[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
625.3 -17.10 (-2.66%)
L: 623.7 H: 643

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Historical option data for ICICIPRULI

29 Jan 2026 04:10 PM IST
ICICIPRULI 24-FEB-2026 640 CE
Delta: 0.45
Vega: 0.67
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 625.30 12.6 -8.45 22.66 276 73 158
28 Jan 642.40 20.9 -3 24.17 143 23 83
27 Jan 643.85 19.6 -0.4 25.77 214 51 61
23 Jan 638.70 20 -7 22.79 10 8 10
22 Jan 653.15 27 -4 19.56 1 0 1
21 Jan 647.10 31 5.55 - 0 0 1
20 Jan 651.80 31 5.55 26.8 1 0 0
19 Jan 660.95 25.45 0 - 0 0 0
16 Jan 678.00 25.45 0 - 0 0 0
14 Jan 669.25 25.45 0 - 0 0 0
13 Jan 681.45 25.45 0 - 0 0 0
12 Jan 680.75 25.45 0 - 0 0 0
9 Jan 685.45 25.45 0 - 0 0 0
8 Jan 681.35 25.45 0 - 0 0 0
7 Jan 684.60 25.45 0 - 0 0 0
6 Jan 688.45 25.45 0 - 0 0 0
5 Jan 683.85 25.45 0 - 0 0 0
2 Jan 678.30 25.45 0 - 0 0 0
1 Jan 674.30 25.45 0 - 0 0 0
31 Dec 668.25 25.45 - - 0 0 0
30 Dec 654.85 - - - 0 0 0
29 Dec 651.20 - - - 0 0 0
26 Dec 649.95 - - - 0 0 0
24 Dec 652.05 - - - 0 0 0
23 Dec 650.90 25.45 - - 0 0 0
22 Dec 650.50 - - - 0 0 0
19 Dec 650.40 - - - 0 0 0
18 Dec 645.65 - - - 0 0 0
17 Dec 630.50 - - - 0 0 0
16 Dec 637.95 25.45 - - 0 0 0
15 Dec 648.50 25.45 0 - 0 0 0
12 Dec 647.55 - - - 0 0 0
11 Dec 635.85 - - - 0 0 0
10 Dec 642.85 25.45 - - 0 0 0
9 Dec 623.60 25.45 0 - 0 0 0
8 Dec 616.25 25.45 0 - 0 0 0
5 Dec 626.05 25.45 0 - 0 0 0
4 Dec 615.35 25.45 0 - 0 0 0
3 Dec 611.25 25.45 0 - 0 0 0
2 Dec 616.55 25.45 0 0.98 0 0 0
1 Dec 621.55 25.45 0 0.39 0 0 0
28 Nov 619.75 25.45 0 0.53 0 0 0
27 Nov 625.25 25.45 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 24FEB2026

Delta for 640 CE is 0.45

Historical price for 640 CE is as follows

On 29 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 12.6, which was -8.45 lower than the previous day. The implied volatity was 22.66, the open interest changed by 73 which increased total open position to 158


On 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 20.9, which was -3 lower than the previous day. The implied volatity was 24.17, the open interest changed by 23 which increased total open position to 83


On 27 Jan ICICIPRULI was trading at 643.85. The strike last trading price was 19.6, which was -0.4 lower than the previous day. The implied volatity was 25.77, the open interest changed by 51 which increased total open position to 61


On 23 Jan ICICIPRULI was trading at 638.70. The strike last trading price was 20, which was -7 lower than the previous day. The implied volatity was 22.79, the open interest changed by 8 which increased total open position to 10


On 22 Jan ICICIPRULI was trading at 653.15. The strike last trading price was 27, which was -4 lower than the previous day. The implied volatity was 19.56, the open interest changed by 0 which decreased total open position to 1


On 21 Jan ICICIPRULI was trading at 647.10. The strike last trading price was 31, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Jan ICICIPRULI was trading at 651.80. The strike last trading price was 31, which was 5.55 higher than the previous day. The implied volatity was 26.8, the open interest changed by 0 which decreased total open position to 0


On 19 Jan ICICIPRULI was trading at 660.95. The strike last trading price was 25.45, 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 16 Jan ICICIPRULI was trading at 678.00. The strike last trading price was 25.45, 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 Jan ICICIPRULI was trading at 669.25. The strike last trading price was 25.45, 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 Jan ICICIPRULI was trading at 681.45. The strike last trading price was 25.45, 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 Jan ICICIPRULI was trading at 680.75. The strike last trading price was 25.45, 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 9 Jan ICICIPRULI was trading at 685.45. The strike last trading price was 25.45, 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 8 Jan ICICIPRULI was trading at 681.35. The strike last trading price was 25.45, 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 Jan ICICIPRULI was trading at 684.60. The strike last trading price was 25.45, 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 6 Jan ICICIPRULI was trading at 688.45. The strike last trading price was 25.45, 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 5 Jan ICICIPRULI was trading at 683.85. The strike last trading price was 25.45, 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 Jan ICICIPRULI was trading at 678.30. The strike last trading price was 25.45, 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 Jan ICICIPRULI was trading at 674.30. The strike last trading price was 25.45, 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 Dec ICICIPRULI was trading at 668.25. The strike last trading price was 25.45, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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


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


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


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


On 23 Dec ICICIPRULI was trading at 650.90. The strike last trading price was 25.45, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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


On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, 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 25.45, which was - lower than the previous day. The implied volatity was -, 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 25.45, 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 Dec ICICIPRULI was trading at 647.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, 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 -, which was - lower than the previous day. The implied volatity was -, 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 25.45, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 25.45, 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 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 25.45, 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 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 25.45, 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 25.45, 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 25.45, 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 25.45, which was 0 lower than the previous day. The implied volatity was 0.98, 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 25.45, which was 0 lower than the previous day. The implied volatity was 0.39, 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 25.45, 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 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 25.45, 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


ICICIPRULI 24FEB2026 640 PE
Delta: -0.53
Vega: 0.67
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 625.30 23.35 8.15 30.29 264 -15 207
28 Jan 642.40 15.25 0.45 27.2 329 110 221
27 Jan 643.85 15.65 -2.8 24.26 123 37 113
23 Jan 638.70 18.35 6.15 27.85 81 42 75
22 Jan 653.15 12.25 -3.4 26.02 22 7 34
21 Jan 647.10 15.65 5.65 29.07 42 19 26
20 Jan 651.80 10 0 21.77 1 0 7
19 Jan 660.95 10 3.5 25.53 5 1 6
16 Jan 678.00 6.5 -2.4 25.76 1 0 4
14 Jan 669.25 9.65 4.65 26.21 22 2 4
13 Jan 681.45 5 -38.55 23.75 2 1 1
12 Jan 680.75 43.55 0 5.86 0 0 0
9 Jan 685.45 43.55 0 6.12 0 0 0
8 Jan 681.35 43.55 0 6.01 0 0 0
7 Jan 684.60 43.55 0 - 0 0 0
6 Jan 688.45 43.55 0 - 0 0 0
5 Jan 683.85 43.55 0 5.95 0 0 0
2 Jan 678.30 43.55 0 - 0 0 0
1 Jan 674.30 43.55 0 4.88 0 0 0
31 Dec 668.25 43.55 - - 0 0 0
30 Dec 654.85 - - - 0 0 0
29 Dec 651.20 - - - 0 0 0
26 Dec 649.95 - - - 0 0 0
24 Dec 652.05 - - - 0 0 0
23 Dec 650.90 43.55 - - 0 0 0
22 Dec 650.50 - - - 0 0 0
19 Dec 650.40 - - - 0 0 0
18 Dec 645.65 - - - 0 0 0
17 Dec 630.50 - - - 0 0 0
16 Dec 637.95 43.55 - - 0 0 0
15 Dec 648.50 43.55 0 2.19 0 0 0
12 Dec 647.55 - - - 0 0 0
11 Dec 635.85 - - - 0 0 0
10 Dec 642.85 43.55 - - 0 0 0
9 Dec 623.60 43.55 0 - 0 0 0
8 Dec 616.25 43.55 0 - 0 0 0
5 Dec 626.05 43.55 0 0.09 0 0 0
4 Dec 615.35 43.55 0 - 0 0 0
3 Dec 611.25 43.55 0 - 0 0 0
2 Dec 616.55 43.55 0 - 0 0 0
1 Dec 621.55 43.55 0 - 0 0 0
28 Nov 619.75 43.55 0 - 0 0 0
27 Nov 625.25 43.55 0 0.23 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 24FEB2026

Delta for 640 PE is -0.53

Historical price for 640 PE is as follows

On 29 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 23.35, which was 8.15 higher than the previous day. The implied volatity was 30.29, the open interest changed by -15 which decreased total open position to 207


On 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 15.25, which was 0.45 higher than the previous day. The implied volatity was 27.2, the open interest changed by 110 which increased total open position to 221


On 27 Jan ICICIPRULI was trading at 643.85. The strike last trading price was 15.65, which was -2.8 lower than the previous day. The implied volatity was 24.26, the open interest changed by 37 which increased total open position to 113


On 23 Jan ICICIPRULI was trading at 638.70. The strike last trading price was 18.35, which was 6.15 higher than the previous day. The implied volatity was 27.85, the open interest changed by 42 which increased total open position to 75


On 22 Jan ICICIPRULI was trading at 653.15. The strike last trading price was 12.25, which was -3.4 lower than the previous day. The implied volatity was 26.02, the open interest changed by 7 which increased total open position to 34


On 21 Jan ICICIPRULI was trading at 647.10. The strike last trading price was 15.65, which was 5.65 higher than the previous day. The implied volatity was 29.07, the open interest changed by 19 which increased total open position to 26


On 20 Jan ICICIPRULI was trading at 651.80. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 21.77, the open interest changed by 0 which decreased total open position to 7


On 19 Jan ICICIPRULI was trading at 660.95. The strike last trading price was 10, which was 3.5 higher than the previous day. The implied volatity was 25.53, the open interest changed by 1 which increased total open position to 6


On 16 Jan ICICIPRULI was trading at 678.00. The strike last trading price was 6.5, which was -2.4 lower than the previous day. The implied volatity was 25.76, the open interest changed by 0 which decreased total open position to 4


On 14 Jan ICICIPRULI was trading at 669.25. The strike last trading price was 9.65, which was 4.65 higher than the previous day. The implied volatity was 26.21, the open interest changed by 2 which increased total open position to 4


On 13 Jan ICICIPRULI was trading at 681.45. The strike last trading price was 5, which was -38.55 lower than the previous day. The implied volatity was 23.75, the open interest changed by 1 which increased total open position to 1


On 12 Jan ICICIPRULI was trading at 680.75. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 5.86, the open interest changed by 0 which decreased total open position to 0


On 9 Jan ICICIPRULI was trading at 685.45. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 6.12, the open interest changed by 0 which decreased total open position to 0


On 8 Jan ICICIPRULI was trading at 681.35. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 6.01, the open interest changed by 0 which decreased total open position to 0


On 7 Jan ICICIPRULI was trading at 684.60. The strike last trading price was 43.55, 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 Jan ICICIPRULI was trading at 688.45. The strike last trading price was 43.55, 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 Jan ICICIPRULI was trading at 683.85. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 5.95, the open interest changed by 0 which decreased total open position to 0


On 2 Jan ICICIPRULI was trading at 678.30. The strike last trading price was 43.55, 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 Jan ICICIPRULI was trading at 674.30. The strike last trading price was 43.55, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0


On 31 Dec ICICIPRULI was trading at 668.25. The strike last trading price was 43.55, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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


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


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


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


On 23 Dec ICICIPRULI was trading at 650.90. The strike last trading price was 43.55, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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


On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, 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 43.55, which was - lower than the previous day. The implied volatity was -, 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 43.55, which was 0 lower than the previous day. The implied volatity was 2.19, 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 -, which was - lower than the previous day. The implied volatity was -, 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 -, which was - lower than the previous day. The implied volatity was -, 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 43.55, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 43.55, 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 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 43.55, 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 43.55, which was 0 lower than the previous day. The implied volatity was 0.09, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 43.55, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0