ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
19 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 645 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.43
Theta: -0.45
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 650.40 | 11.45 | 1.2 | 17.60 | 244 | -24 | 116 | |||||||||
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| 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 | |||||||
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Delta: -0.36
Vega: 0.42
Theta: -0.24
Gamma: 0.02
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| 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































































































































































































































