ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
09 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 640 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.55
Theta: -0.33
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































