[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
623.6 +7.35 (1.19%)
L: 614.9 H: 631.25

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Historical option data for ICICIPRULI

09 Dec 2025 04:10 PM IST
ICICIPRULI 30-DEC-2025 630 CE
Delta: 0.47
Vega: 0.59
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 10.6 2.85 20.25 1,142 -2 761
8 Dec 616.25 8.35 -2.2 19.03 2,671 48 765
5 Dec 626.05 10.45 3.6 15.76 410 31 717
4 Dec 615.35 7.1 1.05 16.38 130 56 686
3 Dec 611.25 6 -2.6 17.08 166 -23 630
2 Dec 616.55 8.55 -2.55 19.26 136 8 653
1 Dec 621.55 11.5 1.4 18.85 151 2 645
28 Nov 619.75 9.9 -3.3 15.72 233 7 643
27 Nov 625.25 13.35 1.55 16.20 347 15 628
26 Nov 621.90 12.2 3.2 16.95 1,396 480 613
25 Nov 612.25 9 0.2 17.05 54 14 133
24 Nov 607.35 8.5 -1.7 21.12 56 -5 119
21 Nov 610.90 10.25 -4.35 19.94 49 22 123
20 Nov 618.40 14.5 1.7 19.75 155 38 99
19 Nov 613.95 12.8 -6.7 19.91 62 26 61
18 Nov 626.80 19.5 -4.65 21.77 24 10 34
17 Nov 630.60 24.15 3.6 24.22 25 17 18
14 Nov 629.45 20.55 -2.9 18.15 1 0 0
13 Nov 630.10 23.45 0 - 0 0 0
12 Nov 632.95 23.45 0 - 0 0 0
11 Nov 624.70 23.45 0 - 0 0 0
10 Nov 614.80 23.45 0 1.28 0 0 0
7 Nov 615.35 23.45 0 0.58 0 0 0
3 Nov 599.25 23.45 0 2.45 0 0 0
31 Oct 591.15 23.45 0 - 0 0 0
30 Oct 600.40 23.45 0 2.41 0 0 0
29 Oct 601.00 23.45 0 2.17 0 0 0
28 Oct 600.50 23.45 0 1.98 0 0 0
24 Oct 601.95 23.45 0 1.95 0 0 0
21 Oct 595.30 23.45 0 - 0 0 0
20 Oct 596.75 23.45 0 2.39 0 0 0
17 Oct 595.75 23.45 0 - 0 0 0
14 Oct 598.05 23.45 0 - 0 0 0
13 Oct 593.60 23.45 0 2.27 0 0 0
9 Oct 593.40 23.45 0 2.18 0 0 0
8 Oct 592.90 23.45 0 2.25 0 0 0
6 Oct 600.45 0 0 - 0 0 0
3 Oct 601.10 0 0 1.44 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 30DEC2025

Delta for 630 CE is 0.47

Historical price for 630 CE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 10.6, which was 2.85 higher than the previous day. The implied volatity was 20.25, the open interest changed by -2 which decreased total open position to 761


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 8.35, which was -2.2 lower than the previous day. The implied volatity was 19.03, the open interest changed by 48 which increased total open position to 765


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 10.45, which was 3.6 higher than the previous day. The implied volatity was 15.76, the open interest changed by 31 which increased total open position to 717


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 7.1, which was 1.05 higher than the previous day. The implied volatity was 16.38, the open interest changed by 56 which increased total open position to 686


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 6, which was -2.6 lower than the previous day. The implied volatity was 17.08, the open interest changed by -23 which decreased total open position to 630


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 8.55, which was -2.55 lower than the previous day. The implied volatity was 19.26, the open interest changed by 8 which increased total open position to 653


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 11.5, which was 1.4 higher than the previous day. The implied volatity was 18.85, the open interest changed by 2 which increased total open position to 645


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 9.9, which was -3.3 lower than the previous day. The implied volatity was 15.72, the open interest changed by 7 which increased total open position to 643


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 13.35, which was 1.55 higher than the previous day. The implied volatity was 16.20, the open interest changed by 15 which increased total open position to 628


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 12.2, which was 3.2 higher than the previous day. The implied volatity was 16.95, the open interest changed by 480 which increased total open position to 613


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 9, which was 0.2 higher than the previous day. The implied volatity was 17.05, the open interest changed by 14 which increased total open position to 133


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 8.5, which was -1.7 lower than the previous day. The implied volatity was 21.12, the open interest changed by -5 which decreased total open position to 119


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 10.25, which was -4.35 lower than the previous day. The implied volatity was 19.94, the open interest changed by 22 which increased total open position to 123


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 14.5, which was 1.7 higher than the previous day. The implied volatity was 19.75, the open interest changed by 38 which increased total open position to 99


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 12.8, which was -6.7 lower than the previous day. The implied volatity was 19.91, the open interest changed by 26 which increased total open position to 61


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 19.5, which was -4.65 lower than the previous day. The implied volatity was 21.77, the open interest changed by 10 which increased total open position to 34


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 24.15, which was 3.6 higher than the previous day. The implied volatity was 24.22, the open interest changed by 17 which increased total open position to 18


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 20.55, which was -2.9 lower than the previous day. The implied volatity was 18.15, 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 23.45, 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 23.45, 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 23.45, 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 23.45, which was 0 lower than the previous day. The implied volatity was 1.28, 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 23.45, which was 0 lower than the previous day. The implied volatity was 0.58, 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 23.45, which was 0 lower than the previous day. The implied volatity was 2.45, 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 23.45, 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 23.45, which was 0 lower than the previous day. The implied volatity was 2.41, 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 23.45, which was 0 lower than the previous day. The implied volatity was 2.17, 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 23.45, which was 0 lower than the previous day. The implied volatity was 1.98, 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 23.45, which was 0 lower than the previous day. The implied volatity was 1.95, 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 23.45, 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 23.45, which was 0 lower than the previous day. The implied volatity was 2.39, 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 23.45, 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 23.45, 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 23.45, which was 0 lower than the previous day. The implied volatity was 2.27, 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 23.45, which was 0 lower than the previous day. The implied volatity was 2.18, 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 23.45, which was 0 lower than the previous day. The implied volatity was 2.25, 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 1.44, the open interest changed by 0 which decreased total open position to 0


ICICIPRULI 30DEC2025 630 PE
Delta: -0.53
Vega: 0.59
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 13.05 -4.4 19.09 188 -2 169
8 Dec 616.25 17 5 21.45 519 91 171
5 Dec 626.05 12.15 -7.65 18.82 45 28 80
4 Dec 615.35 19.8 -3.15 22.92 13 2 52
3 Dec 611.25 22.95 4.6 22.88 66 -7 50
2 Dec 616.55 18.15 2.75 17.66 47 -14 57
1 Dec 621.55 15.5 -2.2 19.47 58 8 71
28 Nov 619.75 17.6 4.05 21.47 37 -15 62
27 Nov 625.25 13.6 -3.1 19.64 92 41 76
26 Nov 621.90 16 -7.1 20.17 37 14 35
25 Nov 612.25 23.1 0.45 23.78 8 0 19
24 Nov 607.35 22.65 2.8 13.73 6 1 19
21 Nov 610.90 19.85 -4.5 - 0 0 0
20 Nov 618.40 19.85 -4.5 21.97 25 -1 17
19 Nov 613.95 24.35 6.4 24.32 16 9 17
18 Nov 626.80 17.95 1.65 22.55 4 3 8
17 Nov 630.60 16.3 -1.2 22.60 1 0 4
14 Nov 629.45 17.5 0.1 24.10 1 0 3
13 Nov 630.10 17.4 -31.3 - 0 3 0
12 Nov 632.95 17.4 -31.3 23.96 3 1 1
11 Nov 624.70 48.7 0 0.33 0 0 0
10 Nov 614.80 48.7 0 - 0 0 0
7 Nov 615.35 48.7 0 - 0 0 0
3 Nov 599.25 48.7 0 - 0 0 0
31 Oct 591.15 48.7 0 - 0 0 0
30 Oct 600.40 48.7 0 - 0 0 0
29 Oct 601.00 48.7 0 - 0 0 0
28 Oct 600.50 48.7 0 - 0 0 0
24 Oct 601.95 48.7 0 - 0 0 0
21 Oct 595.30 48.7 0 - 0 0 0
20 Oct 596.75 48.7 0 - 0 0 0
17 Oct 595.75 48.7 0 - 0 0 0
14 Oct 598.05 48.7 0 - 0 0 0
13 Oct 593.60 48.7 0 - 0 0 0
9 Oct 593.40 48.7 0 - 0 0 0
8 Oct 592.90 48.7 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 630 expiring on 30DEC2025

Delta for 630 PE is -0.53

Historical price for 630 PE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 13.05, which was -4.4 lower than the previous day. The implied volatity was 19.09, the open interest changed by -2 which decreased total open position to 169


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 17, which was 5 higher than the previous day. The implied volatity was 21.45, the open interest changed by 91 which increased total open position to 171


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 12.15, which was -7.65 lower than the previous day. The implied volatity was 18.82, the open interest changed by 28 which increased total open position to 80


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 19.8, which was -3.15 lower than the previous day. The implied volatity was 22.92, the open interest changed by 2 which increased total open position to 52


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 22.95, which was 4.6 higher than the previous day. The implied volatity was 22.88, the open interest changed by -7 which decreased total open position to 50


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 18.15, which was 2.75 higher than the previous day. The implied volatity was 17.66, the open interest changed by -14 which decreased total open position to 57


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 15.5, which was -2.2 lower than the previous day. The implied volatity was 19.47, the open interest changed by 8 which increased total open position to 71


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 17.6, which was 4.05 higher than the previous day. The implied volatity was 21.47, the open interest changed by -15 which decreased total open position to 62


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 13.6, which was -3.1 lower than the previous day. The implied volatity was 19.64, the open interest changed by 41 which increased total open position to 76


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 16, which was -7.1 lower than the previous day. The implied volatity was 20.17, the open interest changed by 14 which increased total open position to 35


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 23.1, which was 0.45 higher than the previous day. The implied volatity was 23.78, the open interest changed by 0 which decreased total open position to 19


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 22.65, which was 2.8 higher than the previous day. The implied volatity was 13.73, the open interest changed by 1 which increased total open position to 19


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 19.85, which was -4.5 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 19.85, which was -4.5 lower than the previous day. The implied volatity was 21.97, the open interest changed by -1 which decreased total open position to 17


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 24.35, which was 6.4 higher than the previous day. The implied volatity was 24.32, the open interest changed by 9 which increased total open position to 17


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 17.95, which was 1.65 higher than the previous day. The implied volatity was 22.55, the open interest changed by 3 which increased total open position to 8


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 16.3, which was -1.2 lower than the previous day. The implied volatity was 22.60, the open interest changed by 0 which decreased total open position to 4


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 17.5, which was 0.1 higher than the previous day. The implied volatity was 24.10, the open interest changed by 0 which decreased total open position to 3


On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 17.4, which was -31.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 17.4, which was -31.3 lower than the previous day. The implied volatity was 23.96, the open interest changed by 1 which increased total open position to 1


On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 48.7, which was 0 lower than the previous day. The implied volatity was 0.33, 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 48.7, 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 48.7, 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 48.7, 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 48.7, 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 48.7, 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 48.7, 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 Oct ICICIPRULI was trading at 600.50. The strike last trading price was 48.7, 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 Oct ICICIPRULI was trading at 601.95. The strike last trading price was 48.7, 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 48.7, 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 48.7, 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 48.7, 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 48.7, 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 48.7, 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 48.7, 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 48.7, 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