[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
623.4 +8.05 (1.31%)
L: 612.95 H: 625.85

Back to Option Chain


Historical option data for ICICIPRULI

05 Dec 2025 02:50 PM IST
ICICIPRULI 30-DEC-2025 620 CE
Delta: 0.63
Vega: 0.62
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 623.50 14.35 3.2 15.46 589 -52 232
4 Dec 615.35 10.95 1.55 15.60 209 26 285
3 Dec 611.25 9.6 -3.45 16.87 127 12 258
2 Dec 616.55 13.35 -2.95 20.17 183 29 245
1 Dec 621.55 16.5 1.7 18.81 129 11 216
28 Nov 619.75 14.35 -4.6 14.86 168 35 207
27 Nov 625.25 18.95 2 15.91 144 -2 173
26 Nov 621.90 17.5 4.25 16.96 234 1 175
25 Nov 612.25 13 0.7 16.58 97 12 173
24 Nov 607.35 11.5 -2.6 20.46 166 48 162
21 Nov 610.90 13.95 -5.4 19.55 162 5 115
20 Nov 618.40 19.2 2.35 19.43 191 39 112
19 Nov 613.95 16.85 -6.4 19.33 80 45 74
18 Nov 626.80 23.25 -6.75 19.71 3 0 29
17 Nov 630.60 30 -3.35 - 0 0 0
14 Nov 629.45 30 -3.35 - 0 1 0
13 Nov 630.10 30 -3.35 22.22 1 0 28
12 Nov 632.95 33.35 11.2 25.06 22 -2 26
11 Nov 624.70 22.15 0.15 - 0 3 0
10 Nov 614.80 22.15 0.15 24.29 4 1 26
7 Nov 615.35 22 4 20.26 15 13 24
6 Nov 603.75 18 1.5 23.23 3 2 10
4 Nov 607.55 16.5 0.05 18.65 2 1 7
3 Nov 599.25 16.45 0.2 21.80 3 2 5
31 Oct 591.15 16.25 -10.95 - 0 0 0
30 Oct 600.40 16.25 -10.95 - 0 0 0
29 Oct 601.00 16.25 -10.95 - 0 0 0
28 Oct 600.50 16.25 -10.95 - 0 0 0
27 Oct 600.75 16.25 -10.95 - 0 0 0
24 Oct 601.95 16.25 -10.95 - 0 0 0
21 Oct 595.30 16.25 -10.95 21.01 3 0 0
20 Oct 596.75 27.2 0 1.29 0 0 0
17 Oct 595.75 27.2 0 1.10 0 0 0
14 Oct 598.05 27.2 0 - 0 0 0
13 Oct 593.60 27.2 0 1.22 0 0 0
9 Oct 593.40 27.2 0 1.34 0 0 0
8 Oct 592.90 27.2 0 1.42 0 0 0
6 Oct 600.45 27.2 0 - 0 0 0
3 Oct 601.10 27.2 0 0.60 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 30DEC2025

Delta for 620 CE is 0.63

Historical price for 620 CE is as follows

On 5 Dec ICICIPRULI was trading at 623.50. The strike last trading price was 14.35, which was 3.2 higher than the previous day. The implied volatity was 15.46, the open interest changed by -52 which decreased total open position to 232


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 10.95, which was 1.55 higher than the previous day. The implied volatity was 15.60, the open interest changed by 26 which increased total open position to 285


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 9.6, which was -3.45 lower than the previous day. The implied volatity was 16.87, the open interest changed by 12 which increased total open position to 258


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 13.35, which was -2.95 lower than the previous day. The implied volatity was 20.17, the open interest changed by 29 which increased total open position to 245


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 16.5, which was 1.7 higher than the previous day. The implied volatity was 18.81, the open interest changed by 11 which increased total open position to 216


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 14.35, which was -4.6 lower than the previous day. The implied volatity was 14.86, the open interest changed by 35 which increased total open position to 207


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 18.95, which was 2 higher than the previous day. The implied volatity was 15.91, the open interest changed by -2 which decreased total open position to 173


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 17.5, which was 4.25 higher than the previous day. The implied volatity was 16.96, the open interest changed by 1 which increased total open position to 175


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 13, which was 0.7 higher than the previous day. The implied volatity was 16.58, the open interest changed by 12 which increased total open position to 173


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 11.5, which was -2.6 lower than the previous day. The implied volatity was 20.46, the open interest changed by 48 which increased total open position to 162


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 13.95, which was -5.4 lower than the previous day. The implied volatity was 19.55, the open interest changed by 5 which increased total open position to 115


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 19.2, which was 2.35 higher than the previous day. The implied volatity was 19.43, the open interest changed by 39 which increased total open position to 112


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 16.85, which was -6.4 lower than the previous day. The implied volatity was 19.33, the open interest changed by 45 which increased total open position to 74


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 23.25, which was -6.75 lower than the previous day. The implied volatity was 19.71, the open interest changed by 0 which decreased total open position to 29


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 30, 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 0


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 30, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 30, which was -3.35 lower than the previous day. The implied volatity was 22.22, the open interest changed by 0 which decreased total open position to 28


On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 33.35, which was 11.2 higher than the previous day. The implied volatity was 25.06, the open interest changed by -2 which decreased total open position to 26


On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 22.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 22.15, which was 0.15 higher than the previous day. The implied volatity was 24.29, the open interest changed by 1 which increased total open position to 26


On 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 22, which was 4 higher than the previous day. The implied volatity was 20.26, the open interest changed by 13 which increased total open position to 24


On 6 Nov ICICIPRULI was trading at 603.75. The strike last trading price was 18, which was 1.5 higher than the previous day. The implied volatity was 23.23, the open interest changed by 2 which increased total open position to 10


On 4 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 16.5, which was 0.05 higher than the previous day. The implied volatity was 18.65, the open interest changed by 1 which increased total open position to 7


On 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 16.45, which was 0.2 higher than the previous day. The implied volatity was 21.80, the open interest changed by 2 which increased total open position to 5


On 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 16.25, which was -10.95 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 16.25, which was -10.95 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 16.25, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct ICICIPRULI was trading at 600.50. The strike last trading price was 16.25, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct ICICIPRULI was trading at 600.75. The strike last trading price was 16.25, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct ICICIPRULI was trading at 601.95. The strike last trading price was 16.25, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct ICICIPRULI was trading at 595.30. The strike last trading price was 16.25, which was -10.95 lower than the previous day. The implied volatity was 21.01, the open interest changed by 0 which decreased total open position to 0


On 20 Oct ICICIPRULI was trading at 596.75. The strike last trading price was 27.2, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0


On 17 Oct ICICIPRULI was trading at 595.75. The strike last trading price was 27.2, which was 0 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0


On 14 Oct ICICIPRULI was trading at 598.05. The strike last trading price was 27.2, 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 Oct ICICIPRULI was trading at 593.60. The strike last trading price was 27.2, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0


On 9 Oct ICICIPRULI was trading at 593.40. The strike last trading price was 27.2, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0


On 8 Oct ICICIPRULI was trading at 592.90. The strike last trading price was 27.2, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0


On 6 Oct ICICIPRULI was trading at 600.45. The strike last trading price was 27.2, 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 Oct ICICIPRULI was trading at 601.10. The strike last trading price was 27.2, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0


ICICIPRULI 30DEC2025 620 PE
Delta: -0.39
Vega: 0.63
Theta: -0.16
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 623.50 8.5 -3.5 18.47 209 17 211
4 Dec 615.35 12 -3.45 19.34 45 -8 194
3 Dec 611.25 15.35 2.9 20.37 123 -25 202
2 Dec 616.55 12.35 1.75 17.65 461 37 226
1 Dec 621.55 10.35 -1.9 19.11 89 8 188
28 Nov 619.75 12.6 3.35 21.38 188 5 180
27 Nov 625.25 9.2 -2.7 19.49 138 23 174
26 Nov 621.90 11.9 -5 20.99 72 19 151
25 Nov 612.25 16.9 -2.6 22.80 24 12 131
24 Nov 607.35 19.5 0.65 19.02 36 22 118
21 Nov 610.90 18.85 3.3 21.43 31 1 96
20 Nov 618.40 15.35 -2.95 22.55 78 30 95
19 Nov 613.95 18.3 4.75 23.45 51 18 65
18 Nov 626.80 13.55 0.7 22.67 29 17 46
17 Nov 630.60 12.85 0.05 23.50 1 0 29
14 Nov 629.45 12.8 0.1 23.42 4 0 29
13 Nov 630.10 12.7 1.7 22.98 1 0 28
12 Nov 632.95 11 -5.9 21.19 11 0 26
11 Nov 624.70 16.9 -3.3 24.84 11 3 26
10 Nov 614.80 20.2 0.25 22.61 11 3 22
7 Nov 615.35 19.95 -4.75 24.41 6 3 16
6 Nov 603.75 24.7 -2.85 - 0 4 0
4 Nov 607.55 24.7 -2.85 24.58 4 3 12
3 Nov 599.25 27.55 -1.35 23.62 4 3 8
31 Oct 591.15 28.9 1.15 - 0 1 0
30 Oct 600.40 28.9 1.15 24.06 1 0 4
29 Oct 601.00 27.75 -14.85 - 0 0 0
28 Oct 600.50 27.75 -14.85 - 0 4 0
27 Oct 600.75 27.75 -14.85 23.43 4 3 3
24 Oct 601.95 42.6 0 - 0 0 0
21 Oct 595.30 42.6 0 - 0 0 0
20 Oct 596.75 42.6 0 - 0 0 0
17 Oct 595.75 42.6 0 - 0 0 0
14 Oct 598.05 42.6 0 - 0 0 0
13 Oct 593.60 42.6 0 - 0 0 0
9 Oct 593.40 42.6 0 - 0 0 0
8 Oct 592.90 42.6 0 - 0 0 0
6 Oct 600.45 0 0 - 0 0 0
3 Oct 601.10 0 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 620 expiring on 30DEC2025

Delta for 620 PE is -0.39

Historical price for 620 PE is as follows

On 5 Dec ICICIPRULI was trading at 623.50. The strike last trading price was 8.5, which was -3.5 lower than the previous day. The implied volatity was 18.47, the open interest changed by 17 which increased total open position to 211


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 12, which was -3.45 lower than the previous day. The implied volatity was 19.34, the open interest changed by -8 which decreased total open position to 194


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 15.35, which was 2.9 higher than the previous day. The implied volatity was 20.37, the open interest changed by -25 which decreased total open position to 202


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 12.35, which was 1.75 higher than the previous day. The implied volatity was 17.65, the open interest changed by 37 which increased total open position to 226


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 10.35, which was -1.9 lower than the previous day. The implied volatity was 19.11, the open interest changed by 8 which increased total open position to 188


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 12.6, which was 3.35 higher than the previous day. The implied volatity was 21.38, the open interest changed by 5 which increased total open position to 180


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 9.2, which was -2.7 lower than the previous day. The implied volatity was 19.49, the open interest changed by 23 which increased total open position to 174


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 11.9, which was -5 lower than the previous day. The implied volatity was 20.99, the open interest changed by 19 which increased total open position to 151


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 16.9, which was -2.6 lower than the previous day. The implied volatity was 22.80, the open interest changed by 12 which increased total open position to 131


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 19.5, which was 0.65 higher than the previous day. The implied volatity was 19.02, the open interest changed by 22 which increased total open position to 118


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 18.85, which was 3.3 higher than the previous day. The implied volatity was 21.43, the open interest changed by 1 which increased total open position to 96


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 15.35, which was -2.95 lower than the previous day. The implied volatity was 22.55, the open interest changed by 30 which increased total open position to 95


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 18.3, which was 4.75 higher than the previous day. The implied volatity was 23.45, the open interest changed by 18 which increased total open position to 65


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 13.55, which was 0.7 higher than the previous day. The implied volatity was 22.67, the open interest changed by 17 which increased total open position to 46


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 12.85, which was 0.05 higher than the previous day. The implied volatity was 23.50, the open interest changed by 0 which decreased total open position to 29


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 12.8, which was 0.1 higher than the previous day. The implied volatity was 23.42, the open interest changed by 0 which decreased total open position to 29


On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 12.7, which was 1.7 higher than the previous day. The implied volatity was 22.98, the open interest changed by 0 which decreased total open position to 28


On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 11, which was -5.9 lower than the previous day. The implied volatity was 21.19, the open interest changed by 0 which decreased total open position to 26


On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 16.9, which was -3.3 lower than the previous day. The implied volatity was 24.84, the open interest changed by 3 which increased total open position to 26


On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 20.2, which was 0.25 higher than the previous day. The implied volatity was 22.61, the open interest changed by 3 which increased total open position to 22


On 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 19.95, which was -4.75 lower than the previous day. The implied volatity was 24.41, the open interest changed by 3 which increased total open position to 16


On 6 Nov ICICIPRULI was trading at 603.75. The strike last trading price was 24.7, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 4 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 24.7, which was -2.85 lower than the previous day. The implied volatity was 24.58, the open interest changed by 3 which increased total open position to 12


On 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 27.55, which was -1.35 lower than the previous day. The implied volatity was 23.62, the open interest changed by 3 which increased total open position to 8


On 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 28.9, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 28.9, which was 1.15 higher than the previous day. The implied volatity was 24.06, the open interest changed by 0 which decreased total open position to 4


On 29 Oct ICICIPRULI was trading at 601.00. The strike last trading price was 27.75, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct ICICIPRULI was trading at 600.50. The strike last trading price was 27.75, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 27 Oct ICICIPRULI was trading at 600.75. The strike last trading price was 27.75, which was -14.85 lower than the previous day. The implied volatity was 23.43, the open interest changed by 3 which increased total open position to 3


On 24 Oct ICICIPRULI was trading at 601.95. The strike last trading price was 42.6, 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 21 Oct ICICIPRULI was trading at 595.30. The strike last trading price was 42.6, 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 Oct ICICIPRULI was trading at 596.75. The strike last trading price was 42.6, 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 Oct ICICIPRULI was trading at 595.75. The strike last trading price was 42.6, 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 14 Oct ICICIPRULI was trading at 598.05. The strike last trading price was 42.6, 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 Oct ICICIPRULI was trading at 593.60. The strike last trading price was 42.6, 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 Oct ICICIPRULI was trading at 593.40. The strike last trading price was 42.6, 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 8 Oct ICICIPRULI was trading at 592.90. The strike last trading price was 42.6, 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 Oct ICICIPRULI was trading at 600.45. 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


On 3 Oct ICICIPRULI was trading at 601.10. 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