ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
19 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 615 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.24
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 19 Dec | 650.40 | 38.65 | 5.35 | 30.66 | 9 | -8 | 32 | |||||||||
| 18 Dec | 645.65 | 33.3 | 6.1 | - | 25 | 1 | 39 | |||||||||
| 17 Dec | 630.50 | 27.2 | -10.2 | - | 0 | 0 | 38 | |||||||||
| 16 Dec | 637.95 | 27.2 | -10.2 | 26.58 | 8 | -2 | 37 | |||||||||
| 15 Dec | 648.50 | 37.05 | 7.05 | 24.20 | 14 | -6 | 40 | |||||||||
| 12 Dec | 647.55 | 30 | -2.95 | - | 0 | 0 | 46 | |||||||||
| 11 Dec | 635.85 | 30 | -2.95 | 27.56 | 3 | 0 | 46 | |||||||||
| 10 Dec | 642.85 | 32.95 | 14.6 | 16.76 | 23 | -3 | 46 | |||||||||
| 9 Dec | 623.60 | 18.4 | 4.2 | 19.59 | 108 | 1 | 49 | |||||||||
| 8 Dec | 616.25 | 15.2 | -4.7 | 18.13 | 81 | 1 | 48 | |||||||||
| 5 Dec | 626.05 | 19.9 | 6.25 | 16.44 | 67 | -3 | 46 | |||||||||
| 4 Dec | 615.35 | 13.65 | 1.85 | 18.28 | 29 | 3 | 49 | |||||||||
| 3 Dec | 611.25 | 11.95 | -3.8 | 16.84 | 54 | 2 | 46 | |||||||||
| 2 Dec | 616.55 | 15.8 | -3.45 | 20.06 | 49 | 9 | 42 | |||||||||
| 1 Dec | 621.55 | 19.5 | 2.25 | 18.88 | 29 | 1 | 34 | |||||||||
| 28 Nov | 619.75 | 17.55 | -4.5 | 15.05 | 47 | 4 | 33 | |||||||||
| 27 Nov | 625.25 | 22.05 | 2.25 | 15.47 | 10 | 2 | 30 | |||||||||
| 26 Nov | 621.90 | 20 | 4.6 | 16.09 | 94 | 0 | 28 | |||||||||
| 25 Nov | 612.25 | 15.4 | -0.3 | 16.27 | 38 | 15 | 26 | |||||||||
| 24 Nov | 607.35 | 15.7 | -0.85 | 23.26 | 17 | 11 | 13 | |||||||||
| 21 Nov | 610.90 | 16.55 | -6.35 | 19.85 | 3 | 2 | 3 | |||||||||
| 20 Nov | 618.40 | 22.9 | -1.35 | 20.57 | 1 | 0 | 0 | |||||||||
| 19 Nov | 613.95 | 24.25 | 1.25 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 626.80 | 24.25 | 1.25 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 630.60 | 24.25 | 1.25 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 629.45 | 24.25 | 1.25 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 630.10 | 24.25 | 1.25 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 632.95 | 24.25 | 1.25 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 624.70 | 24.25 | 1.25 | - | 0 | -1 | 0 | |||||||||
| 10 Nov | 614.80 | 24.25 | 1.25 | 23.86 | 1 | 0 | 1 | |||||||||
| 7 Nov | 615.35 | 23 | -1.05 | 18.34 | 1 | 0 | 0 | |||||||||
| 6 Nov | 603.75 | 24.05 | 0 | 0.41 | 0 | 0 | 0 | |||||||||
| 4 Nov | 607.55 | 24.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 599.25 | 24.05 | 0 | 0.64 | 0 | 0 | 0 | |||||||||
| 31 Oct | 591.15 | 24.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 600.40 | 24.05 | 0 | 0.67 | 0 | 0 | 0 | |||||||||
| 29 Oct | 601.00 | 24.05 | 0 | 0.41 | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 615 expiring on 30DEC2025
Delta for 615 CE is 0.87
Historical price for 615 CE is as follows
On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 38.65, which was 5.35 higher than the previous day. The implied volatity was 30.66, the open interest changed by -8 which decreased total open position to 32
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 33.3, which was 6.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 39
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 27.2, which was -10.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 27.2, which was -10.2 lower than the previous day. The implied volatity was 26.58, the open interest changed by -2 which decreased total open position to 37
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 37.05, which was 7.05 higher than the previous day. The implied volatity was 24.20, the open interest changed by -6 which decreased total open position to 40
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 30, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 30, which was -2.95 lower than the previous day. The implied volatity was 27.56, the open interest changed by 0 which decreased total open position to 46
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 32.95, which was 14.6 higher than the previous day. The implied volatity was 16.76, the open interest changed by -3 which decreased total open position to 46
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 18.4, which was 4.2 higher than the previous day. The implied volatity was 19.59, the open interest changed by 1 which increased total open position to 49
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 15.2, which was -4.7 lower than the previous day. The implied volatity was 18.13, the open interest changed by 1 which increased total open position to 48
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 19.9, which was 6.25 higher than the previous day. The implied volatity was 16.44, the open interest changed by -3 which decreased total open position to 46
On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 13.65, which was 1.85 higher than the previous day. The implied volatity was 18.28, the open interest changed by 3 which increased total open position to 49
On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 11.95, which was -3.8 lower than the previous day. The implied volatity was 16.84, the open interest changed by 2 which increased total open position to 46
On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 15.8, which was -3.45 lower than the previous day. The implied volatity was 20.06, the open interest changed by 9 which increased total open position to 42
On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 19.5, which was 2.25 higher than the previous day. The implied volatity was 18.88, the open interest changed by 1 which increased total open position to 34
On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 17.55, which was -4.5 lower than the previous day. The implied volatity was 15.05, the open interest changed by 4 which increased total open position to 33
On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 22.05, which was 2.25 higher than the previous day. The implied volatity was 15.47, the open interest changed by 2 which increased total open position to 30
On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 20, which was 4.6 higher than the previous day. The implied volatity was 16.09, the open interest changed by 0 which decreased total open position to 28
On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 15.4, which was -0.3 lower than the previous day. The implied volatity was 16.27, the open interest changed by 15 which increased total open position to 26
On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 15.7, which was -0.85 lower than the previous day. The implied volatity was 23.26, the open interest changed by 11 which increased total open position to 13
On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 16.55, which was -6.35 lower than the previous day. The implied volatity was 19.85, the open interest changed by 2 which increased total open position to 3
On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 22.9, which was -1.35 lower than the previous day. The implied volatity was 20.57, 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 24.25, which was 1.25 higher 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 24.25, which was 1.25 higher 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 24.25, which was 1.25 higher 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 24.25, which was 1.25 higher 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 24.25, which was 1.25 higher 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 24.25, which was 1.25 higher 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 24.25, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 24.25, which was 1.25 higher than the previous day. The implied volatity was 23.86, the open interest changed by 0 which decreased total open position to 1
On 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 23, which was -1.05 lower than the previous day. The implied volatity was 18.34, 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 24.05, 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 4 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 24.05, 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 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 0.64, 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 24.05, 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 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 0.67, 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 24.05, 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
| ICICIPRULI 30DEC2025 615 PE | |||||||
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Delta: -0.06
Vega: 0.14
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 650.40 | 0.65 | -0.6 | 21.64 | 45 | -7 | 124 |
| 18 Dec | 645.65 | 1.2 | -2.65 | 22.86 | 131 | -3 | 122 |
| 17 Dec | 630.50 | 3.85 | 1 | 22.39 | 34 | -8 | 127 |
| 16 Dec | 637.95 | 2.75 | 1.25 | 21.19 | 30 | 5 | 136 |
| 15 Dec | 648.50 | 1.5 | -0.5 | 22.32 | 53 | -5 | 136 |
| 12 Dec | 647.55 | 1.95 | -1.95 | 22.62 | 58 | -1 | 140 |
| 11 Dec | 635.85 | 3.95 | 0.65 | 21.57 | 71 | -20 | 142 |
| 10 Dec | 642.85 | 3.25 | -3.7 | 23.29 | 213 | 20 | 161 |
| 9 Dec | 623.60 | 7.15 | -2.4 | 20.55 | 267 | 52 | 141 |
| 8 Dec | 616.25 | 9.45 | 3.55 | 21.47 | 205 | 45 | 102 |
| 5 Dec | 626.05 | 5.95 | -5.05 | 18.68 | 57 | 15 | 58 |
| 4 Dec | 615.35 | 11 | -1.8 | 19.31 | 7 | 0 | 44 |
| 3 Dec | 611.25 | 12.6 | 2.8 | 20.14 | 73 | 1 | 45 |
| 2 Dec | 616.55 | 9.8 | 1.05 | 17.44 | 150 | 10 | 43 |
| 1 Dec | 621.55 | 8.7 | -1.4 | 19.67 | 33 | 8 | 33 |
| 28 Nov | 619.75 | 10.25 | 2.65 | 21.01 | 34 | -3 | 25 |
| 27 Nov | 625.25 | 7.6 | -2.15 | 19.71 | 20 | -2 | 27 |
| 26 Nov | 621.90 | 9.75 | -4.45 | 20.77 | 22 | 6 | 29 |
| 25 Nov | 612.25 | 14.2 | -2.3 | 22.39 | 25 | 11 | 22 |
| 24 Nov | 607.35 | 17.05 | 1 | 19.60 | 11 | 8 | 11 |
| 21 Nov | 610.90 | 16.05 | 2.05 | 22.72 | 3 | 1 | 3 |
| 20 Nov | 618.40 | 14 | -18.1 | 23.59 | 2 | 1 | 1 |
| 19 Nov | 613.95 | 32.1 | 0 | 0.92 | 0 | 0 | 0 |
| 18 Nov | 626.80 | 32.1 | 0 | 2.74 | 0 | 0 | 0 |
| 17 Nov | 630.60 | 32.1 | 0 | 3.19 | 0 | 0 | 0 |
| 14 Nov | 629.45 | 32.1 | 0 | 3.20 | 0 | 0 | 0 |
| 13 Nov | 630.10 | 32.1 | 0 | 3.01 | 0 | 0 | 0 |
| 12 Nov | 632.95 | 32.1 | 0 | 3.26 | 0 | 0 | 0 |
| 11 Nov | 624.70 | 32.1 | 0 | 2.29 | 0 | 0 | 0 |
| 10 Nov | 614.80 | 32.1 | 0 | 0.82 | 0 | 0 | 0 |
| 7 Nov | 615.35 | 32.1 | 0 | 1.44 | 0 | 0 | 0 |
| 6 Nov | 603.75 | 32.1 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 607.55 | 32.1 | 0 | 0.34 | 0 | 0 | 0 |
| 3 Nov | 599.25 | 32.1 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 591.15 | 32.1 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 600.40 | 32.1 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 601.00 | 32.1 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 615 expiring on 30DEC2025
Delta for 615 PE is -0.06
Historical price for 615 PE is as follows
On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 0.65, which was -0.6 lower than the previous day. The implied volatity was 21.64, the open interest changed by -7 which decreased total open position to 124
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 1.2, which was -2.65 lower than the previous day. The implied volatity was 22.86, the open interest changed by -3 which decreased total open position to 122
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 3.85, which was 1 higher than the previous day. The implied volatity was 22.39, the open interest changed by -8 which decreased total open position to 127
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 2.75, which was 1.25 higher than the previous day. The implied volatity was 21.19, the open interest changed by 5 which increased total open position to 136
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 22.32, the open interest changed by -5 which decreased total open position to 136
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 1.95, which was -1.95 lower than the previous day. The implied volatity was 22.62, the open interest changed by -1 which decreased total open position to 140
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 3.95, which was 0.65 higher than the previous day. The implied volatity was 21.57, the open interest changed by -20 which decreased total open position to 142
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 3.25, which was -3.7 lower than the previous day. The implied volatity was 23.29, the open interest changed by 20 which increased total open position to 161
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 7.15, which was -2.4 lower than the previous day. The implied volatity was 20.55, the open interest changed by 52 which increased total open position to 141
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 9.45, which was 3.55 higher than the previous day. The implied volatity was 21.47, the open interest changed by 45 which increased total open position to 102
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 5.95, which was -5.05 lower than the previous day. The implied volatity was 18.68, the open interest changed by 15 which increased total open position to 58
On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 11, which was -1.8 lower than the previous day. The implied volatity was 19.31, the open interest changed by 0 which decreased total open position to 44
On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 12.6, which was 2.8 higher than the previous day. The implied volatity was 20.14, the open interest changed by 1 which increased total open position to 45
On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 9.8, which was 1.05 higher than the previous day. The implied volatity was 17.44, the open interest changed by 10 which increased total open position to 43
On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 8.7, which was -1.4 lower than the previous day. The implied volatity was 19.67, the open interest changed by 8 which increased total open position to 33
On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 10.25, which was 2.65 higher than the previous day. The implied volatity was 21.01, the open interest changed by -3 which decreased total open position to 25
On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 7.6, which was -2.15 lower than the previous day. The implied volatity was 19.71, the open interest changed by -2 which decreased total open position to 27
On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 9.75, which was -4.45 lower than the previous day. The implied volatity was 20.77, the open interest changed by 6 which increased total open position to 29
On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 14.2, which was -2.3 lower than the previous day. The implied volatity was 22.39, the open interest changed by 11 which increased total open position to 22
On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 17.05, which was 1 higher than the previous day. The implied volatity was 19.60, the open interest changed by 8 which increased total open position to 11
On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 16.05, which was 2.05 higher than the previous day. The implied volatity was 22.72, the open interest changed by 1 which increased total open position to 3
On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 14, which was -18.1 lower than the previous day. The implied volatity was 23.59, the open interest changed by 1 which increased total open position to 1
On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 32.1, which was 0 lower than the previous day. The implied volatity was 0.92, 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 32.1, 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 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 32.1, which was 0 lower than the previous day. The implied volatity was 3.19, 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 32.1, 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 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 32.1, which was 0 lower than the previous day. The implied volatity was 3.01, 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 32.1, which was 0 lower than the previous day. The implied volatity was 3.26, 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 32.1, which was 0 lower than the previous day. The implied volatity was 2.29, 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 32.1, which was 0 lower than the previous day. The implied volatity was 0.82, 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 32.1, which was 0 lower than the previous day. The implied volatity was 1.44, 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 32.1, 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 32.1, which was 0 lower than the previous day. The implied volatity was 0.34, 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 32.1, 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 32.1, 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 32.1, 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 32.1, 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































































































































































































































