[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
583.75 -9.20 (-1.55%)
L: 580.1 H: 591.4

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Historical option data for ICICIPRULI

13 Mar 2026 04:10 PM IST
ICICIPRULI 30-MAR-2026 620 CE
Delta: 0.18
Vega: 0.33
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 583.75 3.3 -2.15 26.88 155 36 180
12 Mar 592.95 5.45 -1.65 26.18 128 -5 148
11 Mar 598.50 6.6 -2.9 27.8 133 48 154
10 Mar 601.65 9.4 -0.75 28.17 147 16 107
9 Mar 601.55 10.2 -4.3 26.79 209 6 90
6 Mar 614.05 14.45 -7.15 23.81 229 37 88
5 Mar 627.45 21.6 -1.15 25.55 58 15 52
4 Mar 625.75 22.3 -37.85 22.61 43 36 36
2 Mar 653.55 60.15 0 - 0 0 0
27 Feb 654.50 60.15 0 - 0 0 0
26 Feb 674.55 60.15 0 - 0 0 0
25 Feb 668.25 60.15 0 - 0 0 0
24 Feb 661.40 60.15 0 - 0 0 0
23 Feb 664.15 60.15 0 - 0 0 0
20 Feb 651.30 60.15 0 - 0 0 0
19 Feb 648.65 60.15 0 - 0 0 0
18 Feb 648.85 60.15 0 - 0 0 0
17 Feb 638.70 60.15 0 - 0 0 0
16 Feb 640.85 60.15 0 - 0 0 0
13 Feb 643.65 60.15 0 - 0 0 0
12 Feb 638.10 60.15 0 - 0 0 0
11 Feb 640.95 60.15 0 - 0 0 0
10 Feb 643.00 60.15 0 - 0 0 0
9 Feb 648.30 60.15 0 - 0 0 0
6 Feb 651.35 60.15 0 - 0 0 0
5 Feb 655.20 60.15 0 - 0 0 0
4 Feb 660.35 60.15 0 - 0 0 0
3 Feb 654.40 60.15 0 - 0 0 0
2 Feb 641.80 60.15 0 - 0 0 0
1 Feb 643.45 60.15 0 - 0 0 0
30 Jan 636.85 60.15 0 - 0 0 0
29 Jan 625.30 60.15 0 - 0 0 0
28 Jan 642.40 60.15 0 - 0 0 0
27 Jan 643.85 60.15 0 - 0 0 0
23 Jan 638.70 60.15 0 - 0 0 0
22 Jan 653.15 60.15 0 - 0 0 0
21 Jan 647.10 60.15 0 - 0 0 0
20 Jan 651.80 60.15 0 - 0 0 0
19 Jan 660.95 60.15 0 - 0 0 0
16 Jan 678.00 60.15 0 - 0 0 0
14 Jan 669.25 60.15 0 - 0 0 0
2 Jan 678.30 - - - 0 0 0
1 Jan 674.30 0 - - 0 0 0
31 Dec 668.25 0 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 30MAR2026

Delta for 620 CE is 0.18

Historical price for 620 CE is as follows

On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 3.3, which was -2.15 lower than the previous day. The implied volatity was 26.88, the open interest changed by 36 which increased total open position to 180


On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 5.45, which was -1.65 lower than the previous day. The implied volatity was 26.18, the open interest changed by -5 which decreased total open position to 148


On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 6.6, which was -2.9 lower than the previous day. The implied volatity was 27.8, the open interest changed by 48 which increased total open position to 154


On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 9.4, which was -0.75 lower than the previous day. The implied volatity was 28.17, the open interest changed by 16 which increased total open position to 107


On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 10.2, which was -4.3 lower than the previous day. The implied volatity was 26.79, the open interest changed by 6 which increased total open position to 90


On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 14.45, which was -7.15 lower than the previous day. The implied volatity was 23.81, the open interest changed by 37 which increased total open position to 88


On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 21.6, which was -1.15 lower than the previous day. The implied volatity was 25.55, the open interest changed by 15 which increased total open position to 52


On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 22.3, which was -37.85 lower than the previous day. The implied volatity was 22.61, the open interest changed by 36 which increased total open position to 36


On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 Jan ICICIPRULI was trading at 643.85. The strike last trading price was 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 Jan ICICIPRULI was trading at 678.00. The strike last trading price was 60.15, 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 Jan ICICIPRULI was trading at 669.25. The strike last trading price was 60.15, 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 Jan ICICIPRULI was trading at 678.30. 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 1 Jan ICICIPRULI was trading at 674.30. 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


On 31 Dec ICICIPRULI was trading at 668.25. 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 30MAR2026 620 PE
Delta: -0.75
Vega: 0.4
Theta: -0.3
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 583.75 39.1 7.45 35.8 7 1 98
12 Mar 592.95 31.65 1.75 33.35 6 0 96
11 Mar 598.50 29.9 4.25 29.33 1 0 97
10 Mar 601.65 25.35 -3.2 28.81 39 -6 98
9 Mar 601.55 28.3 9.05 36.85 334 -25 182
6 Mar 614.05 19 6.65 29.32 638 -48 202
5 Mar 627.45 13 -2.2 26.63 1,027 117 252
4 Mar 625.75 15.5 10.55 32.22 252 96 133
2 Mar 653.55 4.9 0.25 25.83 81 7 36
27 Feb 654.50 4.7 2.15 26.18 39 3 30
26 Feb 674.55 2.55 -0.65 25.35 22 6 26
25 Feb 668.25 3.15 -1.35 25.12 42 15 16
24 Feb 661.40 4.5 -11.6 25.41 2 1 1
23 Feb 664.15 16.1 0 7.16 0 0 0
20 Feb 651.30 16.1 0 5.09 0 0 0
19 Feb 648.65 16.1 0 4.73 0 0 0
18 Feb 648.85 16.1 0 4.76 0 0 0
17 Feb 638.70 16.1 0 3.54 0 0 0
16 Feb 640.85 16.1 0 3.99 0 0 0
13 Feb 643.65 16.1 0 3.37 0 0 0
12 Feb 638.10 16.1 0 3.63 0 0 0
11 Feb 640.95 16.1 0 3.53 0 0 0
10 Feb 643.00 16.1 0 3.63 0 0 0
9 Feb 648.30 16.1 0 4.36 0 0 0
6 Feb 651.35 16.1 0 4.55 0 0 0
5 Feb 655.20 16.1 0 5.05 0 0 0
4 Feb 660.35 16.1 0 5.13 0 0 0
3 Feb 654.40 16.1 0 4.83 0 0 0
2 Feb 641.80 16.1 0 3.69 0 0 0
1 Feb 643.45 16.1 0 3.79 0 0 0
30 Jan 636.85 16.1 0 2.65 0 0 0
29 Jan 625.30 16.1 0 1.77 0 0 0
28 Jan 642.40 16.1 0 3.64 0 0 0
27 Jan 643.85 16.1 0 3.44 0 0 0
23 Jan 638.70 16.1 0 3.28 0 0 0
22 Jan 653.15 16.1 0 4.58 0 0 0
21 Jan 647.10 16.1 0 4.1 0 0 0
20 Jan 651.80 16.1 0 4.34 0 0 0
19 Jan 660.95 16.1 0 5.17 0 0 0
16 Jan 678.00 16.1 0 - 0 0 0
14 Jan 669.25 16.1 0 5.64 0 0 0
2 Jan 678.30 - - - 0 0 0
1 Jan 674.30 0 - - 0 0 0
31 Dec 668.25 0 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 30MAR2026

Delta for 620 PE is -0.75

Historical price for 620 PE is as follows

On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 39.1, which was 7.45 higher than the previous day. The implied volatity was 35.8, the open interest changed by 1 which increased total open position to 98


On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 31.65, which was 1.75 higher than the previous day. The implied volatity was 33.35, the open interest changed by 0 which decreased total open position to 96


On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 29.9, which was 4.25 higher than the previous day. The implied volatity was 29.33, the open interest changed by 0 which decreased total open position to 97


On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 25.35, which was -3.2 lower than the previous day. The implied volatity was 28.81, the open interest changed by -6 which decreased total open position to 98


On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 28.3, which was 9.05 higher than the previous day. The implied volatity was 36.85, the open interest changed by -25 which decreased total open position to 182


On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 19, which was 6.65 higher than the previous day. The implied volatity was 29.32, the open interest changed by -48 which decreased total open position to 202


On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 13, which was -2.2 lower than the previous day. The implied volatity was 26.63, the open interest changed by 117 which increased total open position to 252


On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 15.5, which was 10.55 higher than the previous day. The implied volatity was 32.22, the open interest changed by 96 which increased total open position to 133


On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 4.9, which was 0.25 higher than the previous day. The implied volatity was 25.83, the open interest changed by 7 which increased total open position to 36


On 27 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 4.7, which was 2.15 higher than the previous day. The implied volatity was 26.18, the open interest changed by 3 which increased total open position to 30


On 26 Feb ICICIPRULI was trading at 674.55. The strike last trading price was 2.55, which was -0.65 lower than the previous day. The implied volatity was 25.35, the open interest changed by 6 which increased total open position to 26


On 25 Feb ICICIPRULI was trading at 668.25. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 25.12, the open interest changed by 15 which increased total open position to 16


On 24 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 4.5, which was -11.6 lower than the previous day. The implied volatity was 25.41, the open interest changed by 1 which increased total open position to 1


On 23 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 7.16, 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 16.1, 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 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 4.73, 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 16.1, which was 0 lower than the previous day. The implied volatity was 4.76, 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 16.1, which was 0 lower than the previous day. The implied volatity was 3.54, 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 16.1, which was 0 lower than the previous day. The implied volatity was 3.99, 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 16.1, which was 0 lower than the previous day. The implied volatity was 3.37, 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 16.1, which was 0 lower than the previous day. The implied volatity was 3.63, 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 16.1, which was 0 lower than the previous day. The implied volatity was 3.53, 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 16.1, which was 0 lower than the previous day. The implied volatity was 3.63, 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 16.1, which was 0 lower than the previous day. The implied volatity was 4.36, 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 16.1, which was 0 lower than the previous day. The implied volatity was 4.55, 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 16.1, which was 0 lower than the previous day. The implied volatity was 5.05, 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 16.1, which was 0 lower than the previous day. The implied volatity was 5.13, 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 16.1, which was 0 lower than the previous day. The implied volatity was 4.83, 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 16.1, which was 0 lower than the previous day. The implied volatity was 3.69, 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 16.1, which was 0 lower than the previous day. The implied volatity was 3.79, 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 16.1, which was 0 lower than the previous day. The implied volatity was 2.65, 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 16.1, 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 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 3.64, 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 16.1, which was 0 lower than the previous day. The implied volatity was 3.44, 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 16.1, which was 0 lower than the previous day. The implied volatity was 3.28, 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 16.1, which was 0 lower than the previous day. The implied volatity was 4.58, 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 16.1, which was 0 lower than the previous day. The implied volatity was 4.1, 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 16.1, which was 0 lower than the previous day. The implied volatity was 4.34, 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 16.1, which was 0 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0


On 16 Jan ICICIPRULI was trading at 678.00. The strike last trading price was 16.1, 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 14 Jan ICICIPRULI was trading at 669.25. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0


On 2 Jan ICICIPRULI was trading at 678.30. 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 1 Jan ICICIPRULI was trading at 674.30. 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


On 31 Dec ICICIPRULI was trading at 668.25. 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