[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
650.4 +4.75 (0.74%)
L: 647.65 H: 653

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Historical option data for ICICIPRULI

19 Dec 2025 04:10 PM IST
ICICIPRULI 30-DEC-2025 615 CE
Delta: 0.87
Vega: 0.24
Theta: -0.48
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
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
Delta: -0.06
Vega: 0.14
Theta: -0.12
Gamma: 0.00
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