[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
685.45 +4.10 (0.60%)
L: 671.1 H: 693

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Historical option data for ICICIPRULI

09 Jan 2026 04:10 PM IST
ICICIPRULI 27-JAN-2026 630 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 685.45 67.25 13.85 - 0 0 5
8 Jan 681.35 67.25 13.85 - 0 0 5
7 Jan 684.60 67.25 13.85 44.19 3 0 8
6 Jan 688.45 53.4 9.65 - 0 0 8
5 Jan 683.85 53.4 9.65 - 0 0 8
2 Jan 678.30 53.4 9.65 19.47 3 0 5
1 Jan 674.30 43.75 8.65 - 0 0 5
31 Dec 668.25 43.75 8.65 19.57 2 1 5
30 Dec 654.85 35.1 0.1 21.89 6 0 4
29 Dec 651.20 35 -3.15 - 0 0 4
26 Dec 649.95 35 -3.15 - 0 0 4
24 Dec 652.05 35 -3.15 22.62 1 0 3
23 Dec 650.90 38.15 5.5 28.13 3 -1 4
22 Dec 650.50 32.65 -2.15 19.27 4 0 5
19 Dec 650.40 34.8 6.4 22.86 2 0 5
18 Dec 645.65 28.4 -3.6 15.94 8 3 5
17 Dec 630.50 32 12.6 - 0 0 2
16 Dec 637.95 32 12.6 - 2 1 3
15 Dec 648.50 19.4 -5.4 - 0 0 0
12 Dec 647.55 19.4 -5.4 - 0 0 2
11 Dec 635.85 19.4 -5.4 - 0 0 2
10 Dec 642.85 19.4 -5.4 - 0 0 2
8 Dec 616.25 19.4 -5.4 22.49 2 1 1
5 Dec 626.05 24.8 0 - 0 0 0
4 Dec 615.35 24.8 0 0.58 0 0 0
3 Dec 611.25 24.8 0 1.12 0 0 0
2 Dec 616.55 24.8 0 0.48 0 0 0
28 Nov 619.75 24.8 0 - 0 0 0
27 Nov 625.25 24.8 0 - 0 0 0
26 Nov 621.90 24.8 0 - 0 0 0
20 Nov 618.40 24.8 0 - 0 0 0
18 Nov 626.80 24.8 0 - 0 0 0
17 Nov 630.60 24.8 0 - 0 0 0
14 Nov 629.45 24.8 0 - 0 0 0
12 Nov 632.95 24.8 0 - 0 0 0
10 Nov 614.80 24.8 0 0.53 0 0 0
7 Nov 615.35 24.8 0 - 0 0 0
6 Nov 603.75 24.8 0 - 0 0 0
4 Nov 607.55 24.8 0 0.81 0 0 0
31 Oct 591.15 24.8 0 - 0 0 0
30 Oct 600.40 24.8 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 27JAN2026

Delta for 630 CE is -

Historical price for 630 CE is as follows

On 9 Jan ICICIPRULI was trading at 685.45. The strike last trading price was 67.25, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 8 Jan ICICIPRULI was trading at 681.35. The strike last trading price was 67.25, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 7 Jan ICICIPRULI was trading at 684.60. The strike last trading price was 67.25, which was 13.85 higher than the previous day. The implied volatity was 44.19, the open interest changed by 0 which decreased total open position to 8


On 6 Jan ICICIPRULI was trading at 688.45. The strike last trading price was 53.4, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 5 Jan ICICIPRULI was trading at 683.85. The strike last trading price was 53.4, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 2 Jan ICICIPRULI was trading at 678.30. The strike last trading price was 53.4, which was 9.65 higher than the previous day. The implied volatity was 19.47, the open interest changed by 0 which decreased total open position to 5


On 1 Jan ICICIPRULI was trading at 674.30. The strike last trading price was 43.75, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 31 Dec ICICIPRULI was trading at 668.25. The strike last trading price was 43.75, which was 8.65 higher than the previous day. The implied volatity was 19.57, the open interest changed by 1 which increased total open position to 5


On 30 Dec ICICIPRULI was trading at 654.85. The strike last trading price was 35.1, which was 0.1 higher than the previous day. The implied volatity was 21.89, the open interest changed by 0 which decreased total open position to 4


On 29 Dec ICICIPRULI was trading at 651.20. The strike last trading price was 35, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 26 Dec ICICIPRULI was trading at 649.95. The strike last trading price was 35, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 24 Dec ICICIPRULI was trading at 652.05. The strike last trading price was 35, which was -3.15 lower than the previous day. The implied volatity was 22.62, the open interest changed by 0 which decreased total open position to 3


On 23 Dec ICICIPRULI was trading at 650.90. The strike last trading price was 38.15, which was 5.5 higher than the previous day. The implied volatity was 28.13, the open interest changed by -1 which decreased total open position to 4


On 22 Dec ICICIPRULI was trading at 650.50. The strike last trading price was 32.65, which was -2.15 lower than the previous day. The implied volatity was 19.27, the open interest changed by 0 which decreased total open position to 5


On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 34.8, which was 6.4 higher than the previous day. The implied volatity was 22.86, the open interest changed by 0 which decreased total open position to 5


On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 28.4, which was -3.6 lower than the previous day. The implied volatity was 15.94, the open interest changed by 3 which increased total open position to 5


On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 32, which was 12.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 32, which was 12.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3


On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 19.4, which was -5.4 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 19.4, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 19.4, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 19.4, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 19.4, which was -5.4 lower than the previous day. The implied volatity was 22.49, the open interest changed by 1 which increased total open position to 1


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 24.8, 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 24.8, 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 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 24.8, which was 0 lower than the previous day. The implied volatity was 1.12, 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 24.8, which was 0 lower than the previous day. The implied volatity was 0.48, 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 24.8, 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 24.8, 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 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 24.8, 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 24.8, 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 24.8, 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 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 24.8, 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 24.8, 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 24.8, 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 24.8, which was 0 lower than the previous day. The implied volatity was 0.53, 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 24.8, 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 Nov ICICIPRULI was trading at 603.75. The strike last trading price was 24.8, 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 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 24.8, which was 0 lower than the previous day. The implied volatity was 0.81, 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 24.8, 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 24.8, 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 27JAN2026 630 PE
Delta: -0.10
Vega: 0.27
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 685.45 2.45 -0.9 33.06 40 4 100
8 Jan 681.35 3.45 0.65 34.47 97 11 95
7 Jan 684.60 2.8 -0.35 32.65 27 -6 83
6 Jan 688.45 3.15 0.5 34.18 53 -5 89
5 Jan 683.85 2.65 -0.5 29.70 123 -72 94
2 Jan 678.30 3.2 -0.55 27.83 25 5 161
1 Jan 674.30 3.7 -1.25 26.90 111 -6 155
31 Dec 668.25 5 -3.3 27.18 204 88 162
30 Dec 654.85 8.3 -0.1 28.10 66 7 75
29 Dec 651.20 8.4 -0.55 26.90 5 0 68
26 Dec 649.95 9 -0.55 25.71 72 58 68
24 Dec 652.05 9.55 -2.95 - 0 0 10
23 Dec 650.90 9.55 -2.95 - 0 0 0
22 Dec 650.50 9.55 -2.95 - 0 0 10
19 Dec 650.40 9.55 -2.95 24.04 4 1 9
18 Dec 645.65 12.5 -32.3 26.69 12 8 8
17 Dec 630.50 44.8 0 1.14 0 0 0
16 Dec 637.95 44.8 0 1.79 0 0 0
15 Dec 648.50 44.8 0 3.58 0 0 0
12 Dec 647.55 44.8 0 3.23 0 0 0
11 Dec 635.85 44.8 0 1.81 0 0 0
10 Dec 642.85 44.8 0 2.89 0 0 0
8 Dec 616.25 44.8 0 - 0 0 0
5 Dec 626.05 44.8 0 0.75 0 0 0
4 Dec 615.35 44.8 0 - 0 0 0
3 Dec 611.25 44.8 0 - 0 0 0
2 Dec 616.55 44.8 0 - 0 0 0
28 Nov 619.75 44.8 0 0.19 0 0 0
27 Nov 625.25 44.8 0 0.87 0 0 0
26 Nov 621.90 44.8 0 0.46 0 0 0
20 Nov 618.40 44.8 0 - 0 0 0
18 Nov 626.80 44.8 0 - 0 0 0
17 Nov 630.60 44.8 0 - 0 0 0
14 Nov 629.45 44.8 0 1.43 0 0 0
12 Nov 632.95 44.8 0 1.56 0 0 0
10 Nov 614.80 44.8 0 - 0 0 0
7 Nov 615.35 44.8 0 0.10 0 0 0
6 Nov 603.75 44.8 0 - 0 0 0
4 Nov 607.55 44.8 0 - 0 0 0
31 Oct 591.15 44.8 0 - 0 0 0
30 Oct 600.40 44.8 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 630 expiring on 27JAN2026

Delta for 630 PE is -0.10

Historical price for 630 PE is as follows

On 9 Jan ICICIPRULI was trading at 685.45. The strike last trading price was 2.45, which was -0.9 lower than the previous day. The implied volatity was 33.06, the open interest changed by 4 which increased total open position to 100


On 8 Jan ICICIPRULI was trading at 681.35. The strike last trading price was 3.45, which was 0.65 higher than the previous day. The implied volatity was 34.47, the open interest changed by 11 which increased total open position to 95


On 7 Jan ICICIPRULI was trading at 684.60. The strike last trading price was 2.8, which was -0.35 lower than the previous day. The implied volatity was 32.65, the open interest changed by -6 which decreased total open position to 83


On 6 Jan ICICIPRULI was trading at 688.45. The strike last trading price was 3.15, which was 0.5 higher than the previous day. The implied volatity was 34.18, the open interest changed by -5 which decreased total open position to 89


On 5 Jan ICICIPRULI was trading at 683.85. The strike last trading price was 2.65, which was -0.5 lower than the previous day. The implied volatity was 29.70, the open interest changed by -72 which decreased total open position to 94


On 2 Jan ICICIPRULI was trading at 678.30. The strike last trading price was 3.2, which was -0.55 lower than the previous day. The implied volatity was 27.83, the open interest changed by 5 which increased total open position to 161


On 1 Jan ICICIPRULI was trading at 674.30. The strike last trading price was 3.7, which was -1.25 lower than the previous day. The implied volatity was 26.90, the open interest changed by -6 which decreased total open position to 155


On 31 Dec ICICIPRULI was trading at 668.25. The strike last trading price was 5, which was -3.3 lower than the previous day. The implied volatity was 27.18, the open interest changed by 88 which increased total open position to 162


On 30 Dec ICICIPRULI was trading at 654.85. The strike last trading price was 8.3, which was -0.1 lower than the previous day. The implied volatity was 28.10, the open interest changed by 7 which increased total open position to 75


On 29 Dec ICICIPRULI was trading at 651.20. The strike last trading price was 8.4, which was -0.55 lower than the previous day. The implied volatity was 26.90, the open interest changed by 0 which decreased total open position to 68


On 26 Dec ICICIPRULI was trading at 649.95. The strike last trading price was 9, which was -0.55 lower than the previous day. The implied volatity was 25.71, the open interest changed by 58 which increased total open position to 68


On 24 Dec ICICIPRULI was trading at 652.05. The strike last trading price was 9.55, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 23 Dec ICICIPRULI was trading at 650.90. The strike last trading price was 9.55, which was -2.95 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 9.55, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 9.55, which was -2.95 lower than the previous day. The implied volatity was 24.04, the open interest changed by 1 which increased total open position to 9


On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 12.5, which was -32.3 lower than the previous day. The implied volatity was 26.69, the open interest changed by 8 which increased total open position to 8


On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 44.8, which was 0 lower than the previous day. The implied volatity was 1.14, 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 44.8, which was 0 lower than the previous day. The implied volatity was 1.79, 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 44.8, which was 0 lower than the previous day. The implied volatity was 3.58, 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 44.8, which was 0 lower than the previous day. The implied volatity was 3.23, 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 44.8, which was 0 lower than the previous day. The implied volatity was 1.81, 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 44.8, which was 0 lower than the previous day. The implied volatity was 2.89, 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 44.8, 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 44.8, which was 0 lower than the previous day. The implied volatity was 0.75, 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 44.8, 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 44.8, 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 44.8, 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 44.8, which was 0 lower than the previous day. The implied volatity was 0.19, 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 44.8, which was 0 lower than the previous day. The implied volatity was 0.87, 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 44.8, which was 0 lower than the previous day. The implied volatity was 0.46, 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 44.8, 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 44.8, 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 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 44.8, 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 44.8, which was 0 lower than the previous day. The implied volatity was 1.43, 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 44.8, which was 0 lower than the previous day. The implied volatity was 1.56, 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 44.8, 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 44.8, which was 0 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ICICIPRULI was trading at 603.75. The strike last trading price was 44.8, 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 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 44.8, 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 44.8, 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 44.8, 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