ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
17 Mar 2026 04:10 PM IST
| ICICIPRULI 30-MAR-2026 625 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.29
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 592.45 | 2.9 | 1.2 | 27.62 | 48 | -3 | 102 | |||||||||
| 16 Mar | 583.90 | 1.7 | -0.85 | 26.7 | 39 | 13 | 105 | |||||||||
| 13 Mar | 583.75 | 2.6 | -1.45 | 27.07 | 48 | 26 | 92 | |||||||||
| 12 Mar | 592.95 | 4.05 | -1.25 | 25.49 | 48 | 0 | 65 | |||||||||
| 11 Mar | 598.50 | 5.25 | -2.5 | 27.52 | 43 | 7 | 64 | |||||||||
| 10 Mar | 601.65 | 7.9 | -0.65 | 28.3 | 56 | -2 | 57 | |||||||||
| 9 Mar | 601.55 | 8.6 | -3.55 | 26.96 | 40 | -6 | 59 | |||||||||
| 6 Mar | 614.05 | 11.95 | -7.15 | 23.39 | 161 | 24 | 66 | |||||||||
| 5 Mar | 627.45 | 19.2 | -0.95 | 26.08 | 129 | 11 | 43 | |||||||||
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| 4 Mar | 625.75 | 19.6 | -22.55 | 23.02 | 49 | 31 | 31 | |||||||||
| 2 Mar | 653.55 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 654.50 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 674.55 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 668.25 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 661.40 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 664.15 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 651.30 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 648.65 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 648.85 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 638.70 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 640.85 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 643.65 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 638.10 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 640.95 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 643.00 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 648.30 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 651.35 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 655.20 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 660.35 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 654.40 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 641.80 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 643.45 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 636.85 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 625.30 | 42.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 642.40 | 42.15 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 625 expiring on 30MAR2026
Delta for 625 CE is 0.18
Historical price for 625 CE is as follows
On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 2.9, which was 1.2 higher than the previous day. The implied volatity was 27.62, the open interest changed by -3 which decreased total open position to 102
On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 1.7, which was -0.85 lower than the previous day. The implied volatity was 26.7, the open interest changed by 13 which increased total open position to 105
On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 2.6, which was -1.45 lower than the previous day. The implied volatity was 27.07, the open interest changed by 26 which increased total open position to 92
On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 4.05, which was -1.25 lower than the previous day. The implied volatity was 25.49, the open interest changed by 0 which decreased total open position to 65
On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 5.25, which was -2.5 lower than the previous day. The implied volatity was 27.52, the open interest changed by 7 which increased total open position to 64
On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 7.9, which was -0.65 lower than the previous day. The implied volatity was 28.3, the open interest changed by -2 which decreased total open position to 57
On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 8.6, which was -3.55 lower than the previous day. The implied volatity was 26.96, the open interest changed by -6 which decreased total open position to 59
On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 11.95, which was -7.15 lower than the previous day. The implied volatity was 23.39, the open interest changed by 24 which increased total open position to 66
On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 19.2, which was -0.95 lower than the previous day. The implied volatity was 26.08, the open interest changed by 11 which increased total open position to 43
On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 19.6, which was -22.55 lower than the previous day. The implied volatity was 23.02, the open interest changed by 31 which increased total open position to 31
On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 30MAR2026 625 PE | |||||||
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Delta: -0.8
Vega: 0.31
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 592.45 | 33.65 | -9.75 | 29.85 | 7 | -2 | 23 |
| 16 Mar | 583.90 | 43.4 | 13.35 | - | 3 | -1 | 0 |
| 13 Mar | 583.75 | 43.4 | 13.35 | 36.83 | 3 | -1 | 25 |
| 12 Mar | 592.95 | 30.05 | -0.2 | - | 0 | -1 | 0 |
| 11 Mar | 598.50 | 30.05 | -0.2 | 20.46 | 4 | 0 | 27 |
| 10 Mar | 601.65 | 30.25 | 8 | - | 16 | 0 | 27 |
| 9 Mar | 601.55 | 30.25 | 8 | 34.75 | 16 | 2 | 26 |
| 6 Mar | 614.05 | 22.25 | 8.45 | 30.18 | 49 | 3 | 24 |
| 5 Mar | 627.45 | 13.9 | -3.35 | 24.55 | 145 | -12 | 22 |
| 4 Mar | 625.75 | 17.55 | 0.8 | 32.02 | 186 | 37 | 37 |
| 2 Mar | 653.55 | 16.75 | 0 | 5.7 | 0 | 0 | 0 |
| 27 Feb | 654.50 | 16.75 | 0 | 6.25 | 0 | 0 | 0 |
| 26 Feb | 674.55 | 16.75 | 0 | 8.11 | 0 | 0 | 0 |
| 25 Feb | 668.25 | 16.75 | 0 | 7.38 | 0 | 0 | 0 |
| 24 Feb | 661.40 | 16.75 | 0 | 5.87 | 0 | 0 | 0 |
| 23 Feb | 664.15 | 16.75 | 0 | 6.02 | 0 | 0 | 0 |
| 20 Feb | 651.30 | 16.75 | 0 | 4.39 | 0 | 0 | 0 |
| 19 Feb | 648.65 | 16.75 | 0 | 3.92 | 0 | 0 | 0 |
| 18 Feb | 648.85 | 16.75 | 0 | 3.97 | 0 | 0 | 0 |
| 17 Feb | 638.70 | 16.75 | 0 | 2.83 | 0 | 0 | 0 |
| 16 Feb | 640.85 | 16.75 | 0 | 3.62 | 0 | 0 | 0 |
| 13 Feb | 643.65 | 16.75 | 0 | 2.96 | 0 | 0 | 0 |
| 12 Feb | 638.10 | 16.75 | 0 | 3.26 | 0 | 0 | 0 |
| 11 Feb | 640.95 | 16.75 | 0 | 3.15 | 0 | 0 | 0 |
| 10 Feb | 643.00 | 16.75 | 0 | 3.27 | 0 | 0 | 0 |
| 9 Feb | 648.30 | 16.75 | 0 | 3.78 | 0 | 0 | 0 |
| 6 Feb | 651.35 | 16.75 | 0 | 3.99 | 0 | 0 | 0 |
| 5 Feb | 655.20 | 16.75 | 0 | 4.51 | 0 | 0 | 0 |
| 4 Feb | 660.35 | 16.75 | 0 | 4.59 | 0 | 0 | 0 |
| 3 Feb | 654.40 | 16.75 | 0 | 4.32 | 0 | 0 | 0 |
| 2 Feb | 641.80 | 16.75 | 0 | 3.13 | 0 | 0 | 0 |
| 1 Feb | 643.45 | 16.75 | 0 | 3.03 | 0 | 0 | 0 |
| 30 Jan | 636.85 | 16.75 | 0 | 2.48 | 0 | 0 | 0 |
| 29 Jan | 625.30 | 16.75 | 0 | 1.25 | 0 | 0 | 0 |
| 28 Jan | 642.40 | 16.75 | 0 | 3.1 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 625 expiring on 30MAR2026
Delta for 625 PE is -0.8
Historical price for 625 PE is as follows
On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 33.65, which was -9.75 lower than the previous day. The implied volatity was 29.85, the open interest changed by -2 which decreased total open position to 23
On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 43.4, which was 13.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 43.4, which was 13.35 higher than the previous day. The implied volatity was 36.83, the open interest changed by -1 which decreased total open position to 25
On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 30.05, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 30.05, which was -0.2 lower than the previous day. The implied volatity was 20.46, the open interest changed by 0 which decreased total open position to 27
On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 30.25, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 30.25, which was 8 higher than the previous day. The implied volatity was 34.75, the open interest changed by 2 which increased total open position to 26
On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 22.25, which was 8.45 higher than the previous day. The implied volatity was 30.18, the open interest changed by 3 which increased total open position to 24
On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 13.9, which was -3.35 lower than the previous day. The implied volatity was 24.55, the open interest changed by -12 which decreased total open position to 22
On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 17.55, which was 0.8 higher than the previous day. The implied volatity was 32.02, the open interest changed by 37 which increased total open position to 37
On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 5.7, 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 16.75, which was 0 lower than the previous day. The implied volatity was 6.25, 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 16.75, which was 0 lower than the previous day. The implied volatity was 8.11, 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 16.75, which was 0 lower than the previous day. The implied volatity was 7.38, 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 16.75, which was 0 lower than the previous day. The implied volatity was 5.87, 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 16.75, which was 0 lower than the previous day. The implied volatity was 6.02, 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 16.75, which was 0 lower than the previous day. The implied volatity was 4.39, 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 16.75, which was 0 lower than the previous day. The implied volatity was 3.92, 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 16.75, which was 0 lower than the previous day. The implied volatity was 3.97, 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 16.75, which was 0 lower than the previous day. The implied volatity was 2.83, 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 16.75, which was 0 lower than the previous day. The implied volatity was 3.62, 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 16.75, which was 0 lower than the previous day. The implied volatity was 2.96, 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 16.75, 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 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 3.15, 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 16.75, which was 0 lower than the previous day. The implied volatity was 3.27, 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 16.75, which was 0 lower than the previous day. The implied volatity was 3.78, 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 16.75, 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 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 4.51, 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 16.75, which was 0 lower than the previous day. The implied volatity was 4.59, 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 16.75, which was 0 lower than the previous day. The implied volatity was 4.32, 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 16.75, which was 0 lower than the previous day. The implied volatity was 3.13, 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 16.75, which was 0 lower than the previous day. The implied volatity was 3.03, 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 16.75, which was 0 lower than the previous day. The implied volatity was 2.48, 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 16.75, which was 0 lower than the previous day. The implied volatity was 1.25, 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 16.75, which was 0 lower than the previous day. The implied volatity was 3.1, the open interest changed by 0 which decreased total open position to 0
