[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
562.9 -25.80 (-4.38%)
L: 560.6 H: 585.45

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Historical option data for ICICIPRULI

19 Mar 2026 04:10 PM IST
ICICIPRULI 30-MAR-2026 610 CE
Delta: 0.08
Vega: 0.14
Theta: -0.2
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
19 Mar 562.90 1 -2.45 28.98 139 -26 95
18 Mar 588.70 3.4 -2.8 25.53 89 15 118
17 Mar 592.45 6.25 2.05 27.38 126 -12 102
16 Mar 583.90 4.05 -1 26.69 93 -24 114
13 Mar 583.75 5.15 -3.05 26.38 69 6 137
12 Mar 592.95 8.2 -2.4 25.82 59 -3 132
11 Mar 598.50 9.45 -4.2 27.31 127 -1 133
10 Mar 601.65 13.7 -0.45 29.05 226 40 134
9 Mar 601.55 14.35 -7.1 26.89 343 83 94
6 Mar 614.05 21.45 -45.6 26.67 17 11 11
5 Mar 627.45 67.05 0 - 0 0 0
4 Mar 625.75 67.05 0 - 0 0 0
2 Mar 653.55 67.05 0 - 0 0 0
27 Feb 654.50 67.05 0 - 0 0 0
26 Feb 674.55 67.05 0 - 0 0 0
25 Feb 668.25 67.05 0 - 0 0 0
24 Feb 661.40 67.05 0 - 0 0 0
23 Feb 664.15 67.05 0 - 0 0 0
20 Feb 651.30 67.05 0 - 0 0 0
19 Feb 648.65 67.05 0 - 0 0 0
18 Feb 648.85 67.05 0 - 0 0 0
17 Feb 638.70 67.05 0 - 0 0 0
16 Feb 640.85 67.05 0 - 0 0 0
13 Feb 643.65 67.05 0 - 0 0 0
12 Feb 638.10 67.05 0 - 0 0 0
11 Feb 640.95 67.05 0 - 0 0 0
10 Feb 643.00 67.05 0 - 0 0 0
9 Feb 648.30 67.05 0 - 0 0 0
6 Feb 651.35 67.05 0 - 0 0 0
5 Feb 655.20 67.05 0 - 0 0 0
4 Feb 660.35 67.05 0 - 0 0 0
3 Feb 654.40 67.05 0 - 0 0 0
2 Feb 641.80 67.05 0 - 0 0 0
1 Feb 643.45 67.05 0 - 0 0 0
30 Jan 636.85 67.05 0 - 0 0 0
29 Jan 625.30 67.05 0 - 0 0 0
28 Jan 642.40 - - - 0 0 0
27 Jan 643.85 67.05 0 - 0 0 0
23 Jan 638.70 67.05 0 - 0 0 0
22 Jan 653.15 67.05 0 - 0 0 0
21 Jan 647.10 67.05 0 - 0 0 0
20 Jan 651.80 67.05 0 - 0 0 0
19 Jan 660.95 67.05 0 - 0 0 0
1 Jan 674.30 - - - 0 0 0
31 Dec 668.25 0 - - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 610 expiring on 30MAR2026

Delta for 610 CE is 0.08

Historical price for 610 CE is as follows

On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 1, which was -2.45 lower than the previous day. The implied volatity was 28.98, the open interest changed by -26 which decreased total open position to 95


On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 3.4, which was -2.8 lower than the previous day. The implied volatity was 25.53, the open interest changed by 15 which increased total open position to 118


On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 6.25, which was 2.05 higher than the previous day. The implied volatity was 27.38, the open interest changed by -12 which decreased total open position to 102


On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 4.05, which was -1 lower than the previous day. The implied volatity was 26.69, the open interest changed by -24 which decreased total open position to 114


On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 5.15, which was -3.05 lower than the previous day. The implied volatity was 26.38, the open interest changed by 6 which increased total open position to 137


On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 8.2, which was -2.4 lower than the previous day. The implied volatity was 25.82, the open interest changed by -3 which decreased total open position to 132


On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 9.45, which was -4.2 lower than the previous day. The implied volatity was 27.31, the open interest changed by -1 which decreased total open position to 133


On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 13.7, which was -0.45 lower than the previous day. The implied volatity was 29.05, the open interest changed by 40 which increased total open position to 134


On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 14.35, which was -7.1 lower than the previous day. The implied volatity was 26.89, the open interest changed by 83 which increased total open position to 94


On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 21.45, which was -45.6 lower than the previous day. The implied volatity was 26.67, the open interest changed by 11 which increased total open position to 11


On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 67.05, 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 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 67.05, 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 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 67.05, 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 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 67.05, 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 Feb ICICIPRULI was trading at 674.55. The strike last trading price was 67.05, 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 Feb ICICIPRULI was trading at 668.25. The strike last trading price was 67.05, 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 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 67.05, 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 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 67.05, 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 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 67.05, 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 Jan ICICIPRULI was trading at 651.80. The strike last trading price was 67.05, 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 Jan ICICIPRULI was trading at 660.95. The strike last trading price was 67.05, 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 Jan ICICIPRULI was trading at 674.30. 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 31 Dec ICICIPRULI was trading at 668.25. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ICICIPRULI 30MAR2026 610 PE
Delta: -0.83
Vega: 0.25
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
19 Mar 562.90 46 22.8 42.03 34 -5 41
18 Mar 588.70 23.2 0.85 18.66 7 -1 45
17 Mar 592.45 21.75 -7.7 28.29 38 -1 46
16 Mar 583.90 29.45 -1.55 31.84 28 5 48
13 Mar 583.75 31 4.7 34.09 4 0 44
12 Mar 592.95 26.3 2.4 35.91 40 -8 69
11 Mar 598.50 24 4.25 31 15 2 78
10 Mar 601.65 19.3 -3.15 28.93 102 -25 74
9 Mar 601.55 22.05 7.25 35.88 186 25 70
6 Mar 614.05 14.55 4.4 29.86 223 37 45
5 Mar 627.45 10.15 7.75 28.27 13 5 8
4 Mar 625.75 2.3 -9.7 - 0 0 3
2 Mar 653.55 2.3 -9.7 - 0 0 0
27 Feb 654.50 2.3 -9.7 - 0 0 3
26 Feb 674.55 2.3 -9.7 - 0 0 3
25 Feb 668.25 2.3 -9.7 26.06 13 -1 2
24 Feb 661.40 12 -1.15 - 0 0 3
23 Feb 664.15 12 -1.15 - 0 0 3
20 Feb 651.30 12 -1.15 - 0 0 3
19 Feb 648.65 12 -1.15 - 0 0 3
18 Feb 648.85 12 -1.15 - 0 0 3
17 Feb 638.70 12 -1.15 - 0 0 3
16 Feb 640.85 12 -1.15 - 0 0 3
13 Feb 643.65 12 -1.15 - 0 0 3
12 Feb 638.10 12 -1.15 - 0 0 3
11 Feb 640.95 12 -1.15 - 0 0 3
10 Feb 643.00 12 -1.15 - 0 0 3
9 Feb 648.30 12 -1.15 - 0 0 3
6 Feb 651.35 12 -1.15 - 0 0 3
5 Feb 655.20 12 -1.15 - 0 0 3
4 Feb 660.35 12 -1.15 - 0 0 3
3 Feb 654.40 12 -1.15 - 0 0 3
2 Feb 641.80 12 -1.15 - 0 0 3
1 Feb 643.45 12 -1.15 - 0 0 3
30 Jan 636.85 12 -1.15 25.51 3 2 2
29 Jan 625.30 13.15 0 2.81 0 0 0
28 Jan 642.40 - - - 0 0 0
27 Jan 643.85 13.15 0 4.49 0 0 0
23 Jan 638.70 13.15 0 4.3 0 0 0
22 Jan 653.15 13.15 0 5.57 0 0 0
21 Jan 647.10 13.15 0 5.09 0 0 0
20 Jan 651.80 13.15 0 5.31 0 0 0
19 Jan 660.95 13.15 0 5.88 0 0 0
1 Jan 674.30 - - - 0 0 0
31 Dec 668.25 0 - - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 610 expiring on 30MAR2026

Delta for 610 PE is -0.83

Historical price for 610 PE is as follows

On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 46, which was 22.8 higher than the previous day. The implied volatity was 42.03, the open interest changed by -5 which decreased total open position to 41


On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 23.2, which was 0.85 higher than the previous day. The implied volatity was 18.66, the open interest changed by -1 which decreased total open position to 45


On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 21.75, which was -7.7 lower than the previous day. The implied volatity was 28.29, the open interest changed by -1 which decreased total open position to 46


On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 29.45, which was -1.55 lower than the previous day. The implied volatity was 31.84, the open interest changed by 5 which increased total open position to 48


On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 31, which was 4.7 higher than the previous day. The implied volatity was 34.09, the open interest changed by 0 which decreased total open position to 44


On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 26.3, which was 2.4 higher than the previous day. The implied volatity was 35.91, the open interest changed by -8 which decreased total open position to 69


On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 24, which was 4.25 higher than the previous day. The implied volatity was 31, the open interest changed by 2 which increased total open position to 78


On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 19.3, which was -3.15 lower than the previous day. The implied volatity was 28.93, the open interest changed by -25 which decreased total open position to 74


On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 22.05, which was 7.25 higher than the previous day. The implied volatity was 35.88, the open interest changed by 25 which increased total open position to 70


On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 14.55, which was 4.4 higher than the previous day. The implied volatity was 29.86, the open interest changed by 37 which increased total open position to 45


On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 10.15, which was 7.75 higher than the previous day. The implied volatity was 28.27, the open interest changed by 5 which increased total open position to 8


On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 2.3, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 2.3, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 2.3, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 26 Feb ICICIPRULI was trading at 674.55. The strike last trading price was 2.3, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 25 Feb ICICIPRULI was trading at 668.25. The strike last trading price was 2.3, which was -9.7 lower than the previous day. The implied volatity was 26.06, the open interest changed by -1 which decreased total open position to 2


On 24 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 23 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 18 Feb ICICIPRULI was trading at 648.85. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 17 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 16 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 13 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 12 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 11 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 10 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 4 Feb ICICIPRULI was trading at 660.35. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 3 Feb ICICIPRULI was trading at 654.40. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 2 Feb ICICIPRULI was trading at 641.80. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 1 Feb ICICIPRULI was trading at 643.45. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was 25.51, the open interest changed by 2 which increased total open position to 2


On 29 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 13.15, which was 0 lower than the previous day. The implied volatity was 2.81, 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 13.15, which was 0 lower than the previous day. The implied volatity was 4.49, 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 13.15, which was 0 lower than the previous day. The implied volatity was 4.3, 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 13.15, which was 0 lower than the previous day. The implied volatity was 5.57, 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 13.15, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0


On 20 Jan ICICIPRULI was trading at 651.80. The strike last trading price was 13.15, 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 19 Jan ICICIPRULI was trading at 660.95. The strike last trading price was 13.15, which was 0 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0


On 1 Jan ICICIPRULI was trading at 674.30. 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 31 Dec ICICIPRULI was trading at 668.25. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0