ICICIPRULI

Icici Pru Life Ins Co Ltd

636.85 +11.55 (1.85%)

L: 621 H: 640.15

Back to Option Chain

Historical option data for ICICIPRULI
30 Jan 2026 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 24-FEB-2026 645 CE
Delta: 0.46 Vega: 0.66 Theta: -0.46 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	636.85	16.2 ₹ 14,985	5.45 5041.25	29.39	13 12,025	5 4,625	40 37,000
29 Jan	625.30	10.1 ₹ 9,342.5	-7.2 -6660.00	21.9	17 15,725	6 5,550	36 33,300
28 Jan	642.40	18 ₹ 16,650	-17.8 -16465.00	23.83	67 61,975	31 28,675	31 28,675
27 Jan	643.85	35.8 ₹ 33,115	0 0.00	0.4	0 0	0 0	0 0
23 Jan	638.70	35.8 ₹ 33,115	0 0.00	0.34	0 0	0 0	0 0
22 Jan	653.15	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
21 Jan	647.10	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
20 Jan	651.80	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
19 Jan	660.95	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
16 Jan	678.00	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
14 Jan	669.25	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
13 Jan	681.45	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0

12 Jan	680.75	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
9 Jan	685.45	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
8 Jan	681.35	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
7 Jan	684.60	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
6 Jan	688.45	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
5 Jan	683.85	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
2 Jan	678.30	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
1 Jan	674.30	35.8 ₹ 33,115	0 0.00	-	0 0	0 0	0 0
31 Dec	668.25	35.8 ₹ 33,115	- NaN	-	0 0	0 0	0 0

For Icici Pru Life Ins Co Ltd - strike price 645 expiring on 24FEB2026

Delta for 645 CE is 0.46

Historical price for 645 CE is as follows

On 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 16.2, which was 5.45 higher than the previous day. The implied volatity was 29.39, the open interest changed by 5 which increased total open position to 40

On 29 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 10.1, which was -7.2 lower than the previous day. The implied volatity was 21.9, the open interest changed by 6 which increased total open position to 36

On 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 18, which was -17.8 lower than the previous day. The implied volatity was 23.83, the open interest changed by 31 which increased total open position to 31

On 27 Jan ICICIPRULI was trading at 643.85. The strike last trading price was 35.8, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0

On 23 Jan ICICIPRULI was trading at 638.70. The strike last trading price was 35.8, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0

On 22 Jan ICICIPRULI was trading at 653.15. The strike last trading price was 35.8, 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 Jan ICICIPRULI was trading at 647.10. The strike last trading price was 35.8, 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 Jan ICICIPRULI was trading at 651.80. The strike last trading price was 35.8, 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 Jan ICICIPRULI was trading at 660.95. The strike last trading price was 35.8, 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 35.8, 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 35.8, 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 35.8, 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 35.8, 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 35.8, 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 35.8, 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 35.8, 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 35.8, 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 35.8, 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 35.8, 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 35.8, 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 35.8, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

ICICIPRULI 24FEB2026 645 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	636.85	25.85 ₹ 23,911.25	7.8 7215.00	-	0 0	0 0	34 31,450
29 Jan	625.30	25.85 ₹ 23,911.25	7.8 7215.00	29.72	5 4,625	-4 -3,700	34 31,450
28 Jan	642.40	17.3 ₹ 16,002.5	-2.65 -2451.25	26.79	62 57,350	38 35,150	38 35,150
27 Jan	643.85	19.95 ₹ 18,453.75	0 0.00	0.37	0 0	0 0	0 0
23 Jan	638.70	19.95 ₹ 18,453.75	0 0.00	0.11	0 0	0 0	0 0
22 Jan	653.15	19.95 ₹ 18,453.75	0 0.00	2.27	0 0	0 0	0 0
21 Jan	647.10	19.95 ₹ 18,453.75	0 0.00	1.42	0 0	0 0	0 0
20 Jan	651.80	19.95 ₹ 18,453.75	0 0.00	1.9	0 0	0 0	0 0
19 Jan	660.95	19.95 ₹ 18,453.75	0 0.00	3.26	0 0	0 0	0 0
16 Jan	678.00	19.95 ₹ 18,453.75	0 0.00	5.09	0 0	0 0	0 0
14 Jan	669.25	19.95 ₹ 18,453.75	0 0.00	3.73	0 0	0 0	0 0
13 Jan	681.45	19.95 ₹ 18,453.75	0 0.00	5.44	0 0	0 0	0 0
12 Jan	680.75	19.95 ₹ 18,453.75	0 0.00	5.28	0 0	0 0	0 0
9 Jan	685.45	19.95 ₹ 18,453.75	0 0.00	5.81	0 0	0 0	0 0
8 Jan	681.35	19.95 ₹ 18,453.75	0 0.00	5.46	0 0	0 0	0 0
7 Jan	684.60	19.95 ₹ 18,453.75	0 0.00	-	0 0	0 0	0 0
6 Jan	688.45	19.95 ₹ 18,453.75	0 0.00	-	0 0	0 0	0 0
5 Jan	683.85	19.95 ₹ 18,453.75	0 0.00	-	0 0	0 0	0 0
2 Jan	678.30	19.95 ₹ 18,453.75	0 0.00	-	0 0	0 0	0 0
1 Jan	674.30	19.95 ₹ 18,453.75	0 0.00	-	0 0	0 0	0 0
31 Dec	668.25	0 ₹ 0	- NaN	-	0 0	0 0	0 0

For Icici Pru Life Ins Co Ltd - strike price 645 expiring on 24FEB2026

Delta for 645 PE is -

Historical price for 645 PE is as follows

On 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 25.85, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34

On 29 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 25.85, which was 7.8 higher than the previous day. The implied volatity was 29.72, the open interest changed by -4 which decreased total open position to 34

On 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 17.3, which was -2.65 lower than the previous day. The implied volatity was 26.79, the open interest changed by 38 which increased total open position to 38

On 27 Jan ICICIPRULI was trading at 643.85. The strike last trading price was 19.95, 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 23 Jan ICICIPRULI was trading at 638.70. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0

On 22 Jan ICICIPRULI was trading at 653.15. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0

On 21 Jan ICICIPRULI was trading at 647.10. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0

On 20 Jan ICICIPRULI was trading at 651.80. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was 1.9, 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 19.95, which was 0 lower than the previous day. The implied volatity was 3.26, 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 19.95, which was 0 lower than the previous day. The implied volatity was 5.09, 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 19.95, which was 0 lower than the previous day. The implied volatity was 3.73, 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 19.95, which was 0 lower than the previous day. The implied volatity was 5.44, 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 19.95, which was 0 lower than the previous day. The implied volatity was 5.28, 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 19.95, which was 0 lower than the previous day. The implied volatity was 5.81, 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 19.95, which was 0 lower than the previous day. The implied volatity was 5.46, 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 19.95, 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 19.95, 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 19.95, 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 19.95, 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 19.95, 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 0, which was - 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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