ICICIPRULI

Icici Pru Life Ins Co Ltd

652.05 +1.15 (0.18%)

L: 648.75 H: 654

Back to Option Chain

Historical option data for ICICIPRULI
24 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ICICIPRULI 27-JAN-2026 640 CE
Delta: 0.67 Vega: 0.72 Theta: -0.34 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	652.05	27.65 ₹ 25,576.25	-0.25 -231.25	21.90	3 2,775	0 0	31 28,675

23 Dec	650.90	27.9 ₹ 25,807.5	1.95 1803.75	22.87	15 13,875	1 925	32 29,600
22 Dec	650.50	25.95 ₹ 24,003.75	-3.05 -2821.25	19.68	48 44,400	-8 -7,400	31 28,675
19 Dec	650.40	29 ₹ 26,825	2.1 1942.50	23.75	12 11,100	-3 -2,775	41 37,925
18 Dec	645.65	26.3 ₹ 24,327.5	6.3 5827.50	22.02	44 40,700	9 8,325	45 41,625
17 Dec	630.50	20 ₹ 18,500	-4.25 -3931.25	24.88	22 20,350	-1 -925	29 26,825
16 Dec	637.95	24.25 ₹ 22,431.25	-6.75 -6243.75	26.81	3 2,775	1 925	29 26,825
15 Dec	648.50	31 ₹ 28,675	0.95 878.75	25.90	28 25,900	5 4,625	29 26,825
12 Dec	647.55	30 ₹ 27,750	6.35 5873.75	22.84	23 21,275	10 9,250	24 22,200
11 Dec	635.85	23.65 ₹ 21,876.25	-4.3 -3977.50	24.20	9 8,325	4 3,700	13 12,025
10 Dec	642.85	27.95 ₹ 25,853.75	6.7 6197.50	23.35	11 10,175	5 4,625	5 4,625
8 Dec	616.25	21.25 ₹ 19,656.25	0 0.00	1.65	0 0	0 0	0 0
5 Dec	626.05	21.25 ₹ 19,656.25	0 0.00	0.68	0 0	0 0	0 0
4 Dec	615.35	21.25 ₹ 19,656.25	0 0.00	1.99	0 0	0 0	0 0
3 Dec	611.25	21.25 ₹ 19,656.25	0 0.00	2.35	0 0	0 0	0 0
2 Dec	616.55	21.25 ₹ 19,656.25	0 0.00	1.77	0 0	0 0	0 0
28 Nov	619.75	21.25 ₹ 19,656.25	0 0.00	1.05	0 0	0 0	0 0
27 Nov	625.25	21.25 ₹ 19,656.25	0 0.00	0.37	0 0	0 0	0 0
26 Nov	621.90	21.25 ₹ 19,656.25	0 0.00	0.78	0 0	0 0	0 0
25 Nov	612.25	21.25 ₹ 19,656.25	0 0.00	-	0 0	0 0	0 0
21 Nov	610.90	21.25 ₹ 19,656.25	0 0.00	2.09	0 0	0 0	0 0
20 Nov	618.40	21.25 ₹ 19,656.25	0 0.00	-	0 0	0 0	0 0
18 Nov	626.80	21.25 ₹ 19,656.25	0 0.00	0.16	0 0	0 0	0 0
17 Nov	630.60	21.25 ₹ 19,656.25	0 0.00	-	0 0	0 0	0 0
14 Nov	629.45	21.25 ₹ 19,656.25	0 0.00	-	0 0	0 0	0 0
12 Nov	632.95	21.25 ₹ 19,656.25	0 0.00	-	0 0	0 0	0 0
10 Nov	614.80	21.25 ₹ 19,656.25	0 0.00	1.53	0 0	0 0	0 0
7 Nov	615.35	21.25 ₹ 19,656.25	0 0.00	0.96	0 0	0 0	0 0
6 Nov	603.75	21.25 ₹ 19,656.25	0 0.00	-	0 0	0 0	0 0
4 Nov	607.55	21.25 ₹ 19,656.25	0 0.00	1.82	0 0	0 0	0 0
31 Oct	591.15	21.25 ₹ 19,656.25	0 0.00	-	0 0	0 0	0 0
30 Oct	600.40	21.25 ₹ 19,656.25	0 0.00	-	0 0	0 0	0 0

For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 27JAN2026

Delta for 640 CE is 0.67

Historical price for 640 CE is as follows

On 24 Dec ICICIPRULI was trading at 652.05. The strike last trading price was 27.65, which was -0.25 lower than the previous day. The implied volatity was 21.90, the open interest changed by 0 which decreased total open position to 31

On 23 Dec ICICIPRULI was trading at 650.90. The strike last trading price was 27.9, which was 1.95 higher than the previous day. The implied volatity was 22.87, the open interest changed by 1 which increased total open position to 32

On 22 Dec ICICIPRULI was trading at 650.50. The strike last trading price was 25.95, which was -3.05 lower than the previous day. The implied volatity was 19.68, the open interest changed by -8 which decreased total open position to 31

On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 29, which was 2.1 higher than the previous day. The implied volatity was 23.75, the open interest changed by -3 which decreased total open position to 41

On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 26.3, which was 6.3 higher than the previous day. The implied volatity was 22.02, the open interest changed by 9 which increased total open position to 45

On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 20, which was -4.25 lower than the previous day. The implied volatity was 24.88, the open interest changed by -1 which decreased total open position to 29

On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 24.25, which was -6.75 lower than the previous day. The implied volatity was 26.81, the open interest changed by 1 which increased total open position to 29

On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 31, which was 0.95 higher than the previous day. The implied volatity was 25.90, the open interest changed by 5 which increased total open position to 29

On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 30, which was 6.35 higher than the previous day. The implied volatity was 22.84, the open interest changed by 10 which increased total open position to 24

On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 23.65, which was -4.3 lower than the previous day. The implied volatity was 24.20, the open interest changed by 4 which increased total open position to 13

On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 27.95, which was 6.7 higher than the previous day. The implied volatity was 23.35, the open interest changed by 5 which increased total open position to 5

On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 1.65, 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 21.25, which was 0 lower than the previous day. The implied volatity was 0.68, 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 21.25, which was 0 lower than the previous day. The implied volatity was 1.99, 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 21.25, which was 0 lower than the previous day. The implied volatity was 2.35, 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 21.25, which was 0 lower than the previous day. The implied volatity was 1.77, 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 21.25, which was 0 lower than the previous day. The implied volatity was 1.05, 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 21.25, which was 0 lower than the previous day. The implied volatity was 0.37, 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 21.25, which was 0 lower than the previous day. The implied volatity was 0.78, 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 21.25, 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 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 2.09, 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 21.25, 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 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 0.16, 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 21.25, 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 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 21.25, 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 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 21.25, 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 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 1.53, 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 21.25, which was 0 lower than the previous day. The implied volatity was 0.96, 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 21.25, 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 4 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 1.82, 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 21.25, 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 30 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 21.25, 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

ICICIPRULI 27JAN2026 640 PE
Delta: -0.34 Vega: 0.73 Theta: -0.20 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	652.05	11.75 ₹ 10,868.75	-0.25 -231.25	24.85	14 12,950	7 6,475	67 61,975
23 Dec	650.90	11.8 ₹ 10,915	-1.05 -971.25	24.09	23 21,275	-4 -3,700	59 54,575
22 Dec	650.50	12.15 ₹ 11,238.75	-1.35 -1248.75	24.35	29 26,825	11 10,175	64 59,200
19 Dec	650.40	13.5 ₹ 12,487.5	-1.6 -1480.00	24.63	30 27,750	21 19,425	53 49,025
18 Dec	645.65	15 ₹ 13,875	-9 -8325.00	25.07	14 12,950	1 925	21 19,425
17 Dec	630.50	24 ₹ 22,200	8 7400.00	27.19	5 4,625	1 925	20 18,500
16 Dec	637.95	16 ₹ 14,800	-2.4 -2220.00	-	0 0	0 0	19 17,575
15 Dec	648.50	16 ₹ 14,800	-2.4 -2220.00	-	0 0	0 0	0 0
12 Dec	647.55	16 ₹ 14,800	-2.4 -2220.00	25.74	2 1,850	0 0	19 17,575
11 Dec	635.85	18.4 ₹ 17,020	1.4 1295.00	22.09	4 3,700	1 925	16 14,800
10 Dec	642.85	17 ₹ 15,725	-12.15 -11238.75	24.31	2 1,850	0 0	13 12,025
8 Dec	616.25	29.15 ₹ 26,963.75	3.15 2913.75	24.38	2 1,850	0 0	12 11,100
5 Dec	626.05	26 ₹ 24,050	-4.7 -4347.50	25.00	1 925	0 0	12 11,100
4 Dec	615.35	30.7 ₹ 28,397.5	0.7 647.50	-	0 0	0 0	0 0
3 Dec	611.25	30.7 ₹ 28,397.5	0.7 647.50	-	0 0	8 7,400	0 0
2 Dec	616.55	30.7 ₹ 28,397.5	0.7 647.50	22.59	10 9,250	7 6,475	11 10,175
28 Nov	619.75	30 ₹ 27,750	-9 -8325.00	-	0 0	1 925	0 0
27 Nov	625.25	30 ₹ 27,750	-9 -8325.00	27.95	1 925	0 0	3 2,775
26 Nov	621.90	39 ₹ 36,075	-2 -1850.00	-	0 0	1 925	0 0
25 Nov	612.25	39 ₹ 36,075	-2 -1850.00	-	1 925	0 0	2 1,850
21 Nov	610.90	41 ₹ 37,925	13 12025.00	29.27	1 925	0 0	1 925
20 Nov	618.40	28 ₹ 25,900	-15.85 -14661.25	-	0 0	0 0	0 0
18 Nov	626.80	28 ₹ 25,900	-15.85 -14661.25	-	0 0	0 0	0 0
17 Nov	630.60	28 ₹ 25,900	-15.85 -14661.25	-	0 0	0 0	0 0
14 Nov	629.45	28 ₹ 25,900	-15.85 -14661.25	-	0 0	0 0	0 0
12 Nov	632.95	28 ₹ 25,900	-15.85 -14661.25	26.40	1 925	0 0	1 925
10 Nov	614.80	43.85 ₹ 40,561.25	-7.25 -6706.25	-	0 0	0 0	0 0
7 Nov	615.35	43.85 ₹ 40,561.25	-7.25 -6706.25	-	0 0	0 0	0 0
6 Nov	603.75	43.85 ₹ 40,561.25	-7.25 -6706.25	-	0 0	0 0	0 0
4 Nov	607.55	43.85 ₹ 40,561.25	-7.25 -6706.25	-	0 0	0 0	0 0
31 Oct	591.15	43.85 ₹ 40,561.25	-7.25 -6706.25	-	1 925	0 0	0 0
30 Oct	600.40	51.1 ₹ 47,267.5	0 0.00	-	0 0	0 0	0 0

For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 27JAN2026

Delta for 640 PE is -0.34

Historical price for 640 PE is as follows

On 24 Dec ICICIPRULI was trading at 652.05. The strike last trading price was 11.75, which was -0.25 lower than the previous day. The implied volatity was 24.85, the open interest changed by 7 which increased total open position to 67

On 23 Dec ICICIPRULI was trading at 650.90. The strike last trading price was 11.8, which was -1.05 lower than the previous day. The implied volatity was 24.09, the open interest changed by -4 which decreased total open position to 59

On 22 Dec ICICIPRULI was trading at 650.50. The strike last trading price was 12.15, which was -1.35 lower than the previous day. The implied volatity was 24.35, the open interest changed by 11 which increased total open position to 64

On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 13.5, which was -1.6 lower than the previous day. The implied volatity was 24.63, the open interest changed by 21 which increased total open position to 53

On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 15, which was -9 lower than the previous day. The implied volatity was 25.07, the open interest changed by 1 which increased total open position to 21

On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 24, which was 8 higher than the previous day. The implied volatity was 27.19, the open interest changed by 1 which increased total open position to 20

On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 16, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19

On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 16, which was -2.4 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 16, which was -2.4 lower than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 19

On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 18.4, which was 1.4 higher than the previous day. The implied volatity was 22.09, the open interest changed by 1 which increased total open position to 16

On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 17, which was -12.15 lower than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 13

On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 29.15, which was 3.15 higher than the previous day. The implied volatity was 24.38, the open interest changed by 0 which decreased total open position to 12

On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 26, which was -4.7 lower than the previous day. The implied volatity was 25.00, the open interest changed by 0 which decreased total open position to 12

On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 30.7, which was 0.7 higher 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 30.7, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0

On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 30.7, which was 0.7 higher than the previous day. The implied volatity was 22.59, the open interest changed by 7 which increased total open position to 11

On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 30, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 30, which was -9 lower than the previous day. The implied volatity was 27.95, the open interest changed by 0 which decreased total open position to 3

On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 39, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 39, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 41, which was 13 higher than the previous day. The implied volatity was 29.27, the open interest changed by 0 which decreased total open position to 1

On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 28, which was -15.85 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 28, which was -15.85 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 28, which was -15.85 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 28, which was -15.85 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 28, which was -15.85 lower than the previous day. The implied volatity was 26.40, the open interest changed by 0 which decreased total open position to 1

On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 43.85, which was -7.25 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 43.85, which was -7.25 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 43.85, which was -7.25 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 43.85, which was -7.25 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 43.85, which was -7.25 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 51.1, 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

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