[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
530.4 -10.20 (-1.89%)
L: 526.2 H: 537.9

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Historical option data for ICICIPRULI

27 Mar 2026 04:10 PM IST
ICICIPRULI 30-MAR-2026 615 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
27 Mar 530.40 2.55 -2.35 - 0 0 52
25 Mar 540.60 2.55 -2.35 - 0 0 52
24 Mar 537.50 2.55 -2.35 - 0 0 52
23 Mar 531.25 2.55 -2.35 - 0 0 52
20 Mar 552.10 2.55 -2.35 - 0 0 0
19 Mar 562.90 2.55 -2.35 - 27 0 52
18 Mar 588.70 2.55 -2.35 25.79 27 -12 51
17 Mar 592.45 4.9 1.5 27.46 46 -14 63
16 Mar 583.90 3.4 -0.55 27.72 45 2 76
13 Mar 583.75 4.1 -2.8 26.54 47 7 75
12 Mar 592.95 6.9 -1.3 26.4 19 -1 68
11 Mar 598.50 7.8 -3.55 27.31 28 -2 69
10 Mar 601.65 11.55 -1.5 28.83 154 0 70
9 Mar 601.55 13.05 -4.3 28.41 65 17 71
6 Mar 614.05 17.5 -8.6 24.7 80 16 54
5 Mar 627.45 25.65 -22.95 - 41 38 0
4 Mar 625.75 25.65 -22.95 22.84 41 38 38
2 Mar 653.55 48.6 0 - 0 0 0
27 Feb 654.50 48.6 0 - 0 0 0
26 Feb 674.55 48.6 0 - 0 0 0
25 Feb 668.25 48.6 0 - 0 0 0
24 Feb 661.40 48.6 0 - 0 0 0
23 Feb 664.15 48.6 0 - 0 0 0
20 Feb 651.30 48.6 0 - 0 0 0
19 Feb 648.65 48.6 0 - 0 0 0
18 Feb 648.85 48.6 0 - 0 0 0
17 Feb 638.70 48.6 0 - 0 0 0
16 Feb 640.85 48.6 0 - 0 0 0
13 Feb 643.65 48.6 0 - 0 0 0
12 Feb 638.10 48.6 0 - 0 0 0
11 Feb 640.95 48.6 0 - 0 0 0
10 Feb 643.00 48.6 0 - 0 0 0
9 Feb 648.30 48.6 0 - 0 0 0
6 Feb 651.35 48.6 0 - 0 0 0
5 Feb 655.20 48.6 0 - 0 0 0
4 Feb 660.35 48.6 0 - 0 0 0
3 Feb 654.40 48.6 0 - 0 0 0
2 Feb 641.80 48.6 0 - 0 0 0
1 Feb 643.45 48.6 0 - 0 0 0
30 Jan 636.85 48.6 0 - 0 0 0
29 Jan 625.30 48.6 0 - 0 0 0
28 Jan 642.40 48.6 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 615 expiring on 30MAR2026

Delta for 615 CE is -

Historical price for 615 CE is as follows

On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 2.55, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52


On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 2.55, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52


On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 2.55, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52


On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 2.55, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52


On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 2.55, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 2.55, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52


On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 2.55, which was -2.35 lower than the previous day. The implied volatity was 25.79, the open interest changed by -12 which decreased total open position to 51


On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 4.9, which was 1.5 higher than the previous day. The implied volatity was 27.46, the open interest changed by -14 which decreased total open position to 63


On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 3.4, which was -0.55 lower than the previous day. The implied volatity was 27.72, the open interest changed by 2 which increased total open position to 76


On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 4.1, which was -2.8 lower than the previous day. The implied volatity was 26.54, the open interest changed by 7 which increased total open position to 75


On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 6.9, which was -1.3 lower than the previous day. The implied volatity was 26.4, the open interest changed by -1 which decreased total open position to 68


On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 7.8, which was -3.55 lower than the previous day. The implied volatity was 27.31, the open interest changed by -2 which decreased total open position to 69


On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 11.55, which was -1.5 lower than the previous day. The implied volatity was 28.83, the open interest changed by 0 which decreased total open position to 70


On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 13.05, which was -4.3 lower than the previous day. The implied volatity was 28.41, the open interest changed by 17 which increased total open position to 71


On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 17.5, which was -8.6 lower than the previous day. The implied volatity was 24.7, the open interest changed by 16 which increased total open position to 54


On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 25.65, which was -22.95 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 0


On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 25.65, which was -22.95 lower than the previous day. The implied volatity was 22.84, the open interest changed by 38 which increased total open position to 38


On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 674.55. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 668.25. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 48.6, 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 23 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 648.85. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 48.6, 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 16 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 48.6, 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 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 48.6, 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 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 660.35. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 654.40. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 641.80. The strike last trading price was 48.6, 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 Feb ICICIPRULI was trading at 643.45. The strike last trading price was 48.6, 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 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 48.6, 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 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 48.6, 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 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 48.6, 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 30MAR2026 615 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
27 Mar 530.40 88 40.7 - 0 0 145
25 Mar 540.60 88 40.7 - 0 0 145
24 Mar 537.50 88 40.7 - 0 0 145
23 Mar 531.25 88 40.7 - 4 0 145
20 Mar 552.10 47.3 9.5 - 0 -4 0
19 Mar 562.90 47.3 9.5 27.83 6 -3 146
18 Mar 588.70 37.8 11.1 - 0 0 149
17 Mar 592.45 37.8 11.1 - 7 0 149
16 Mar 583.90 37.8 11.1 - 7 0 0
13 Mar 583.75 37.8 11.1 41.35 7 0 0
12 Mar 592.95 26.7 4 30.23 3 0 149
11 Mar 598.50 22.35 -2.5 - 0 0 149
10 Mar 601.65 22.35 -2.5 29.13 25 -2 150
9 Mar 601.55 25.2 8.4 36.56 2 0 153
6 Mar 614.05 16.65 6.05 29.55 141 -5 155
5 Mar 627.45 11.05 -1.65 26.74 73 13 162
4 Mar 625.75 13.05 9 31.5 180 132 148
2 Mar 653.55 4 1.35 - 0 -18 0
27 Feb 654.50 4 1.35 26.56 39 -18 16
26 Feb 674.55 2.6 -1.55 - 0 0 34
25 Feb 668.25 2.6 -1.55 25.34 72 25 35
24 Feb 661.40 4.15 -2.4 - 0 0 10
23 Feb 664.15 4.15 -2.4 - 0 0 10
20 Feb 651.30 4.15 -2.4 22.2 65 -3 10
19 Feb 648.65 6.55 -0.6 - 0 0 13
18 Feb 648.85 6.55 -0.6 - 0 0 13
17 Feb 638.70 6.55 -0.6 20.97 5 -3 13
16 Feb 640.85 7.15 -0.65 - 0 0 16
13 Feb 643.65 7.15 -0.65 21.54 12 -6 16
12 Feb 638.10 7.8 1.55 23.09 13 -3 25
11 Feb 640.95 6.25 -3.35 - 0 0 28
10 Feb 643.00 6.25 -3.35 - 0 0 28
9 Feb 648.30 6.25 -3.35 - 0 0 28
6 Feb 651.35 6.25 -3.35 - 0 0 28
5 Feb 655.20 6.25 -3.35 - 0 0 28
4 Feb 660.35 6.25 -3.35 - 0 0 28
3 Feb 654.40 6.25 -3.35 23.91 6 0 34
2 Feb 641.80 9.6 -4.05 24.33 7 3 30
1 Feb 643.45 13.65 0.35 - 0 0 27
30 Jan 636.85 13.65 0.35 25.53 27 26 26
29 Jan 625.30 13.3 0 2.46 0 0 0
28 Jan 642.40 13.3 0 3.76 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 615 expiring on 30MAR2026

Delta for 615 PE is -

Historical price for 615 PE is as follows

On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 88, which was 40.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 145


On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 88, which was 40.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 145


On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 88, which was 40.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 145


On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 88, which was 40.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 145


On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 47.3, which was 9.5 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0


On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 47.3, which was 9.5 higher than the previous day. The implied volatity was 27.83, the open interest changed by -3 which decreased total open position to 146


On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 37.8, which was 11.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 149


On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 37.8, which was 11.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 149


On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 37.8, which was 11.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 37.8, which was 11.1 higher than the previous day. The implied volatity was 41.35, the open interest changed by 0 which decreased total open position to 0


On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 26.7, which was 4 higher than the previous day. The implied volatity was 30.23, the open interest changed by 0 which decreased total open position to 149


On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 22.35, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 149


On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 22.35, which was -2.5 lower than the previous day. The implied volatity was 29.13, the open interest changed by -2 which decreased total open position to 150


On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 25.2, which was 8.4 higher than the previous day. The implied volatity was 36.56, the open interest changed by 0 which decreased total open position to 153


On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 16.65, which was 6.05 higher than the previous day. The implied volatity was 29.55, the open interest changed by -5 which decreased total open position to 155


On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 11.05, which was -1.65 lower than the previous day. The implied volatity was 26.74, the open interest changed by 13 which increased total open position to 162


On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 13.05, which was 9 higher than the previous day. The implied volatity was 31.5, the open interest changed by 132 which increased total open position to 148


On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 4, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 0


On 27 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 4, which was 1.35 higher than the previous day. The implied volatity was 26.56, the open interest changed by -18 which decreased total open position to 16


On 26 Feb ICICIPRULI was trading at 674.55. The strike last trading price was 2.6, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34


On 25 Feb ICICIPRULI was trading at 668.25. The strike last trading price was 2.6, which was -1.55 lower than the previous day. The implied volatity was 25.34, the open interest changed by 25 which increased total open position to 35


On 24 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 4.15, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 23 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 4.15, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 4.15, which was -2.4 lower than the previous day. The implied volatity was 22.2, the open interest changed by -3 which decreased total open position to 10


On 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 6.55, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 18 Feb ICICIPRULI was trading at 648.85. The strike last trading price was 6.55, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 17 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 6.55, which was -0.6 lower than the previous day. The implied volatity was 20.97, the open interest changed by -3 which decreased total open position to 13


On 16 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 7.15, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 13 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 7.15, which was -0.65 lower than the previous day. The implied volatity was 21.54, the open interest changed by -6 which decreased total open position to 16


On 12 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 7.8, which was 1.55 higher than the previous day. The implied volatity was 23.09, the open interest changed by -3 which decreased total open position to 25


On 11 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 6.25, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 10 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 6.25, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 6.25, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 6.25, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 6.25, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 4 Feb ICICIPRULI was trading at 660.35. The strike last trading price was 6.25, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 3 Feb ICICIPRULI was trading at 654.40. The strike last trading price was 6.25, which was -3.35 lower than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 34


On 2 Feb ICICIPRULI was trading at 641.80. The strike last trading price was 9.6, which was -4.05 lower than the previous day. The implied volatity was 24.33, the open interest changed by 3 which increased total open position to 30


On 1 Feb ICICIPRULI was trading at 643.45. The strike last trading price was 13.65, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 13.65, which was 0.35 higher than the previous day. The implied volatity was 25.53, the open interest changed by 26 which increased total open position to 26


On 29 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 13.3, which was 0 lower than the previous day. The implied volatity was 2.46, 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 13.3, 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