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 650 CE
Delta: 0.59 Vega: 0.77 Theta: -0.35 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	652.05	21.65 ₹ 20,026.25	-0.65 -601.25	21.91	91 84,175	25 23,125	159 1,47,075
23 Dec	650.90	21.65 ₹ 20,026.25	0 0.00	22.36	167 1,54,475	27 24,975	133 1,23,025
22 Dec	650.50	22.5 ₹ 20,812.5	-0.85 -786.25	22.91	22 20,350	11 10,175	106 98,050
19 Dec	650.40	23.85 ₹ 22,061.25	0.7 647.50	24.38	75 69,375	31 28,675	94 86,950
18 Dec	645.65	23.15 ₹ 21,413.75	9.8 9065.00	24.84	30 27,750	4 3,700	64 59,200
17 Dec	630.50	13.35 ₹ 12,348.75	-6.45 -5966.25	21.99	10 9,250	0 0	59 54,575
16 Dec	637.95	19.8 ₹ 18,315	-5.2 -4810.00	26.98	18 16,650	7 6,475	59 54,575
15 Dec	648.50	25 ₹ 23,125	7.2 6660.00	25.29	9 8,325	3 2,775	50 46,250
12 Dec	647.55	17.8 ₹ 16,465	-2 -1850.00	15.58	1 925	0 0	46 42,550
11 Dec	635.85	19.95 ₹ 18,453.75	-3.2 -2960.00	25.25	15 13,875	-1 -925	46 42,550
10 Dec	642.85	23 ₹ 21,275	12.25 11331.25	23.69	10 9,250	9 8,325	46 42,550
8 Dec	616.25	10.75 ₹ 9,943.75	0.75 693.75	-	0 0	0 0	37 34,225
4 Dec	615.35	10.75 ₹ 9,943.75	0.75 693.75	22.29	21 19,425	13 12,025	36 33,300
3 Dec	611.25	10 ₹ 9,250	-4.5 -4162.50	21.88	17 15,725	16 14,800	22 20,350

28 Nov	619.75	14.5 ₹ 13,412.5	-2.5 -2312.50	22.10	1 925	0 0	6 5,550
27 Nov	625.25	17 ₹ 15,725	1 925.00	22.03	4 3,700	3 2,775	5 4,625
26 Nov	621.90	16 ₹ 14,800	7 6475.00	22.40	1 925	0 0	1 925
21 Nov	610.90	18.15 ₹ 16,788.75	0 0.00	2.93	0 0	0 0	0 0
20 Nov	618.40	18.15 ₹ 16,788.75	0 0.00	-	0 0	0 0	0 0
18 Nov	626.80	18.15 ₹ 16,788.75	0 0.00	-	0 0	0 0	0 0
17 Nov	630.60	18.15 ₹ 16,788.75	0 0.00	0.93	0 0	0 0	0 0
14 Nov	629.45	18.15 ₹ 16,788.75	0 0.00	0.72	0 0	0 0	0 0
10 Nov	614.80	18.15 ₹ 16,788.75	0 0.00	2.35	0 0	0 0	0 0
7 Nov	615.35	18.15 ₹ 16,788.75	0 0.00	1.96	0 0	0 0	0 0
6 Nov	603.75	18.15 ₹ 16,788.75	0 0.00	-	0 0	0 0	0 0
4 Nov	607.55	18.15 ₹ 16,788.75	0 0.00	2.58	0 0	0 0	0 0
30 Oct	600.40	18.15 ₹ 16,788.75	0 0.00	-	0 0	0 0	0 0

For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 27JAN2026

Delta for 650 CE is 0.59

Historical price for 650 CE is as follows

On 24 Dec ICICIPRULI was trading at 652.05. The strike last trading price was 21.65, which was -0.65 lower than the previous day. The implied volatity was 21.91, the open interest changed by 25 which increased total open position to 159

On 23 Dec ICICIPRULI was trading at 650.90. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 22.36, the open interest changed by 27 which increased total open position to 133

On 22 Dec ICICIPRULI was trading at 650.50. The strike last trading price was 22.5, which was -0.85 lower than the previous day. The implied volatity was 22.91, the open interest changed by 11 which increased total open position to 106

On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 23.85, which was 0.7 higher than the previous day. The implied volatity was 24.38, the open interest changed by 31 which increased total open position to 94

On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 23.15, which was 9.8 higher than the previous day. The implied volatity was 24.84, the open interest changed by 4 which increased total open position to 64

On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 13.35, which was -6.45 lower than the previous day. The implied volatity was 21.99, the open interest changed by 0 which decreased total open position to 59

On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 19.8, which was -5.2 lower than the previous day. The implied volatity was 26.98, the open interest changed by 7 which increased total open position to 59

On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 25, which was 7.2 higher than the previous day. The implied volatity was 25.29, the open interest changed by 3 which increased total open position to 50

On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 17.8, which was -2 lower than the previous day. The implied volatity was 15.58, the open interest changed by 0 which decreased total open position to 46

On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 19.95, which was -3.2 lower than the previous day. The implied volatity was 25.25, the open interest changed by -1 which decreased total open position to 46

On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 23, which was 12.25 higher than the previous day. The implied volatity was 23.69, the open interest changed by 9 which increased total open position to 46

On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 10.75, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37

On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 10.75, which was 0.75 higher than the previous day. The implied volatity was 22.29, the open interest changed by 13 which increased total open position to 36

On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 10, which was -4.5 lower than the previous day. The implied volatity was 21.88, the open interest changed by 16 which increased total open position to 22

On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 14.5, which was -2.5 lower than the previous day. The implied volatity was 22.10, the open interest changed by 0 which decreased total open position to 6

On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 17, which was 1 higher than the previous day. The implied volatity was 22.03, the open interest changed by 3 which increased total open position to 5

On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 16, which was 7 higher than the previous day. The implied volatity was 22.40, the open interest changed by 0 which decreased total open position to 1

On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 18.15, which was 0 lower than the previous day. The implied volatity was 2.93, 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 18.15, 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 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 18.15, 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 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 18.15, which was 0 lower than the previous day. The implied volatity was 0.93, 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 18.15, which was 0 lower than the previous day. The implied volatity was 0.72, 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 18.15, 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 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 18.15, which was 0 lower than the previous day. The implied volatity was 1.96, 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 18.15, 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 4 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 18.15, which was 0 lower than the previous day. The implied volatity was 2.58, 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 18.15, 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

ICICIPRULI 27JAN2026 650 PE
Delta: -0.42 Vega: 0.78 Theta: -0.21 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	652.05	16 ₹ 14,800	-0.3 -277.50	25.10	51 47,175	36 33,300	101 93,425
23 Dec	650.90	16.2 ₹ 14,985	-0.7 -647.50	24.45	51 47,175	31 28,675	65 60,125
22 Dec	650.50	16.65 ₹ 15,401.25	-0.95 -878.75	24.82	27 24,975	22 20,350	32 29,600
19 Dec	650.40	17.6 ₹ 16,280	-0.4 -370.00	24.45	6 5,550	3 2,775	10 9,250
18 Dec	645.65	18 ₹ 16,650	-2.75 -2543.75	-	0 0	0 0	7 6,475
17 Dec	630.50	18 ₹ 16,650	-2.75 -2543.75	-	0 0	0 0	7 6,475
16 Dec	637.95	18 ₹ 16,650	-2.75 -2543.75	16.17	1 925	0 0	6 5,550
15 Dec	648.50	20.75 ₹ 19,193.75	-3.25 -3006.25	26.32	5 4,625	3 2,775	5 4,625
12 Dec	647.55	24 ₹ 22,200	-12 -11100.00	-	0 0	0 0	2 1,850
11 Dec	635.85	24 ₹ 22,200	-12 -11100.00	22.51	1 925	0 0	1 925
10 Dec	642.85	36 ₹ 33,300	-21.8 -20165.00	-	0 0	0 0	1 925
8 Dec	616.25	36 ₹ 33,300	-21.8 -20165.00	24.68	2 1,850	1 925	1 925
4 Dec	615.35	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
3 Dec	611.25	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
28 Nov	619.75	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
27 Nov	625.25	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
26 Nov	621.90	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
21 Nov	610.90	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
20 Nov	618.40	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
18 Nov	626.80	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
17 Nov	630.60	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
14 Nov	629.45	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
10 Nov	614.80	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
7 Nov	615.35	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
6 Nov	603.75	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
4 Nov	607.55	57.8 ₹ 53,465	0 0.00	-	0 0	0 0	0 0
30 Oct	600.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 27JAN2026

Delta for 650 PE is -0.42

Historical price for 650 PE is as follows

On 24 Dec ICICIPRULI was trading at 652.05. The strike last trading price was 16, which was -0.3 lower than the previous day. The implied volatity was 25.10, the open interest changed by 36 which increased total open position to 101

On 23 Dec ICICIPRULI was trading at 650.90. The strike last trading price was 16.2, which was -0.7 lower than the previous day. The implied volatity was 24.45, the open interest changed by 31 which increased total open position to 65

On 22 Dec ICICIPRULI was trading at 650.50. The strike last trading price was 16.65, which was -0.95 lower than the previous day. The implied volatity was 24.82, the open interest changed by 22 which increased total open position to 32

On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 17.6, which was -0.4 lower than the previous day. The implied volatity was 24.45, the open interest changed by 3 which increased total open position to 10

On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 18, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 18, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 18, which was -2.75 lower than the previous day. The implied volatity was 16.17, the open interest changed by 0 which decreased total open position to 6

On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 20.75, which was -3.25 lower than the previous day. The implied volatity was 26.32, the open interest changed by 3 which increased total open position to 5

On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 24, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 24, which was -12 lower than the previous day. The implied volatity was 22.51, the open interest changed by 0 which decreased total open position to 1

On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 36, which was -21.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 36, which was -21.8 lower than the previous day. The implied volatity was 24.68, the open interest changed by 1 which increased total open position to 1

On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 57.8, 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 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 57.8, 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 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 57.8, 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 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 57.8, 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 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 57.8, 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 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 57.8, 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 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 57.8, 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 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 57.8, 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 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 57.8, 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 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 57.8, 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 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 57.8, 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 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 57.8, 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 Nov ICICIPRULI was trading at 603.75. The strike last trading price was 57.8, 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 4 Nov ICICIPRULI was trading at 607.55. The strike last trading price was 57.8, 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 30 Oct ICICIPRULI was trading at 600.40. 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

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