[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
623.6 +7.35 (1.19%)
L: 614.9 H: 631.25

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Historical option data for ICICIPRULI

09 Dec 2025 04:10 PM IST
ICICIPRULI 30-DEC-2025 650 CE
Delta: 0.24
Vega: 0.47
Theta: -0.27
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 4.4 1.25 20.97 268 29 287
8 Dec 616.25 3.3 -0.75 20.05 468 10 252
5 Dec 626.05 4.05 1.45 16.91 329 -30 241
4 Dec 615.35 2.65 0.2 17.54 140 37 271
3 Dec 611.25 2.5 -1.05 18.77 91 8 233
2 Dec 616.55 3.45 -1.4 19.53 109 26 225
1 Dec 621.55 5 0.6 19.14 142 24 198
28 Nov 619.75 4.3 -1.65 17.00 123 -6 171
27 Nov 625.25 5.9 0.7 16.78 185 1 177
26 Nov 621.90 5.25 0.85 17.16 191 36 175
25 Nov 612.25 4.55 0.05 18.91 190 9 137
24 Nov 607.35 4.35 -0.8 22.03 71 13 127
21 Nov 610.90 5.15 -2.5 20.50 59 15 114
20 Nov 618.40 7.75 1.15 20.29 73 1 99
19 Nov 613.95 6.6 -4.4 20.21 59 35 97
18 Nov 626.80 10.85 -3.65 21.35 30 23 62
17 Nov 630.60 14.5 1.3 23.51 3 0 39
14 Nov 629.45 13.2 -1.3 20.41 7 0 40
13 Nov 630.10 14.5 -1.8 21.75 6 3 41
12 Nov 632.95 16.15 3.15 22.81 16 7 38
11 Nov 624.70 13 2.4 22.36 16 12 30
10 Nov 614.80 10.6 3.5 24.01 17 16 17
7 Nov 615.35 7.1 -10.1 17.03 1 0 0
3 Nov 599.25 17.2 0 4.40 0 0 0
31 Oct 591.15 17.2 0 - 0 0 0
30 Oct 600.40 17.2 0 4.30 0 0 0
29 Oct 601.00 17.2 0 4.07 0 0 0
28 Oct 600.50 17.2 0 3.89 0 0 0
24 Oct 601.95 17.2 0 3.80 0 0 0
6 Oct 600.45 17.2 0 - 0 0 0
3 Oct 601.10 17.2 0 3.10 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 30DEC2025

Delta for 650 CE is 0.24

Historical price for 650 CE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 4.4, which was 1.25 higher than the previous day. The implied volatity was 20.97, the open interest changed by 29 which increased total open position to 287


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 20.05, the open interest changed by 10 which increased total open position to 252


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 4.05, which was 1.45 higher than the previous day. The implied volatity was 16.91, the open interest changed by -30 which decreased total open position to 241


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 2.65, which was 0.2 higher than the previous day. The implied volatity was 17.54, the open interest changed by 37 which increased total open position to 271


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 2.5, which was -1.05 lower than the previous day. The implied volatity was 18.77, the open interest changed by 8 which increased total open position to 233


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 3.45, which was -1.4 lower than the previous day. The implied volatity was 19.53, the open interest changed by 26 which increased total open position to 225


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 5, which was 0.6 higher than the previous day. The implied volatity was 19.14, the open interest changed by 24 which increased total open position to 198


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 4.3, which was -1.65 lower than the previous day. The implied volatity was 17.00, the open interest changed by -6 which decreased total open position to 171


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 5.9, which was 0.7 higher than the previous day. The implied volatity was 16.78, the open interest changed by 1 which increased total open position to 177


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 5.25, which was 0.85 higher than the previous day. The implied volatity was 17.16, the open interest changed by 36 which increased total open position to 175


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 4.55, which was 0.05 higher than the previous day. The implied volatity was 18.91, the open interest changed by 9 which increased total open position to 137


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 4.35, which was -0.8 lower than the previous day. The implied volatity was 22.03, the open interest changed by 13 which increased total open position to 127


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 5.15, which was -2.5 lower than the previous day. The implied volatity was 20.50, the open interest changed by 15 which increased total open position to 114


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 7.75, which was 1.15 higher than the previous day. The implied volatity was 20.29, the open interest changed by 1 which increased total open position to 99


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 6.6, which was -4.4 lower than the previous day. The implied volatity was 20.21, the open interest changed by 35 which increased total open position to 97


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 10.85, which was -3.65 lower than the previous day. The implied volatity was 21.35, the open interest changed by 23 which increased total open position to 62


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 14.5, which was 1.3 higher than the previous day. The implied volatity was 23.51, the open interest changed by 0 which decreased total open position to 39


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 13.2, which was -1.3 lower than the previous day. The implied volatity was 20.41, the open interest changed by 0 which decreased total open position to 40


On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 14.5, which was -1.8 lower than the previous day. The implied volatity was 21.75, the open interest changed by 3 which increased total open position to 41


On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 16.15, which was 3.15 higher than the previous day. The implied volatity was 22.81, the open interest changed by 7 which increased total open position to 38


On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 13, which was 2.4 higher than the previous day. The implied volatity was 22.36, the open interest changed by 12 which increased total open position to 30


On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 10.6, which was 3.5 higher than the previous day. The implied volatity was 24.01, the open interest changed by 16 which increased total open position to 17


On 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 7.1, which was -10.1 lower than the previous day. The implied volatity was 17.03, 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 17.2, which was 0 lower than the previous day. The implied volatity was 4.40, 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 17.2, 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 17.2, which was 0 lower than the previous day. The implied volatity was 4.30, 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 17.2, which was 0 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0


On 28 Oct ICICIPRULI was trading at 600.50. The strike last trading price was 17.2, 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 24 Oct ICICIPRULI was trading at 601.95. The strike last trading price was 17.2, 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 6 Oct ICICIPRULI was trading at 600.45. The strike last trading price was 17.2, 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 Oct ICICIPRULI was trading at 601.10. The strike last trading price was 17.2, which was 0 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0


ICICIPRULI 30DEC2025 650 PE
Delta: -0.75
Vega: 0.47
Theta: -0.10
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 27.5 -7 21.14 23 -6 64
8 Dec 616.25 34.5 9.05 28.68 52 -2 70
5 Dec 626.05 25.4 -10.45 20.21 12 7 72
4 Dec 615.35 35.85 6.8 27.17 8 2 64
3 Dec 611.25 29 -8.75 - 0 0 0
2 Dec 616.55 29 -8.75 - 0 0 0
1 Dec 621.55 29 -8.75 - 0 0 0
28 Nov 619.75 29 -8.75 - 0 0 0
27 Nov 625.25 29 -8.75 - 0 2 0
26 Nov 621.90 29 -8.75 21.10 9 2 62
25 Nov 612.25 37.75 0.75 25.84 24 12 59
24 Nov 607.35 37 2 - 3 2 46
21 Nov 610.90 35 0.9 14.92 13 8 42
20 Nov 618.40 34.1 -3.5 24.42 13 1 33
19 Nov 613.95 37.6 8.6 24.82 20 10 32
18 Nov 626.80 29 3 22.09 20 12 14
17 Nov 630.60 26 0 21.38 1 0 1
14 Nov 629.45 26 -36.15 - 0 0 0
13 Nov 630.10 26 -36.15 - 0 1 0
12 Nov 632.95 26 -36.15 22.08 1 0 0
11 Nov 624.70 62.15 0 - 0 0 0
10 Nov 614.80 62.15 0 - 0 0 0
7 Nov 615.35 62.15 0 - 0 0 0
3 Nov 599.25 62.15 0 - 0 0 0
31 Oct 591.15 62.15 0 - 0 0 0
30 Oct 600.40 62.15 0 - 0 0 0
29 Oct 601.00 62.15 0 - 0 0 0
28 Oct 600.50 0 0 - 0 0 0
24 Oct 601.95 0 0 - 0 0 0
6 Oct 600.45 0 0 - 0 0 0
3 Oct 601.10 0 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 30DEC2025

Delta for 650 PE is -0.75

Historical price for 650 PE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 27.5, which was -7 lower than the previous day. The implied volatity was 21.14, the open interest changed by -6 which decreased total open position to 64


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 34.5, which was 9.05 higher than the previous day. The implied volatity was 28.68, the open interest changed by -2 which decreased total open position to 70


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 25.4, which was -10.45 lower than the previous day. The implied volatity was 20.21, the open interest changed by 7 which increased total open position to 72


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 35.85, which was 6.8 higher than the previous day. The implied volatity was 27.17, the open interest changed by 2 which increased total open position to 64


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 29, which was -8.75 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 29, which was -8.75 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 29, which was -8.75 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 29, which was -8.75 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 29, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 29, which was -8.75 lower than the previous day. The implied volatity was 21.10, the open interest changed by 2 which increased total open position to 62


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 37.75, which was 0.75 higher than the previous day. The implied volatity was 25.84, the open interest changed by 12 which increased total open position to 59


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 37, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 46


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 35, which was 0.9 higher than the previous day. The implied volatity was 14.92, the open interest changed by 8 which increased total open position to 42


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 34.1, which was -3.5 lower than the previous day. The implied volatity was 24.42, the open interest changed by 1 which increased total open position to 33


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 37.6, which was 8.6 higher than the previous day. The implied volatity was 24.82, the open interest changed by 10 which increased total open position to 32


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 29, which was 3 higher than the previous day. The implied volatity was 22.09, the open interest changed by 12 which increased total open position to 14


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 1


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 26, which was -36.15 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 26, which was -36.15 lower 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 26, which was -36.15 lower than the previous day. The implied volatity was 22.08, 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 62.15, 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 62.15, 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 62.15, 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 62.15, 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 62.15, 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 62.15, 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 62.15, 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 Oct ICICIPRULI was trading at 600.50. The strike last trading price was 0, 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 Oct ICICIPRULI was trading at 601.95. The strike last trading price was 0, 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 Oct ICICIPRULI was trading at 600.45. The strike last trading price was 0, 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 Oct ICICIPRULI was trading at 601.10. The strike last trading price was 0, 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