[--[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 640 CE
Delta: 0.35
Vega: 0.55
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 7 2.25 20.68 560 -63 367
8 Dec 616.25 5.25 -1.35 19.39 1,617 189 430
5 Dec 626.05 6.95 2.7 16.87 292 7 240
4 Dec 615.35 4.45 0.65 17.06 93 34 235
3 Dec 611.25 3.8 -1.75 17.77 212 -30 200
2 Dec 616.55 5.4 -2.05 19.14 40 3 230
1 Dec 621.55 7.6 0.9 18.78 108 8 227
28 Nov 619.75 6.7 -2.25 16.53 94 4 217
27 Nov 625.25 8.95 1.1 16.37 232 43 212
26 Nov 621.90 8.1 1.65 16.94 200 48 170
25 Nov 612.25 6.4 0.45 18.00 45 11 122
24 Nov 607.35 5.5 -1.6 20.56 34 -4 111
21 Nov 610.90 7.15 -3.15 19.96 76 10 116
20 Nov 618.40 10.35 1.15 19.57 70 12 105
19 Nov 613.95 9.35 -5.15 20.13 73 31 91
18 Nov 626.80 14.5 -3.15 21.25 22 4 59
17 Nov 630.60 17.45 -0.55 22.12 36 14 54
14 Nov 629.45 18 0.4 21.04 16 6 38
13 Nov 630.10 17.6 -1.9 20.48 20 19 32
12 Nov 632.95 19.5 2.6 21.70 6 3 13
11 Nov 624.70 16.9 2.9 22.46 13 8 9
10 Nov 614.80 14 -6.15 24.34 1 0 0
7 Nov 615.35 20.15 0 1.80 0 0 0
3 Nov 599.25 20.15 0 3.36 0 0 0
31 Oct 591.15 20.15 0 - 0 0 0
30 Oct 600.40 20.15 0 3.29 0 0 0
29 Oct 601.00 20.15 0 3.06 0 0 0
28 Oct 600.50 20.15 0 2.82 0 0 0
24 Oct 601.95 20.15 0 2.82 0 0 0
21 Oct 595.30 20.15 0 - 0 0 0
20 Oct 596.75 20.15 0 3.19 0 0 0
17 Oct 595.75 20.15 0 - 0 0 0
14 Oct 598.05 20.15 0 2.97 0 0 0
13 Oct 593.60 20.15 0 3.04 0 0 0
9 Oct 593.40 20.15 0 3.10 0 0 0
8 Oct 592.90 20.15 0 3.16 0 0 0
6 Oct 600.45 20.15 0 - 0 0 0
3 Oct 601.10 20.15 0 2.54 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 30DEC2025

Delta for 640 CE is 0.35

Historical price for 640 CE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 7, which was 2.25 higher than the previous day. The implied volatity was 20.68, the open interest changed by -63 which decreased total open position to 367


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 5.25, which was -1.35 lower than the previous day. The implied volatity was 19.39, the open interest changed by 189 which increased total open position to 430


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 6.95, which was 2.7 higher than the previous day. The implied volatity was 16.87, the open interest changed by 7 which increased total open position to 240


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 4.45, which was 0.65 higher than the previous day. The implied volatity was 17.06, the open interest changed by 34 which increased total open position to 235


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 3.8, which was -1.75 lower than the previous day. The implied volatity was 17.77, the open interest changed by -30 which decreased total open position to 200


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 5.4, which was -2.05 lower than the previous day. The implied volatity was 19.14, the open interest changed by 3 which increased total open position to 230


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 7.6, which was 0.9 higher than the previous day. The implied volatity was 18.78, the open interest changed by 8 which increased total open position to 227


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 6.7, which was -2.25 lower than the previous day. The implied volatity was 16.53, the open interest changed by 4 which increased total open position to 217


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 8.95, which was 1.1 higher than the previous day. The implied volatity was 16.37, the open interest changed by 43 which increased total open position to 212


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 8.1, which was 1.65 higher than the previous day. The implied volatity was 16.94, the open interest changed by 48 which increased total open position to 170


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 6.4, which was 0.45 higher than the previous day. The implied volatity was 18.00, the open interest changed by 11 which increased total open position to 122


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 5.5, which was -1.6 lower than the previous day. The implied volatity was 20.56, the open interest changed by -4 which decreased total open position to 111


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 7.15, which was -3.15 lower than the previous day. The implied volatity was 19.96, the open interest changed by 10 which increased total open position to 116


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 10.35, which was 1.15 higher than the previous day. The implied volatity was 19.57, the open interest changed by 12 which increased total open position to 105


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 9.35, which was -5.15 lower than the previous day. The implied volatity was 20.13, the open interest changed by 31 which increased total open position to 91


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 14.5, which was -3.15 lower than the previous day. The implied volatity was 21.25, the open interest changed by 4 which increased total open position to 59


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 17.45, which was -0.55 lower than the previous day. The implied volatity was 22.12, the open interest changed by 14 which increased total open position to 54


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 18, which was 0.4 higher than the previous day. The implied volatity was 21.04, the open interest changed by 6 which increased total open position to 38


On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 17.6, which was -1.9 lower than the previous day. The implied volatity was 20.48, the open interest changed by 19 which increased total open position to 32


On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 19.5, which was 2.6 higher than the previous day. The implied volatity was 21.70, the open interest changed by 3 which increased total open position to 13


On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 16.9, which was 2.9 higher than the previous day. The implied volatity was 22.46, the open interest changed by 8 which increased total open position to 9


On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 14, which was -6.15 lower than the previous day. The implied volatity was 24.34, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0


On 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0


On 29 Oct ICICIPRULI was trading at 601.00. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 3.06, 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 20.15, 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 24 Oct ICICIPRULI was trading at 601.95. The strike last trading price was 20.15, 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 21 Oct ICICIPRULI was trading at 595.30. The strike last trading price was 20.15, 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 20.15, which was 0 lower than the previous day. The implied volatity was 3.19, 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 20.15, 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 20.15, which was 0 lower than the previous day. The implied volatity was 2.97, 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 20.15, which was 0 lower than the previous day. The implied volatity was 3.04, 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 20.15, which was 0 lower than the previous day. The implied volatity was 3.10, 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 20.15, which was 0 lower than the previous day. The implied volatity was 3.16, 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 20.15, 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 20.15, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0


ICICIPRULI 30DEC2025 640 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 24.6 6.25 - 0 -6 0
8 Dec 616.25 24.6 6.25 23.48 59 -7 61
5 Dec 626.05 17.75 -12.95 18.74 41 1 68
4 Dec 615.35 30.7 6.95 - 15 1 0
3 Dec 611.25 30.7 6.95 24.41 15 0 66
2 Dec 616.55 24.3 4.8 - 0 0 0
1 Dec 621.55 24.3 4.8 - 0 -8 0
28 Nov 619.75 24.3 4.8 22.59 24 -7 67
27 Nov 625.25 19.5 -2.85 20.38 5 -2 73
26 Nov 621.90 21.85 -9.15 20.36 92 48 73
25 Nov 612.25 31 -1 26.06 1 0 24
24 Nov 607.35 32 5.15 16.32 2 0 24
21 Nov 610.90 26.75 -3.25 - 0 3 0
20 Nov 618.40 26.75 -3.25 23.34 29 3 24
19 Nov 613.95 30 8.2 23.75 14 -1 20
18 Nov 626.80 21.8 -0.35 20.80 5 0 20
17 Nov 630.60 22.1 -0.2 - 0 6 0
14 Nov 629.45 22.1 -0.2 23.80 9 6 20
13 Nov 630.10 22.3 0.65 23.68 1 0 13
12 Nov 632.95 21.65 -5.3 23.52 4 3 12
11 Nov 624.70 26.95 -3.65 24.99 4 0 6
10 Nov 614.80 30.55 -18.45 - 0 5 0
7 Nov 615.35 30.55 -18.45 24.24 5 2 3
3 Nov 599.25 49 -6.25 - 0 1 0
31 Oct 591.15 49 -6.25 - 1 0 0
30 Oct 600.40 55.25 0 - 0 0 0
29 Oct 601.00 55.25 0 - 0 0 0
28 Oct 600.50 55.25 0 - 0 0 0
24 Oct 601.95 55.25 0 - 0 0 0
21 Oct 595.30 55.25 0 - 0 0 0
20 Oct 596.75 55.25 0 - 0 0 0
17 Oct 595.75 55.25 0 - 0 0 0
14 Oct 598.05 55.25 0 - 0 0 0
13 Oct 593.60 55.25 0 - 0 0 0
9 Oct 593.40 55.25 0 - 0 0 0
8 Oct 592.90 55.25 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 640 expiring on 30DEC2025

Delta for 640 PE is -

Historical price for 640 PE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 24.6, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 24.6, which was 6.25 higher than the previous day. The implied volatity was 23.48, the open interest changed by -7 which decreased total open position to 61


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 17.75, which was -12.95 lower than the previous day. The implied volatity was 18.74, the open interest changed by 1 which increased total open position to 68


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 30.7, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 30.7, which was 6.95 higher than the previous day. The implied volatity was 24.41, the open interest changed by 0 which decreased total open position to 66


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 24.3, which was 4.8 higher 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 24.3, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 24.3, which was 4.8 higher than the previous day. The implied volatity was 22.59, the open interest changed by -7 which decreased total open position to 67


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 19.5, which was -2.85 lower than the previous day. The implied volatity was 20.38, the open interest changed by -2 which decreased total open position to 73


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 21.85, which was -9.15 lower than the previous day. The implied volatity was 20.36, the open interest changed by 48 which increased total open position to 73


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 31, which was -1 lower than the previous day. The implied volatity was 26.06, the open interest changed by 0 which decreased total open position to 24


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 32, which was 5.15 higher than the previous day. The implied volatity was 16.32, the open interest changed by 0 which decreased total open position to 24


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 26.75, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 26.75, which was -3.25 lower than the previous day. The implied volatity was 23.34, the open interest changed by 3 which increased total open position to 24


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 30, which was 8.2 higher than the previous day. The implied volatity was 23.75, the open interest changed by -1 which decreased total open position to 20


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 21.8, which was -0.35 lower than the previous day. The implied volatity was 20.80, the open interest changed by 0 which decreased total open position to 20


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 22.1, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 22.1, which was -0.2 lower than the previous day. The implied volatity was 23.80, the open interest changed by 6 which increased total open position to 20


On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 22.3, which was 0.65 higher than the previous day. The implied volatity was 23.68, the open interest changed by 0 which decreased total open position to 13


On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 21.65, which was -5.3 lower than the previous day. The implied volatity was 23.52, the open interest changed by 3 which increased total open position to 12


On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 26.95, which was -3.65 lower than the previous day. The implied volatity was 24.99, the open interest changed by 0 which decreased total open position to 6


On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 30.55, which was -18.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 30.55, which was -18.45 lower than the previous day. The implied volatity was 24.24, the open interest changed by 2 which increased total open position to 3


On 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 49, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 49, which was -6.25 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 55.25, 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 55.25, 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 55.25, 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 55.25, 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 55.25, 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 55.25, 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 55.25, 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 55.25, 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 55.25, 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 55.25, 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 55.25, 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