ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
19 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 625 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.23
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 650.40 | 27.75 | 3.55 | 20.91 | 30 | 1 | 47 | |||||||||
| 18 Dec | 645.65 | 24.3 | 4.8 | 13.70 | 51 | -9 | 49 | |||||||||
| 17 Dec | 630.50 | 19.3 | -9.4 | - | 0 | 0 | 58 | |||||||||
| 16 Dec | 637.95 | 19.3 | -9.4 | 24.43 | 14 | 1 | 55 | |||||||||
| 15 Dec | 648.50 | 28.7 | 2.05 | 23.89 | 35 | 3 | 55 | |||||||||
| 12 Dec | 647.55 | 26.65 | 6.75 | 8.87 | 26 | -8 | 51 | |||||||||
| 11 Dec | 635.85 | 20 | -5.4 | 21.24 | 30 | -8 | 59 | |||||||||
| 10 Dec | 642.85 | 25.65 | 12.7 | 19.61 | 291 | -18 | 67 | |||||||||
| 9 Dec | 623.60 | 12.7 | 3.2 | 19.75 | 272 | -5 | 85 | |||||||||
| 8 Dec | 616.25 | 10.5 | -2.6 | 19.08 | 279 | 18 | 89 | |||||||||
| 5 Dec | 626.05 | 13.25 | 4.6 | 15.99 | 237 | 15 | 72 | |||||||||
| 4 Dec | 615.35 | 8.5 | 0.9 | 17.51 | 46 | -4 | 58 | |||||||||
| 3 Dec | 611.25 | 7.6 | -2.8 | 16.91 | 64 | 7 | 61 | |||||||||
| 2 Dec | 616.55 | 10.5 | -3.2 | 19.27 | 43 | 7 | 53 | |||||||||
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| 1 Dec | 621.55 | 14.05 | 1.85 | 19.11 | 52 | -3 | 45 | |||||||||
| 28 Nov | 619.75 | 12.3 | -3.75 | 15.77 | 90 | 14 | 48 | |||||||||
| 27 Nov | 625.25 | 16.05 | 2.1 | 16.15 | 70 | 8 | 33 | |||||||||
| 26 Nov | 621.90 | 13.95 | -1.05 | 15.96 | 65 | 26 | 27 | |||||||||
| 25 Nov | 612.25 | 15 | -2.15 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 607.35 | 15 | -2.15 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 610.90 | 15 | -2.15 | 23.59 | 1 | 0 | 1 | |||||||||
| 20 Nov | 618.40 | 17.15 | -4.85 | 20.11 | 1 | 0 | 0 | |||||||||
| 19 Nov | 613.95 | 22 | 1.95 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 626.80 | 22 | 1.95 | 21.65 | 2 | 1 | 1 | |||||||||
| 17 Nov | 630.60 | 20.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 629.45 | 20.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 630.10 | 20.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 632.95 | 20.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 624.70 | 20.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 614.80 | 20.05 | 0 | 0.68 | 0 | 0 | 0 | |||||||||
| 7 Nov | 615.35 | 20.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 599.25 | 20.05 | 0 | 1.84 | 0 | 0 | 0 | |||||||||
| 31 Oct | 591.15 | 20.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 600.40 | 20.05 | 0 | 1.82 | 0 | 0 | 0 | |||||||||
| 29 Oct | 601.00 | 20.05 | 0 | 1.58 | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 625 expiring on 30DEC2025
Delta for 625 CE is 0.88
Historical price for 625 CE is as follows
On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 27.75, which was 3.55 higher than the previous day. The implied volatity was 20.91, the open interest changed by 1 which increased total open position to 47
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 24.3, which was 4.8 higher than the previous day. The implied volatity was 13.70, the open interest changed by -9 which decreased total open position to 49
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 19.3, which was -9.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 19.3, which was -9.4 lower than the previous day. The implied volatity was 24.43, the open interest changed by 1 which increased total open position to 55
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 28.7, which was 2.05 higher than the previous day. The implied volatity was 23.89, the open interest changed by 3 which increased total open position to 55
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 26.65, which was 6.75 higher than the previous day. The implied volatity was 8.87, the open interest changed by -8 which decreased total open position to 51
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 20, which was -5.4 lower than the previous day. The implied volatity was 21.24, the open interest changed by -8 which decreased total open position to 59
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 25.65, which was 12.7 higher than the previous day. The implied volatity was 19.61, the open interest changed by -18 which decreased total open position to 67
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 12.7, which was 3.2 higher than the previous day. The implied volatity was 19.75, the open interest changed by -5 which decreased total open position to 85
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 10.5, which was -2.6 lower than the previous day. The implied volatity was 19.08, the open interest changed by 18 which increased total open position to 89
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 13.25, which was 4.6 higher than the previous day. The implied volatity was 15.99, the open interest changed by 15 which increased total open position to 72
On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 8.5, which was 0.9 higher than the previous day. The implied volatity was 17.51, the open interest changed by -4 which decreased total open position to 58
On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 7.6, which was -2.8 lower than the previous day. The implied volatity was 16.91, the open interest changed by 7 which increased total open position to 61
On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 10.5, which was -3.2 lower than the previous day. The implied volatity was 19.27, the open interest changed by 7 which increased total open position to 53
On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 14.05, which was 1.85 higher than the previous day. The implied volatity was 19.11, the open interest changed by -3 which decreased total open position to 45
On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 12.3, which was -3.75 lower than the previous day. The implied volatity was 15.77, the open interest changed by 14 which increased total open position to 48
On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 16.05, which was 2.1 higher than the previous day. The implied volatity was 16.15, the open interest changed by 8 which increased total open position to 33
On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 13.95, which was -1.05 lower than the previous day. The implied volatity was 15.96, the open interest changed by 26 which increased total open position to 27
On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 15, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 15, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 15, which was -2.15 lower than the previous day. The implied volatity was 23.59, the open interest changed by 0 which decreased total open position to 1
On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 17.15, which was -4.85 lower than the previous day. The implied volatity was 20.11, 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 22, which was 1.95 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 22, which was 1.95 higher than the previous day. The implied volatity was 21.65, the open interest changed by 1 which increased total open position to 1
On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 20.05, 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 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 20.05, 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 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 20.05, 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 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 20.05, 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 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 20.05, 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 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 20.05, which was 0 lower than the previous day. The implied volatity was 0.68, 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 20.05, 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 20.05, which was 0 lower than the previous day. The implied volatity was 1.84, 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 20.05, 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 20.05, which was 0 lower than the previous day. The implied volatity was 1.82, 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 20.05, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 30DEC2025 625 PE | |||||||
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Delta: -0.10
Vega: 0.20
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 650.40 | 1.05 | -1.25 | 18.97 | 126 | 29 | 81 |
| 18 Dec | 645.65 | 2.25 | -4.15 | 21.65 | 218 | -6 | 54 |
| 17 Dec | 630.50 | 6.45 | 1.55 | 21.09 | 101 | -7 | 59 |
| 16 Dec | 637.95 | 4.8 | 2.25 | 20.00 | 81 | -13 | 71 |
| 15 Dec | 648.50 | 2.5 | -0.95 | 20.78 | 63 | 2 | 83 |
| 12 Dec | 647.55 | 3.3 | -2.85 | 21.81 | 53 | 7 | 82 |
| 11 Dec | 635.85 | 6.25 | 1.05 | 20.55 | 46 | -6 | 75 |
| 10 Dec | 642.85 | 5.15 | -5.7 | 22.57 | 116 | 8 | 82 |
| 9 Dec | 623.60 | 11 | -4 | 19.98 | 116 | 21 | 75 |
| 8 Dec | 616.25 | 14.2 | 4.55 | 21.48 | 213 | 48 | 55 |
| 5 Dec | 626.05 | 9.45 | -4.65 | 18.28 | 11 | 4 | 7 |
| 4 Dec | 615.35 | 14.1 | -23.9 | - | 0 | 0 | 0 |
| 3 Dec | 611.25 | 14.1 | -23.9 | - | 0 | 0 | 0 |
| 2 Dec | 616.55 | 14.1 | -23.9 | - | 0 | 3 | 0 |
| 1 Dec | 621.55 | 14.1 | -23.9 | 21.19 | 4 | 0 | 0 |
| 28 Nov | 619.75 | 38 | 0 | 0.31 | 0 | 0 | 0 |
| 27 Nov | 625.25 | 38 | 0 | 1.21 | 0 | 0 | 0 |
| 26 Nov | 621.90 | 38 | 0 | 0.65 | 0 | 0 | 0 |
| 25 Nov | 612.25 | 38 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 607.35 | 38 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 610.90 | 38 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 618.40 | 38 | 0 | 0.27 | 0 | 0 | 0 |
| 19 Nov | 613.95 | 38 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 626.80 | 38 | 0 | 1.06 | 0 | 0 | 0 |
| 17 Nov | 630.60 | 38 | 0 | 1.65 | 0 | 0 | 0 |
| 14 Nov | 629.45 | 38 | 0 | 1.84 | 0 | 0 | 0 |
| 13 Nov | 630.10 | 38 | 0 | 1.80 | 0 | 0 | 0 |
| 12 Nov | 632.95 | 38 | 0 | 1.93 | 0 | 0 | 0 |
| 11 Nov | 624.70 | 38 | 0 | 1.00 | 0 | 0 | 0 |
| 10 Nov | 614.80 | 38 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 615.35 | 38 | 0 | 0.16 | 0 | 0 | 0 |
| 3 Nov | 599.25 | 38 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 591.15 | 38 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 600.40 | 38 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 601.00 | 38 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 625 expiring on 30DEC2025
Delta for 625 PE is -0.10
Historical price for 625 PE is as follows
On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 1.05, which was -1.25 lower than the previous day. The implied volatity was 18.97, the open interest changed by 29 which increased total open position to 81
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 2.25, which was -4.15 lower than the previous day. The implied volatity was 21.65, the open interest changed by -6 which decreased total open position to 54
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 6.45, which was 1.55 higher than the previous day. The implied volatity was 21.09, the open interest changed by -7 which decreased total open position to 59
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 4.8, which was 2.25 higher than the previous day. The implied volatity was 20.00, the open interest changed by -13 which decreased total open position to 71
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 2.5, which was -0.95 lower than the previous day. The implied volatity was 20.78, the open interest changed by 2 which increased total open position to 83
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 3.3, which was -2.85 lower than the previous day. The implied volatity was 21.81, the open interest changed by 7 which increased total open position to 82
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 6.25, which was 1.05 higher than the previous day. The implied volatity was 20.55, the open interest changed by -6 which decreased total open position to 75
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 5.15, which was -5.7 lower than the previous day. The implied volatity was 22.57, the open interest changed by 8 which increased total open position to 82
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was 19.98, the open interest changed by 21 which increased total open position to 75
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 14.2, which was 4.55 higher than the previous day. The implied volatity was 21.48, the open interest changed by 48 which increased total open position to 55
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 9.45, which was -4.65 lower than the previous day. The implied volatity was 18.28, the open interest changed by 4 which increased total open position to 7
On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 14.1, which was -23.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 14.1, which was -23.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 14.1, which was -23.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 14.1, which was -23.9 lower than the previous day. The implied volatity was 21.19, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 38, 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 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 38, 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 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 38, 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 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 0.27, 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 38, 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 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 1.06, 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 38, which was 0 lower than the previous day. The implied volatity was 1.65, 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 38, which was 0 lower than the previous day. The implied volatity was 1.84, 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 38, which was 0 lower than the previous day. The implied volatity was 1.80, 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 38, which was 0 lower than the previous day. The implied volatity was 1.93, 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 38, which was 0 lower than the previous day. The implied volatity was 1.00, 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 38, 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 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 0.16, 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 38, 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 38, 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 38, 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 38, 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































































































































































































































