 | 26.75 | 0 | 3.92 | 0 | 0 | 0 |
| 17 Nov | 630.60 | 26.75 | 0 | 4.24 | 0 | 0 | 0 |
| 14 Nov | 629.45 | 26.75 | 0 | 4.20 | 0 | 0 | 0 |
| 13 Nov | 630.10 | 26.75 | 0 | 4.14 | 0 | 0 | 0 |
| 12 Nov | 632.95 | 26.75 | 0 | 4.23 | 0 | 0 | 0 |
| 11 Nov | 624.70 | 26.75 | 0 | 3.35 | 0 | 0 | 0 |
| 10 Nov | 614.80 | 26.75 | 0 | 2.10 | 0 | 0 | 0 |
| 7 Nov | 615.35 | 26.75 | 0 | 2.74 | 0 | 0 | 0 |
| 6 Nov | 603.75 | 26.75 | 0 | 0.96 | 0 | 0 | 0 |
| 4 Nov | 607.55 | 26.75 | 0 | 1.60 | 0 | 0 | 0 |
| 3 Nov | 599.25 | 26.75 | 0 | 0.78 | 0 | 0 | 0 |
| 31 Oct | 591.15 | 26.75 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 600.40 | 26.75 | 0 | 0.71 | 0 | 0 | 0 |
| 29 Oct | 601.00 | 26.75 | 0 | 0.87 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 605 expiring on 30DEC2025
Delta for 605 PE is -0.06
Historical price for 605 PE is as follows
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 0.75, which was -1.1 lower than the previous day. The implied volatity was 25.03, the open interest changed by 5 which increased total open position to 87
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 1.85, which was 0.9 higher than the previous day. The implied volatity was 22.25, the open interest changed by -4 which decreased total open position to 83
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 23.83, the open interest changed by -5 which decreased total open position to 87
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 1.25, which was -1 lower than the previous day. The implied volatity was 23.73, the open interest changed by 20 which increased total open position to 92
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 2.25, which was 0.3 higher than the previous day. The implied volatity was 22.01, the open interest changed by 0 which decreased total open position to 72
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 1.95, which was -2.35 lower than the previous day. The implied volatity was 23.88, the open interest changed by 10 which increased total open position to 71
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 4.3, which was -2.2 lower than the previous day. The implied volatity was 20.84, the open interest changed by 21 which increased total open position to 60
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 6.5, which was 3.05 higher than the previous day. The implied volatity was 22.64, the open interest changed by -5 which decreased total open position to 40
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 3.4, which was -2.8 lower than the previous day. The implied volatity was 18.75, the open interest changed by 19 which increased total open position to 45
On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 6.2, which was -2.25 lower than the previous day. The implied volatity was 18.01, the open interest changed by 2 which increased total open position to 26
On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 8.45, which was 2.2 higher than the previous day. The implied volatity was 20.38, the open interest changed by -1 which decreased total open position to 24
On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 6.25, which was -0.05 lower than the previous day. The implied volatity was 17.93, the open interest changed by 2 which increased total open position to 25
On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 6.3, which was -0.65 lower than the previous day. The implied volatity was 21.14, the open interest changed by 1 which increased total open position to 22
On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 6.9, which was 1.75 higher than the previous day. The implied volatity was 21.14, the open interest changed by -2 which decreased total open position to 20
On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 5.15, which was -1.6 lower than the previous day. The implied volatity was 20.34, the open interest changed by 12 which increased total open position to 21
On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 6.75, which was -3.3 lower than the previous day. The implied volatity was 21.20, the open interest changed by 5 which increased total open position to 10
On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 10.1, which was -16.65 lower than the previous day. The implied volatity was 22.39, the open interest changed by 5 which increased total open position to 5
On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 1.21, 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 26.75, which was 0 lower than the previous day. The implied volatity was 1.84, 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 26.75, which was 0 lower than the previous day. The implied volatity was 3.20, 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 26.75, which was 0 lower than the previous day. The implied volatity was 2.33, 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 26.75, 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 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 4.24, 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 26.75, which was 0 lower than the previous day. The implied volatity was 4.20, 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 26.75, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 4.23, 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 26.75, which was 0 lower than the previous day. The implied volatity was 3.35, 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 26.75, which was 0 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 2.74, 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 26.75, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 26.75, 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 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 0.71, 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 26.75, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0































































































































































































































