[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
650.4 +4.75 (0.74%)
L: 647.65 H: 653

Back to Option Chain


Historical option data for ICICIPRULI

19 Dec 2025 04:10 PM IST
ICICIPRULI 30-DEC-2025 645 CE
Delta: 0.63
Vega: 0.43
Theta: -0.45
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 650.40 11.45 1.2 17.60 244 -24 116
18 Dec 645.65 10.5 6.4 18.00 675 -3 144
17 Dec 630.50 4.1 -4.6 18.36 119 -24 147
16 Dec 637.95 8 -6.5 22.66 341 19 174
15 Dec 648.50 14 0.15 21.50 486 -17 156
12 Dec 647.55 14.2 5.15 18.42 700 -42 175
11 Dec 635.85 8.95 -4.25 20.51 660 -47 218
10 Dec 642.85 13.25 8.1 20.40 2,095 223 270
9 Dec 623.60 5.15 1.3 19.99 14 1 47
8 Dec 616.25 4.15 -1 19.67 159 -2 46
5 Dec 626.05 5.2 2.2 16.63 72 -3 48
4 Dec 615.35 3 -1.4 - 0 3 0
3 Dec 611.25 3 -1.4 18.10 58 2 50
2 Dec 616.55 4.3 -1.65 19.28 42 -1 48
1 Dec 621.55 6.1 0.65 18.82 27 4 48
28 Nov 619.75 5.3 -2 16.63 59 0 41
27 Nov 625.25 7.25 0.6 16.51 11 5 40
26 Nov 621.90 6.65 -1.85 17.19 26 10 35
25 Nov 612.25 8.5 0 - 0 0 0
24 Nov 607.35 8.5 0 - 0 0 0
21 Nov 610.90 8.5 0 22.70 1 0 25
20 Nov 618.40 8.5 1.3 19.32 5 0 25
19 Nov 613.95 7.2 -5.65 19.22 28 20 26
18 Nov 626.80 12.85 -2.6 21.63 4 3 6
17 Nov 630.60 15.45 0.05 22.31 2 1 2
14 Nov 629.45 15.4 -1.6 20.62 2 1 2
13 Nov 630.10 17 3.4 - 0 1 0
12 Nov 632.95 17 3.4 21.45 1 0 0
11 Nov 624.70 13.6 0 1.72 0 0 0
10 Nov 614.80 13.6 0 3.19 0 0 0
7 Nov 615.35 13.6 0 2.41 0 0 0
3 Nov 599.25 13.6 0 3.89 0 0 0
31 Oct 591.15 13.6 0 - 0 0 0
30 Oct 600.40 13.6 0 3.80 0 0 0
29 Oct 601.00 13.6 0 3.57 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 645 expiring on 30DEC2025

Delta for 645 CE is 0.63

Historical price for 645 CE is as follows

On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 11.45, which was 1.2 higher than the previous day. The implied volatity was 17.60, the open interest changed by -24 which decreased total open position to 116


On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 10.5, which was 6.4 higher than the previous day. The implied volatity was 18.00, the open interest changed by -3 which decreased total open position to 144


On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 4.1, which was -4.6 lower than the previous day. The implied volatity was 18.36, the open interest changed by -24 which decreased total open position to 147


On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 8, which was -6.5 lower than the previous day. The implied volatity was 22.66, the open interest changed by 19 which increased total open position to 174


On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 14, which was 0.15 higher than the previous day. The implied volatity was 21.50, the open interest changed by -17 which decreased total open position to 156


On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 14.2, which was 5.15 higher than the previous day. The implied volatity was 18.42, the open interest changed by -42 which decreased total open position to 175


On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 8.95, which was -4.25 lower than the previous day. The implied volatity was 20.51, the open interest changed by -47 which decreased total open position to 218


On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 13.25, which was 8.1 higher than the previous day. The implied volatity was 20.40, the open interest changed by 223 which increased total open position to 270


On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 5.15, which was 1.3 higher than the previous day. The implied volatity was 19.99, the open interest changed by 1 which increased total open position to 47


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 4.15, which was -1 lower than the previous day. The implied volatity was 19.67, the open interest changed by -2 which decreased total open position to 46


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 5.2, which was 2.2 higher than the previous day. The implied volatity was 16.63, the open interest changed by -3 which decreased total open position to 48


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 3, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 3, which was -1.4 lower than the previous day. The implied volatity was 18.10, the open interest changed by 2 which increased total open position to 50


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 4.3, which was -1.65 lower than the previous day. The implied volatity was 19.28, the open interest changed by -1 which decreased total open position to 48


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 6.1, which was 0.65 higher than the previous day. The implied volatity was 18.82, the open interest changed by 4 which increased total open position to 48


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 5.3, which was -2 lower than the previous day. The implied volatity was 16.63, the open interest changed by 0 which decreased total open position to 41


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 7.25, which was 0.6 higher than the previous day. The implied volatity was 16.51, the open interest changed by 5 which increased total open position to 40


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 6.65, which was -1.85 lower than the previous day. The implied volatity was 17.19, the open interest changed by 10 which increased total open position to 35


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 8.5, 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 8.5, 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 8.5, which was 0 lower than the previous day. The implied volatity was 22.70, the open interest changed by 0 which decreased total open position to 25


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 8.5, which was 1.3 higher than the previous day. The implied volatity was 19.32, the open interest changed by 0 which decreased total open position to 25


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 7.2, which was -5.65 lower than the previous day. The implied volatity was 19.22, the open interest changed by 20 which increased total open position to 26


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 12.85, which was -2.6 lower than the previous day. The implied volatity was 21.63, the open interest changed by 3 which increased total open position to 6


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 15.45, which was 0.05 higher than the previous day. The implied volatity was 22.31, the open interest changed by 1 which increased total open position to 2


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 15.4, which was -1.6 lower than the previous day. The implied volatity was 20.62, the open interest changed by 1 which increased total open position to 2


On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 17, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 17, which was 3.4 higher than the previous day. The implied volatity was 21.45, 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 13.6, which was 0 lower than the previous day. The implied volatity was 1.72, 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 13.6, 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 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 13.6, which was 0 lower than the previous day. The implied volatity was 2.41, 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 13.6, which was 0 lower than the previous day. The implied volatity was 3.89, 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 13.6, 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 13.6, which was 0 lower than the previous day. The implied volatity was 3.80, 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 13.6, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0


ICICIPRULI 30DEC2025 645 PE
Delta: -0.36
Vega: 0.42
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 650.40 4.35 -3.85 15.80 184 40 141
18 Dec 645.65 7.6 -10.35 20.22 136 6 100
17 Dec 630.50 18.05 4.65 23.15 31 -10 94
16 Dec 637.95 13.45 5.7 18.63 245 11 105
15 Dec 648.50 7.7 -1.85 19.34 118 20 94
12 Dec 647.55 9.35 -6.15 21.70 85 10 73
11 Dec 635.85 15.5 2.55 20.60 93 -10 63
10 Dec 642.85 12.3 -39.05 22.11 255 73 73
9 Dec 623.60 51.35 0 - 0 0 0
8 Dec 616.25 51.35 0 - 0 0 0
5 Dec 626.05 51.35 0 - 0 0 0
4 Dec 615.35 51.35 0 - 0 0 0
3 Dec 611.25 51.35 0 - 0 0 0
2 Dec 616.55 51.35 0 - 0 0 0
1 Dec 621.55 51.35 0 - 0 0 0
28 Nov 619.75 51.35 0 - 0 0 0
27 Nov 625.25 51.35 0 - 0 0 0
26 Nov 621.90 51.35 0 - 0 0 0
25 Nov 612.25 51.35 0 - 0 0 0
24 Nov 607.35 51.35 0 - 0 0 0
21 Nov 610.90 51.35 0 - 0 0 0
20 Nov 618.40 51.35 0 - 0 0 0
19 Nov 613.95 51.35 0 - 0 0 0
18 Nov 626.80 51.35 0 - 0 0 0
17 Nov 630.60 51.35 0 - 0 0 0
14 Nov 629.45 51.35 0 - 0 0 0
13 Nov 630.10 51.35 0 - 0 0 0
12 Nov 632.95 51.35 0 - 0 0 0
11 Nov 624.70 51.35 0 - 0 0 0
10 Nov 614.80 51.35 0 - 0 0 0
7 Nov 615.35 51.35 0 - 0 0 0
3 Nov 599.25 51.35 0 - 0 0 0
31 Oct 591.15 51.35 0 - 0 0 0
30 Oct 600.40 51.35 0 - 0 0 0
29 Oct 601.00 51.35 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 645 expiring on 30DEC2025

Delta for 645 PE is -0.36

Historical price for 645 PE is as follows

On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 4.35, which was -3.85 lower than the previous day. The implied volatity was 15.80, the open interest changed by 40 which increased total open position to 141


On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 7.6, which was -10.35 lower than the previous day. The implied volatity was 20.22, the open interest changed by 6 which increased total open position to 100


On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 18.05, which was 4.65 higher than the previous day. The implied volatity was 23.15, the open interest changed by -10 which decreased total open position to 94


On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 13.45, which was 5.7 higher than the previous day. The implied volatity was 18.63, the open interest changed by 11 which increased total open position to 105


On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 7.7, which was -1.85 lower than the previous day. The implied volatity was 19.34, the open interest changed by 20 which increased total open position to 94


On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 9.35, which was -6.15 lower than the previous day. The implied volatity was 21.70, the open interest changed by 10 which increased total open position to 73


On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 15.5, which was 2.55 higher than the previous day. The implied volatity was 20.60, the open interest changed by -10 which decreased total open position to 63


On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 12.3, which was -39.05 lower than the previous day. The implied volatity was 22.11, the open interest changed by 73 which increased total open position to 73


On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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