ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
19 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 635 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.28
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 650.40 | 17.8 | 1.5 | 15.13 | 38 | -6 | 61 | |||||||||
| 18 Dec | 645.65 | 16 | 8.55 | 15.05 | 308 | -19 | 67 | |||||||||
| 17 Dec | 630.50 | 7.3 | -5.5 | 17.31 | 94 | 9 | 85 | |||||||||
| 16 Dec | 637.95 | 12.8 | -8.55 | 23.15 | 31 | 1 | 78 | |||||||||
| 15 Dec | 648.50 | 21.35 | 1.8 | 23.80 | 40 | -11 | 78 | |||||||||
| 12 Dec | 647.55 | 20.15 | 6.55 | 17.01 | 206 | -25 | 90 | |||||||||
| 11 Dec | 635.85 | 13.45 | -5.5 | 20.20 | 187 | 9 | 116 | |||||||||
| 10 Dec | 642.85 | 19 | 10.55 | 20.36 | 772 | -12 | 107 | |||||||||
| 9 Dec | 623.60 | 8.4 | 2.25 | 20.03 | 229 | -53 | 118 | |||||||||
| 8 Dec | 616.25 | 6.7 | -1.7 | 19.28 | 578 | 117 | 170 | |||||||||
| 5 Dec | 626.05 | 8.4 | 3.1 | 16.11 | 33 | 1 | 52 | |||||||||
| 4 Dec | 615.35 | 5.3 | 0.5 | 17.77 | 21 | -3 | 51 | |||||||||
| 3 Dec | 611.25 | 4.8 | -4.35 | 17.45 | 88 | 3 | 53 | |||||||||
| 2 Dec | 616.55 | 9.4 | 1.2 | - | 0 | 34 | 0 | |||||||||
| 1 Dec | 621.55 | 9.4 | 1.2 | 18.80 | 59 | 33 | 49 | |||||||||
| 28 Nov | 619.75 | 8.2 | -2.9 | 16.19 | 23 | 1 | 15 | |||||||||
| 27 Nov | 625.25 | 11.05 | 1.55 | 16.36 | 26 | 4 | 14 | |||||||||
| 26 Nov | 621.90 | 9.5 | -2.3 | 16.27 | 16 | 10 | 11 | |||||||||
| 25 Nov | 612.25 | 11.8 | -4.8 | - | 0 | 0 | 0 | |||||||||
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| 24 Nov | 607.35 | 11.8 | -4.8 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 610.90 | 11.8 | -4.8 | - | 0 | 1 | 0 | |||||||||
| 20 Nov | 618.40 | 11.8 | -4.8 | 19.06 | 1 | 0 | 0 | |||||||||
| 19 Nov | 613.95 | 16.6 | 0 | 2.11 | 0 | 0 | 0 | |||||||||
| 18 Nov | 626.80 | 16.6 | 0 | 0.44 | 0 | 0 | 0 | |||||||||
| 17 Nov | 630.60 | 16.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 629.45 | 16.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 630.10 | 16.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 632.95 | 16.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 624.70 | 16.6 | 0 | 0.44 | 0 | 0 | 0 | |||||||||
| 10 Nov | 614.80 | 16.6 | 0 | 1.93 | 0 | 0 | 0 | |||||||||
| 7 Nov | 615.35 | 16.6 | 0 | 1.17 | 0 | 0 | 0 | |||||||||
| 3 Nov | 599.25 | 16.6 | 0 | 2.82 | 0 | 0 | 0 | |||||||||
| 31 Oct | 591.15 | 16.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 600.40 | 16.6 | 0 | 2.76 | 0 | 0 | 0 | |||||||||
| 29 Oct | 601.00 | 16.6 | 0 | 2.74 | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 635 expiring on 30DEC2025
Delta for 635 CE is 0.84
Historical price for 635 CE is as follows
On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 17.8, which was 1.5 higher than the previous day. The implied volatity was 15.13, the open interest changed by -6 which decreased total open position to 61
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 16, which was 8.55 higher than the previous day. The implied volatity was 15.05, the open interest changed by -19 which decreased total open position to 67
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 7.3, which was -5.5 lower than the previous day. The implied volatity was 17.31, the open interest changed by 9 which increased total open position to 85
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 12.8, which was -8.55 lower than the previous day. The implied volatity was 23.15, the open interest changed by 1 which increased total open position to 78
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 21.35, which was 1.8 higher than the previous day. The implied volatity was 23.80, the open interest changed by -11 which decreased total open position to 78
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 20.15, which was 6.55 higher than the previous day. The implied volatity was 17.01, the open interest changed by -25 which decreased total open position to 90
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 13.45, which was -5.5 lower than the previous day. The implied volatity was 20.20, the open interest changed by 9 which increased total open position to 116
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 19, which was 10.55 higher than the previous day. The implied volatity was 20.36, the open interest changed by -12 which decreased total open position to 107
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 8.4, which was 2.25 higher than the previous day. The implied volatity was 20.03, the open interest changed by -53 which decreased total open position to 118
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 6.7, which was -1.7 lower than the previous day. The implied volatity was 19.28, the open interest changed by 117 which increased total open position to 170
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 8.4, which was 3.1 higher than the previous day. The implied volatity was 16.11, the open interest changed by 1 which increased total open position to 52
On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 5.3, which was 0.5 higher than the previous day. The implied volatity was 17.77, the open interest changed by -3 which decreased total open position to 51
On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 4.8, which was -4.35 lower than the previous day. The implied volatity was 17.45, the open interest changed by 3 which increased total open position to 53
On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 9.4, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 0
On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 9.4, which was 1.2 higher than the previous day. The implied volatity was 18.80, the open interest changed by 33 which increased total open position to 49
On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 8.2, which was -2.9 lower than the previous day. The implied volatity was 16.19, the open interest changed by 1 which increased total open position to 15
On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 11.05, which was 1.55 higher than the previous day. The implied volatity was 16.36, the open interest changed by 4 which increased total open position to 14
On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 9.5, which was -2.3 lower than the previous day. The implied volatity was 16.27, the open interest changed by 10 which increased total open position to 11
On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 11.8, which was -4.8 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 11.8, which was -4.8 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 11.8, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 11.8, which was -4.8 lower than the previous day. The implied volatity was 19.06, 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 16.6, which was 0 lower than the previous day. The implied volatity was 2.11, 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 16.6, which was 0 lower than the previous day. The implied volatity was 0.44, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, which was 0 lower than the previous day. The implied volatity was 0.44, 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 16.6, 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 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 16.6, which was 0 lower than the previous day. The implied volatity was 1.17, 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 16.6, which was 0 lower than the previous day. The implied volatity was 2.82, 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 16.6, 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 16.6, which was 0 lower than the previous day. The implied volatity was 2.76, 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 16.6, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 30DEC2025 635 PE | |||||||
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Delta: -0.19
Vega: 0.31
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 650.40 | 2.1 | -2.3 | 17.21 | 81 | -13 | 73 |
| 18 Dec | 645.65 | 4.25 | -6.75 | 20.84 | 185 | 13 | 87 |
| 17 Dec | 630.50 | 11 | 2.4 | 21.02 | 44 | -22 | 75 |
| 16 Dec | 637.95 | 8.3 | 3.75 | 19.25 | 104 | 7 | 99 |
| 15 Dec | 648.50 | 4.45 | -1.35 | 19.91 | 62 | 6 | 91 |
| 12 Dec | 647.55 | 5.6 | -4.5 | 21.42 | 136 | 18 | 80 |
| 11 Dec | 635.85 | 10.2 | 1.95 | 20.54 | 155 | -30 | 61 |
| 10 Dec | 642.85 | 8.3 | -8.65 | 22.56 | 250 | 75 | 90 |
| 9 Dec | 623.60 | 16.95 | -4 | 20.79 | 19 | 3 | 15 |
| 8 Dec | 616.25 | 20.95 | -23.5 | 22.91 | 45 | 11 | 11 |
| 5 Dec | 626.05 | 44.45 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 615.35 | 44.45 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 611.25 | 44.45 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 616.55 | 44.45 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 621.55 | 44.45 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 619.75 | 44.45 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 625.25 | 44.45 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 621.90 | 44.45 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 612.25 | 44.45 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 607.35 | 44.45 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 610.90 | 44.45 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 618.40 | 44.45 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 613.95 | 44.45 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 626.80 | 44.45 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 630.60 | 44.45 | 0 | 0.40 | 0 | 0 | 0 |
| 14 Nov | 629.45 | 44.45 | 0 | 0.51 | 0 | 0 | 0 |
| 13 Nov | 630.10 | 44.45 | 0 | 0.48 | 0 | 0 | 0 |
| 12 Nov | 632.95 | 44.45 | 0 | 0.65 | 0 | 0 | 0 |
| 11 Nov | 624.70 | 44.45 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 614.80 | 44.45 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 615.35 | 44.45 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 599.25 | 44.45 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 591.15 | 44.45 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 600.40 | 44.45 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 601.00 | 44.45 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 635 expiring on 30DEC2025
Delta for 635 PE is -0.19
Historical price for 635 PE is as follows
On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 2.1, which was -2.3 lower than the previous day. The implied volatity was 17.21, the open interest changed by -13 which decreased total open position to 73
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 4.25, which was -6.75 lower than the previous day. The implied volatity was 20.84, the open interest changed by 13 which increased total open position to 87
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 11, which was 2.4 higher than the previous day. The implied volatity was 21.02, the open interest changed by -22 which decreased total open position to 75
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 8.3, which was 3.75 higher than the previous day. The implied volatity was 19.25, the open interest changed by 7 which increased total open position to 99
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 4.45, which was -1.35 lower than the previous day. The implied volatity was 19.91, the open interest changed by 6 which increased total open position to 91
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 5.6, which was -4.5 lower than the previous day. The implied volatity was 21.42, the open interest changed by 18 which increased total open position to 80
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 10.2, which was 1.95 higher than the previous day. The implied volatity was 20.54, the open interest changed by -30 which decreased total open position to 61
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 8.3, which was -8.65 lower than the previous day. The implied volatity was 22.56, the open interest changed by 75 which increased total open position to 90
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 16.95, which was -4 lower than the previous day. The implied volatity was 20.79, the open interest changed by 3 which increased total open position to 15
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 20.95, which was -23.5 lower than the previous day. The implied volatity was 22.91, the open interest changed by 11 which increased total open position to 11
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 44.45, 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 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 44.45, 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 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 44.45, 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 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 44.45, 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 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 44.45, 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 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 44.45, 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 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 44.45, 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 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 44.45, 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 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 44.45, 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 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 44.45, 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 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 44.45, 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 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 44.45, 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 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 44.45, 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 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 44.45, 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 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 44.45, which was 0 lower than the previous day. The implied volatity was 0.40, 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 44.45, which was 0 lower than the previous day. The implied volatity was 0.51, 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 44.45, 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 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 44.45, 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 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 44.45, 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 44.45, 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 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 44.45, 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 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 44.45, 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 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 44.45, 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 44.45, 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 29 Oct ICICIPRULI was trading at 601.00. The strike last trading price was 44.45, 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































































































































































































































