[--[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 610 CE
Delta: 0.72
Vega: 0.51
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 22.4 4.95 20.82 40 -2 71
8 Dec 616.25 18.1 -5.2 17.64 92 -1 72
5 Dec 626.05 23.45 6.9 16.18 76 -7 74
4 Dec 615.35 16.7 2.55 15.42 72 2 82
3 Dec 611.25 14.8 -4 17.04 125 22 79
2 Dec 616.55 18.8 -4.3 20.34 28 -4 62
1 Dec 621.55 23.2 2.55 19.63 8 -4 66
28 Nov 619.75 20.65 -5.2 14.56 32 1 68
27 Nov 625.25 25.8 2.6 15.57 69 -27 68
26 Nov 621.90 23.75 5.55 16.60 102 22 103
25 Nov 612.25 18.5 1.5 16.48 78 18 81
24 Nov 607.35 16.45 -2.45 21.17 51 25 64
21 Nov 610.90 18.9 -4.9 19.52 11 8 38
20 Nov 618.40 23.8 2.05 17.62 15 2 30
19 Nov 613.95 21.75 -10.6 18.56 26 11 23
18 Nov 626.80 32.35 -5.9 - 0 0 0
17 Nov 630.60 32.35 -5.9 - 0 1 0
14 Nov 629.45 32.35 -5.9 16.24 1 0 11
13 Nov 630.10 38.25 12.35 - 0 9 0
12 Nov 632.95 38.25 12.35 23.12 10 0 2
11 Nov 624.70 25.9 6 - 0 0 0
10 Nov 614.80 25.9 6 - 0 1 0
7 Nov 615.35 25.9 6 18.23 1 0 1
6 Nov 603.75 19.9 -11.45 - 0 1 0
4 Nov 607.55 19.9 -11.45 16.94 1 0 0
3 Nov 599.25 31.35 0 - 0 0 0
31 Oct 591.15 31.35 0 - 0 0 0
30 Oct 600.40 31.35 0 - 0 0 0
29 Oct 601.00 31.35 0 - 0 0 0
28 Oct 600.50 31.35 0 - 0 0 0
27 Oct 600.75 31.35 0 0.04 0 0 0
24 Oct 601.95 31.35 0 - 0 0 0
21 Oct 595.30 31.35 0 - 0 0 0
20 Oct 596.75 31.35 0 0.05 0 0 0
17 Oct 595.75 31.35 0 - 0 0 0
14 Oct 598.05 31.35 0 - 0 0 0
13 Oct 593.60 31.35 0 0.15 0 0 0
9 Oct 593.40 31.35 0 0.31 0 0 0
8 Oct 592.90 31.35 0 0.40 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 610 expiring on 30DEC2025

Delta for 610 CE is 0.72

Historical price for 610 CE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 22.4, which was 4.95 higher than the previous day. The implied volatity was 20.82, the open interest changed by -2 which decreased total open position to 71


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 18.1, which was -5.2 lower than the previous day. The implied volatity was 17.64, the open interest changed by -1 which decreased total open position to 72


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 23.45, which was 6.9 higher than the previous day. The implied volatity was 16.18, the open interest changed by -7 which decreased total open position to 74


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 16.7, which was 2.55 higher than the previous day. The implied volatity was 15.42, the open interest changed by 2 which increased total open position to 82


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 14.8, which was -4 lower than the previous day. The implied volatity was 17.04, the open interest changed by 22 which increased total open position to 79


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 18.8, which was -4.3 lower than the previous day. The implied volatity was 20.34, the open interest changed by -4 which decreased total open position to 62


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 23.2, which was 2.55 higher than the previous day. The implied volatity was 19.63, the open interest changed by -4 which decreased total open position to 66


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 20.65, which was -5.2 lower than the previous day. The implied volatity was 14.56, the open interest changed by 1 which increased total open position to 68


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 25.8, which was 2.6 higher than the previous day. The implied volatity was 15.57, the open interest changed by -27 which decreased total open position to 68


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 23.75, which was 5.55 higher than the previous day. The implied volatity was 16.60, the open interest changed by 22 which increased total open position to 103


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 18.5, which was 1.5 higher than the previous day. The implied volatity was 16.48, the open interest changed by 18 which increased total open position to 81


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 16.45, which was -2.45 lower than the previous day. The implied volatity was 21.17, the open interest changed by 25 which increased total open position to 64


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 18.9, which was -4.9 lower than the previous day. The implied volatity was 19.52, the open interest changed by 8 which increased total open position to 38


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 23.8, which was 2.05 higher than the previous day. The implied volatity was 17.62, the open interest changed by 2 which increased total open position to 30


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 21.75, which was -10.6 lower than the previous day. The implied volatity was 18.56, the open interest changed by 11 which increased total open position to 23


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 32.35, which was -5.9 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 32.35, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 32.35, which was -5.9 lower than the previous day. The implied volatity was 16.24, the open interest changed by 0 which decreased total open position to 11


On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 38.25, which was 12.35 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0


On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 38.25, which was 12.35 higher than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 2


On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 25.9, which was 6 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 25.9, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 25.9, which was 6 higher than the previous day. The implied volatity was 18.23, the open interest changed by 0 which decreased total open position to 1


On 6 Nov ICICIPRULI was trading at 603.75. The strike last trading price was 19.9, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 19.9, which was -11.45 lower than the previous day. The implied volatity was 16.94, 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 31.35, 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 31.35, 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 31.35, 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 31.35, 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 31.35, 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 31.35, which was 0 lower than the previous day. The implied volatity was 0.04, 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 31.35, 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 31.35, 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 31.35, which was 0 lower than the previous day. The implied volatity was 0.05, 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 31.35, 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 31.35, 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 31.35, which was 0 lower than the previous day. The implied volatity was 0.15, 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 31.35, which was 0 lower than the previous day. The implied volatity was 0.31, 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 31.35, which was 0 lower than the previous day. The implied volatity was 0.40, 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 610 PE
Delta: -0.28
Vega: 0.50
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 5.4 -2.1 20.32 104 -6 103
8 Dec 616.25 7.15 2.6 20.79 180 21 109
5 Dec 626.05 4.45 -3.4 18.53 70 5 86
4 Dec 615.35 7.6 -2.7 19.13 50 7 81
3 Dec 611.25 10.3 1.7 20.13 174 17 73
2 Dec 616.55 8.75 1.65 19.04 127 6 55
1 Dec 621.55 6.85 -1.7 19.51 55 10 48
28 Nov 619.75 8.4 2.2 20.98 43 -4 38
27 Nov 625.25 6.15 -2 19.82 42 4 42
26 Nov 621.90 8.05 -3.85 20.84 69 -5 38
25 Nov 612.25 11.8 -2.8 22.07 35 30 42
24 Nov 607.35 14.9 2.9 20.23 10 5 7
21 Nov 610.90 12 -24.95 - 0 2 0
20 Nov 618.40 12 -24.95 23.57 2 0 0
19 Nov 613.95 36.95 0 1.77 0 0 0
18 Nov 626.80 36.95 0 3.35 0 0 0
17 Nov 630.60 36.95 0 3.76 0 0 0
14 Nov 629.45 36.95 0 3.58 0 0 0
13 Nov 630.10 36.95 0 3.52 0 0 0
12 Nov 632.95 36.95 0 3.67 0 0 0
11 Nov 624.70 36.95 0 2.98 0 0 0
10 Nov 614.80 36.95 0 1.46 0 0 0
7 Nov 615.35 36.95 0 2.09 0 0 0
6 Nov 603.75 36.95 0 0.32 0 0 0
4 Nov 607.55 36.95 0 0.96 0 0 0
3 Nov 599.25 36.95 0 0.08 0 0 0
31 Oct 591.15 36.95 0 - 0 0 0
30 Oct 600.40 36.95 0 0.02 0 0 0
29 Oct 601.00 36.95 0 0.27 0 0 0
28 Oct 600.50 36.95 0 - 0 0 0
27 Oct 600.75 36.95 0 0.29 0 0 0
24 Oct 601.95 36.95 0 0.41 0 0 0
21 Oct 595.30 36.95 0 - 0 0 0
20 Oct 596.75 36.95 0 - 0 0 0
17 Oct 595.75 36.95 0 - 0 0 0
14 Oct 598.05 36.95 0 - 0 0 0
13 Oct 593.60 36.95 0 - 0 0 0
9 Oct 593.40 36.95 0 - 0 0 0
8 Oct 592.90 36.95 0 - 0 0 0
6 Oct 600.45 36.95 0 - 0 0 0
3 Oct 601.10 36.95 0 0.66 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 610 expiring on 30DEC2025

Delta for 610 PE is -0.28

Historical price for 610 PE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 5.4, which was -2.1 lower than the previous day. The implied volatity was 20.32, the open interest changed by -6 which decreased total open position to 103


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 7.15, which was 2.6 higher than the previous day. The implied volatity was 20.79, the open interest changed by 21 which increased total open position to 109


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 4.45, which was -3.4 lower than the previous day. The implied volatity was 18.53, the open interest changed by 5 which increased total open position to 86


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 7.6, which was -2.7 lower than the previous day. The implied volatity was 19.13, the open interest changed by 7 which increased total open position to 81


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 10.3, which was 1.7 higher than the previous day. The implied volatity was 20.13, the open interest changed by 17 which increased total open position to 73


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 8.75, which was 1.65 higher than the previous day. The implied volatity was 19.04, the open interest changed by 6 which increased total open position to 55


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 6.85, which was -1.7 lower than the previous day. The implied volatity was 19.51, the open interest changed by 10 which increased total open position to 48


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 8.4, which was 2.2 higher than the previous day. The implied volatity was 20.98, the open interest changed by -4 which decreased total open position to 38


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 6.15, which was -2 lower than the previous day. The implied volatity was 19.82, the open interest changed by 4 which increased total open position to 42


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 8.05, which was -3.85 lower than the previous day. The implied volatity was 20.84, the open interest changed by -5 which decreased total open position to 38


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 11.8, which was -2.8 lower than the previous day. The implied volatity was 22.07, the open interest changed by 30 which increased total open position to 42


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 14.9, which was 2.9 higher than the previous day. The implied volatity was 20.23, the open interest changed by 5 which increased total open position to 7


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 12, which was -24.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 12, which was -24.95 lower than the previous day. The implied volatity was 23.57, 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 36.95, which was 0 lower than the previous day. The implied volatity was 1.77, 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 36.95, 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 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 36.95, which was 0 lower than the previous day. The implied volatity was 3.76, 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 36.95, which was 0 lower than the previous day. The implied volatity was 3.58, 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 36.95, which was 0 lower than the previous day. The implied volatity was 3.52, 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 36.95, which was 0 lower than the previous day. The implied volatity was 3.67, 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 36.95, which was 0 lower than the previous day. The implied volatity was 2.98, 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 36.95, which was 0 lower than the previous day. The implied volatity was 1.46, 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 36.95, which was 0 lower than the previous day. The implied volatity was 2.09, 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 36.95, which was 0 lower than the previous day. The implied volatity was 0.32, 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 36.95, 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 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 36.95, which was 0 lower than the previous day. The implied volatity was 0.08, 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 36.95, 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 36.95, which was 0 lower than the previous day. The implied volatity was 0.02, 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 36.95, which was 0 lower than the previous day. The implied volatity was 0.27, 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 36.95, 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 36.95, which was 0 lower than the previous day. The implied volatity was 0.29, 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 36.95, which was 0 lower than the previous day. The implied volatity was 0.41, 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 36.95, 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 36.95, 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 36.95, 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 36.95, 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 36.95, 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 36.95, 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 36.95, 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 36.95, 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 36.95, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0