ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
20 Feb 2026 04:10 PM IST
| ICICIPRULI 24-FEB-2026 630 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.09
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 651.30 | 22.55 | 3.3 | 22.8 | 35 | -12 | 89 | |||||||||
| 19 Feb | 648.65 | 19.25 | -2.5 | 31.4 | 26 | -15 | 101 | |||||||||
| 18 Feb | 648.85 | 20.9 | 7.5 | 24.63 | 38 | 1 | 117 | |||||||||
| 17 Feb | 638.70 | 13 | -3.2 | 22.46 | 23 | 9 | 116 | |||||||||
| 16 Feb | 640.85 | 17.55 | -0.5 | 29.66 | 94 | 5 | 110 | |||||||||
| 13 Feb | 643.65 | 15.7 | -0.35 | 21.51 | 146 | 21 | 105 | |||||||||
| 12 Feb | 638.10 | 15.6 | -1.9 | 15.63 | 98 | 6 | 85 | |||||||||
| 11 Feb | 640.95 | 17.5 | -8.85 | 20.88 | 39 | 0 | 79 | |||||||||
| 10 Feb | 643.00 | 26.35 | -10 | - | 0 | 0 | 79 | |||||||||
| 9 Feb | 648.30 | 26.35 | -10 | - | 0 | 0 | 79 | |||||||||
| 6 Feb | 651.35 | 26.35 | -10 | 25.77 | 11 | -1 | 80 | |||||||||
| 5 Feb | 655.20 | 36.35 | 4.2 | - | 0 | 0 | 81 | |||||||||
| 4 Feb | 660.35 | 36.35 | 4.2 | 24.37 | 6 | -3 | 80 | |||||||||
| 3 Feb | 654.40 | 32.15 | 10.2 | 18.26 | 14 | -3 | 83 | |||||||||
| 2 Feb | 641.80 | 21.35 | -3.95 | 17.8 | 74 | 1 | 89 | |||||||||
| 1 Feb | 643.45 | 25.3 | 2.65 | 25.33 | 41 | -2 | 88 | |||||||||
| 30 Jan | 636.85 | 22.25 | 4.85 | 27.51 | 300 | -2 | 90 | |||||||||
| 29 Jan | 625.30 | 16.95 | -11.45 | 22.02 | 153 | 91 | 92 | |||||||||
| 28 Jan | 642.40 | 28.4 | -1.1 | - | 0 | 0 | 1 | |||||||||
| 27 Jan | 643.85 | 28.4 | -1.1 | 30.65 | 5 | 3 | 3 | |||||||||
| 23 Jan | 638.70 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 653.15 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 647.10 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 651.80 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 660.95 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Jan | 678.00 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 669.25 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 681.45 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 680.75 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 685.45 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 681.35 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 684.60 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 688.45 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 683.85 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 678.30 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 674.30 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 668.25 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 654.85 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 651.20 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 649.95 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 652.05 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 650.90 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 650.50 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 650.40 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 645.65 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 630.50 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 637.95 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 648.50 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 647.55 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 635.85 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 642.85 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 623.60 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 616.25 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 626.05 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 615.35 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 611.25 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 616.55 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 621.55 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 619.75 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 625.25 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 24FEB2026
Delta for 630 CE is 0.93
Historical price for 630 CE is as follows
On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 22.55, which was 3.3 higher than the previous day. The implied volatity was 22.8, the open interest changed by -12 which decreased total open position to 89
On 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 19.25, which was -2.5 lower than the previous day. The implied volatity was 31.4, the open interest changed by -15 which decreased total open position to 101
On 18 Feb ICICIPRULI was trading at 648.85. The strike last trading price was 20.9, which was 7.5 higher than the previous day. The implied volatity was 24.63, the open interest changed by 1 which increased total open position to 117
On 17 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 13, which was -3.2 lower than the previous day. The implied volatity was 22.46, the open interest changed by 9 which increased total open position to 116
On 16 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 17.55, which was -0.5 lower than the previous day. The implied volatity was 29.66, the open interest changed by 5 which increased total open position to 110
On 13 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 15.7, which was -0.35 lower than the previous day. The implied volatity was 21.51, the open interest changed by 21 which increased total open position to 105
On 12 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 15.6, which was -1.9 lower than the previous day. The implied volatity was 15.63, the open interest changed by 6 which increased total open position to 85
On 11 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 17.5, which was -8.85 lower than the previous day. The implied volatity was 20.88, the open interest changed by 0 which decreased total open position to 79
On 10 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 26.35, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 26.35, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 26.35, which was -10 lower than the previous day. The implied volatity was 25.77, the open interest changed by -1 which decreased total open position to 80
On 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 36.35, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 81
On 4 Feb ICICIPRULI was trading at 660.35. The strike last trading price was 36.35, which was 4.2 higher than the previous day. The implied volatity was 24.37, the open interest changed by -3 which decreased total open position to 80
On 3 Feb ICICIPRULI was trading at 654.40. The strike last trading price was 32.15, which was 10.2 higher than the previous day. The implied volatity was 18.26, the open interest changed by -3 which decreased total open position to 83
On 2 Feb ICICIPRULI was trading at 641.80. The strike last trading price was 21.35, which was -3.95 lower than the previous day. The implied volatity was 17.8, the open interest changed by 1 which increased total open position to 89
On 1 Feb ICICIPRULI was trading at 643.45. The strike last trading price was 25.3, which was 2.65 higher than the previous day. The implied volatity was 25.33, the open interest changed by -2 which decreased total open position to 88
On 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 22.25, which was 4.85 higher than the previous day. The implied volatity was 27.51, the open interest changed by -2 which decreased total open position to 90
On 29 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 16.95, which was -11.45 lower than the previous day. The implied volatity was 22.02, the open interest changed by 91 which increased total open position to 92
On 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 28.4, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Jan ICICIPRULI was trading at 643.85. The strike last trading price was 28.4, which was -1.1 lower than the previous day. The implied volatity was 30.65, the open interest changed by 3 which increased total open position to 3
On 23 Jan ICICIPRULI was trading at 638.70. The strike last trading price was 29.5, 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 29.5, 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 29.5, 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 29.5, 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 29.5, 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 29.5, 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 29.5, 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 Jan ICICIPRULI was trading at 681.45. The strike last trading price was 29.5, 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 Jan ICICIPRULI was trading at 680.75. The strike last trading price was 29.5, 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 Jan ICICIPRULI was trading at 685.45. The strike last trading price was 29.5, 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 Jan ICICIPRULI was trading at 681.35. The strike last trading price was 29.5, 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 Jan ICICIPRULI was trading at 684.60. The strike last trading price was 29.5, 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 Jan ICICIPRULI was trading at 688.45. The strike last trading price was 29.5, 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 Jan ICICIPRULI was trading at 683.85. The strike last trading price was 29.5, 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 29.5, 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 Jan ICICIPRULI was trading at 674.30. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 668.25. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 654.85. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 651.20. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 649.95. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 652.05. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 650.90. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 650.50. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 29.5, 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 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 29.5, 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 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 29.5, 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 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 29.5, 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 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 29.5, 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 24FEB2026 630 PE | |||||||
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Delta: -0.09
Vega: 0.11
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 651.30 | 0.65 | -0.25 | 24.19 | 593 | 113 | 239 |
| 19 Feb | 648.65 | 0.9 | -0.3 | 21.7 | 266 | 31 | 126 |
| 18 Feb | 648.85 | 1.15 | -2.75 | 20.93 | 210 | -13 | 94 |
| 17 Feb | 638.70 | 3.9 | 0.1 | 21.38 | 35 | -6 | 105 |
| 16 Feb | 640.85 | 3.65 | -0.85 | 21.4 | 138 | 13 | 108 |
| 13 Feb | 643.65 | 5.1 | -0.75 | 21.63 | 317 | -52 | 96 |
| 12 Feb | 638.10 | 5.55 | -0.1 | 23.73 | 173 | -37 | 148 |
| 11 Feb | 640.95 | 5.55 | -0.4 | 22.39 | 268 | -31 | 184 |
| 10 Feb | 643.00 | 6 | 1.55 | 23.45 | 443 | -77 | 210 |
| 9 Feb | 648.30 | 4.4 | -0.4 | 22.71 | 576 | -117 | 286 |
| 6 Feb | 651.35 | 4.9 | 0.75 | 21.77 | 3,482 | 333 | 406 |
| 5 Feb | 655.20 | 4.1 | -0.05 | 24.78 | 57 | -11 | 75 |
| 4 Feb | 660.35 | 4.35 | -0.6 | 25.81 | 76 | 22 | 86 |
| 3 Feb | 654.40 | 5.05 | -4.1 | 25.64 | 70 | -11 | 64 |
| 2 Feb | 641.80 | 9.35 | 0.2 | 26.32 | 109 | -11 | 69 |
| 1 Feb | 643.45 | 10.1 | -3.95 | 26.61 | 87 | 11 | 80 |
| 30 Jan | 636.85 | 14.5 | -3.45 | 27.59 | 226 | -9 | 71 |
| 29 Jan | 625.30 | 18.35 | 7 | 30.56 | 120 | 39 | 80 |
| 28 Jan | 642.40 | 11.35 | 0.6 | 27.44 | 10 | 2 | 41 |
| 27 Jan | 643.85 | 10.55 | -2.95 | 23.15 | 89 | 38 | 40 |
| 23 Jan | 638.70 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 22 Jan | 653.15 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 21 Jan | 647.10 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 20 Jan | 651.80 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 19 Jan | 660.95 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 16 Jan | 678.00 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 14 Jan | 669.25 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 13 Jan | 681.45 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 12 Jan | 680.75 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 9 Jan | 685.45 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 8 Jan | 681.35 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 7 Jan | 684.60 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 6 Jan | 688.45 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 5 Jan | 683.85 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 2 Jan | 678.30 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 1 Jan | 674.30 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 31 Dec | 668.25 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 30 Dec | 654.85 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 29 Dec | 651.20 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 26 Dec | 649.95 | 13.5 | 0.5 | - | 0 | 0 | 2 |
| 24 Dec | 652.05 | 13.5 | 0.5 | - | 1 | 0 | 1 |
| 23 Dec | 650.90 | 13 | -2 | 24.64 | 6 | 0 | 7 |
| 22 Dec | 650.50 | 15 | -5 | - | 0 | 0 | 7 |
| 19 Dec | 650.40 | 15 | -5 | - | 0 | 0 | 7 |
| 18 Dec | 645.65 | 15 | -5 | - | 0 | 0 | 7 |
| 17 Dec | 630.50 | 15 | -5 | - | 0 | 0 | 7 |
| 16 Dec | 637.95 | 15 | -5 | - | 0 | 0 | 7 |
| 15 Dec | 648.50 | 15 | -5 | - | 0 | 0 | 0 |
| 12 Dec | 647.55 | 15 | -5 | 24.64 | 4 | 0 | 3 |
| 11 Dec | 635.85 | 20 | -9.25 | - | 2 | 0 | 1 |
| 10 Dec | 642.85 | 29.25 | -8.5 | - | 0 | 0 | 1 |
| 9 Dec | 623.60 | 29.25 | -8.5 | - | 0 | 1 | 0 |
| 8 Dec | 616.25 | 29.25 | -8.5 | 26.08 | 1 | 0 | 0 |
| 5 Dec | 626.05 | 37.75 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 615.35 | 37.75 | 0 | 0.09 | 0 | 0 | 0 |
| 3 Dec | 611.25 | 37.75 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 616.55 | 37.75 | 0 | 0.06 | 0 | 0 | 0 |
| 1 Dec | 621.55 | 37.75 | 0 | 0.66 | 0 | 0 | 0 |
| 28 Nov | 619.75 | 37.75 | 0 | 0.57 | 0 | 0 | 0 |
| 27 Nov | 625.25 | 37.75 | 0 | 1.2 | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 24FEB2026
Delta for 630 PE is -0.09
Historical price for 630 PE is as follows
On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 24.19, the open interest changed by 113 which increased total open position to 239
On 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 21.7, the open interest changed by 31 which increased total open position to 126
On 18 Feb ICICIPRULI was trading at 648.85. The strike last trading price was 1.15, which was -2.75 lower than the previous day. The implied volatity was 20.93, the open interest changed by -13 which decreased total open position to 94
On 17 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 3.9, which was 0.1 higher than the previous day. The implied volatity was 21.38, the open interest changed by -6 which decreased total open position to 105
On 16 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 3.65, which was -0.85 lower than the previous day. The implied volatity was 21.4, the open interest changed by 13 which increased total open position to 108
On 13 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 5.1, which was -0.75 lower than the previous day. The implied volatity was 21.63, the open interest changed by -52 which decreased total open position to 96
On 12 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 5.55, which was -0.1 lower than the previous day. The implied volatity was 23.73, the open interest changed by -37 which decreased total open position to 148
On 11 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 5.55, which was -0.4 lower than the previous day. The implied volatity was 22.39, the open interest changed by -31 which decreased total open position to 184
On 10 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 6, which was 1.55 higher than the previous day. The implied volatity was 23.45, the open interest changed by -77 which decreased total open position to 210
On 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 4.4, which was -0.4 lower than the previous day. The implied volatity was 22.71, the open interest changed by -117 which decreased total open position to 286
On 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 4.9, which was 0.75 higher than the previous day. The implied volatity was 21.77, the open interest changed by 333 which increased total open position to 406
On 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 4.1, which was -0.05 lower than the previous day. The implied volatity was 24.78, the open interest changed by -11 which decreased total open position to 75
On 4 Feb ICICIPRULI was trading at 660.35. The strike last trading price was 4.35, which was -0.6 lower than the previous day. The implied volatity was 25.81, the open interest changed by 22 which increased total open position to 86
On 3 Feb ICICIPRULI was trading at 654.40. The strike last trading price was 5.05, which was -4.1 lower than the previous day. The implied volatity was 25.64, the open interest changed by -11 which decreased total open position to 64
On 2 Feb ICICIPRULI was trading at 641.80. The strike last trading price was 9.35, which was 0.2 higher than the previous day. The implied volatity was 26.32, the open interest changed by -11 which decreased total open position to 69
On 1 Feb ICICIPRULI was trading at 643.45. The strike last trading price was 10.1, which was -3.95 lower than the previous day. The implied volatity was 26.61, the open interest changed by 11 which increased total open position to 80
On 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 14.5, which was -3.45 lower than the previous day. The implied volatity was 27.59, the open interest changed by -9 which decreased total open position to 71
On 29 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 18.35, which was 7 higher than the previous day. The implied volatity was 30.56, the open interest changed by 39 which increased total open position to 80
On 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 11.35, which was 0.6 higher than the previous day. The implied volatity was 27.44, the open interest changed by 2 which increased total open position to 41
On 27 Jan ICICIPRULI was trading at 643.85. The strike last trading price was 10.55, which was -2.95 lower than the previous day. The implied volatity was 23.15, the open interest changed by 38 which increased total open position to 40
On 23 Jan ICICIPRULI was trading at 638.70. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Jan ICICIPRULI was trading at 653.15. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Jan ICICIPRULI was trading at 647.10. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Jan ICICIPRULI was trading at 651.80. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jan ICICIPRULI was trading at 660.95. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jan ICICIPRULI was trading at 678.00. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Jan ICICIPRULI was trading at 669.25. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Jan ICICIPRULI was trading at 681.45. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Jan ICICIPRULI was trading at 680.75. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jan ICICIPRULI was trading at 685.45. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jan ICICIPRULI was trading at 681.35. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Jan ICICIPRULI was trading at 684.60. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Jan ICICIPRULI was trading at 688.45. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jan ICICIPRULI was trading at 683.85. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jan ICICIPRULI was trading at 678.30. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jan ICICIPRULI was trading at 674.30. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 31 Dec ICICIPRULI was trading at 668.25. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Dec ICICIPRULI was trading at 654.85. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Dec ICICIPRULI was trading at 651.20. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Dec ICICIPRULI was trading at 649.95. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Dec ICICIPRULI was trading at 652.05. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Dec ICICIPRULI was trading at 650.90. The strike last trading price was 13, which was -2 lower than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 7
On 22 Dec ICICIPRULI was trading at 650.50. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 3
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 20, which was -9.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 29.25, which was -8.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 29.25, which was -8.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 29.25, which was -8.5 lower than the previous day. The implied volatity was 26.08, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 37.75, 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 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 0.09, 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 37.75, 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 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 0.66, 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 37.75, which was 0 lower than the previous day. The implied volatity was 0.57, 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 37.75, which was 0 lower than the previous day. The implied volatity was 1.2, the open interest changed by 0 which decreased total open position to 0
