[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
625.75 -27.80 (-4.25%)
L: 624 H: 650

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Historical option data for ICICIPRULI

04 Mar 2026 04:10 PM IST
ICICIPRULI 30-MAR-2026 650 CE
Delta: 0.35
Vega: 0.62
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 625.75 8.7 -11.8 23.19 273 94 172
2 Mar 653.55 20.8 -0.85 21.92 153 20 80
27 Feb 654.50 22.15 -11.35 17.64 154 11 60
26 Feb 674.55 33.5 2.75 17.87 14 -6 49
25 Feb 668.25 30.85 4.8 19.46 34 -4 56
24 Feb 661.40 26.05 -3.4 19.98 40 2 61
23 Feb 664.15 28.8 7.7 21.75 87 -7 58
20 Feb 651.30 20.75 1.5 19.68 269 4 64
19 Feb 648.65 18.75 -1.05 18.75 104 51 59
18 Feb 648.85 19 -23.15 19.16 16 7 7
17 Feb 638.70 42.15 0 0.83 0 0 0
16 Feb 640.85 42.15 0 0.29 0 0 0
13 Feb 643.65 42.15 0 0.5 0 0 0
12 Feb 638.10 42.15 0 0.13 0 0 0
11 Feb 640.95 42.15 0 0.22 0 0 0
10 Feb 643.00 42.15 0 0.02 0 0 0
9 Feb 648.30 42.15 0 - 0 0 0
6 Feb 651.35 42.15 0 - 0 0 0
5 Feb 655.20 42.15 0 - 0 0 0
4 Feb 660.35 42.15 0 - 0 0 0
3 Feb 654.40 42.15 0 - 0 0 0
2 Feb 641.80 42.15 0 0.09 0 0 0
1 Feb 643.45 42.15 0 0.26 0 0 0
30 Jan 636.85 42.15 0 0.74 0 0 0
29 Jan 625.30 42.15 0 1.77 0 0 0
28 Jan 642.40 42.15 0 0.03 0 0 0
27 Jan 643.85 42.15 0 0.03 0 0 0
23 Jan 638.70 42.15 0 0.12 0 0 0
22 Jan 653.15 42.15 0 - 0 0 0
21 Jan 647.10 42.15 0 - 0 0 0
20 Jan 651.80 42.15 0 - 0 0 0
19 Jan 660.95 42.15 0 - 0 0 0
16 Jan 678.00 42.15 0 - 0 0 0
14 Jan 669.25 42.15 0 - 0 0 0
13 Jan 681.45 42.15 0 - 0 0 0
12 Jan 680.75 42.15 0 - 0 0 0
9 Jan 685.45 42.15 0 - 0 0 0
8 Jan 681.35 42.15 0 - 0 0 0
7 Jan 684.60 0 0 - 0 0 0
6 Jan 688.45 0 0 - 0 0 0
5 Jan 683.85 0 0 - 0 0 0
2 Jan 678.30 0 0 - 0 0 0
1 Jan 674.30 0 0 - 0 0 0
31 Dec 668.25 0 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 30MAR2026

Delta for 650 CE is 0.35

Historical price for 650 CE is as follows

On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 8.7, which was -11.8 lower than the previous day. The implied volatity was 23.19, the open interest changed by 94 which increased total open position to 172


On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 20.8, which was -0.85 lower than the previous day. The implied volatity was 21.92, the open interest changed by 20 which increased total open position to 80


On 27 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 22.15, which was -11.35 lower than the previous day. The implied volatity was 17.64, the open interest changed by 11 which increased total open position to 60


On 26 Feb ICICIPRULI was trading at 674.55. The strike last trading price was 33.5, which was 2.75 higher than the previous day. The implied volatity was 17.87, the open interest changed by -6 which decreased total open position to 49


On 25 Feb ICICIPRULI was trading at 668.25. The strike last trading price was 30.85, which was 4.8 higher than the previous day. The implied volatity was 19.46, the open interest changed by -4 which decreased total open position to 56


On 24 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 26.05, which was -3.4 lower than the previous day. The implied volatity was 19.98, the open interest changed by 2 which increased total open position to 61


On 23 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 28.8, which was 7.7 higher than the previous day. The implied volatity was 21.75, the open interest changed by -7 which decreased total open position to 58


On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 20.75, which was 1.5 higher than the previous day. The implied volatity was 19.68, the open interest changed by 4 which increased total open position to 64


On 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 18.75, which was -1.05 lower than the previous day. The implied volatity was 18.75, the open interest changed by 51 which increased total open position to 59


On 18 Feb ICICIPRULI was trading at 648.85. The strike last trading price was 19, which was -23.15 lower than the previous day. The implied volatity was 19.16, the open interest changed by 7 which increased total open position to 7


On 17 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0


On 16 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


On 13 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0


On 12 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0


On 11 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


On 10 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0


On 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 42.15, 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 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 42.15, 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 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 42.15, 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 Feb ICICIPRULI was trading at 660.35. The strike last trading price was 42.15, 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 Feb ICICIPRULI was trading at 654.40. The strike last trading price was 42.15, 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 2 Feb ICICIPRULI was trading at 641.80. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 1 Feb ICICIPRULI was trading at 643.45. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0


On 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0


On 29 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0


On 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0


On 27 Jan ICICIPRULI was trading at 643.85. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 0.03, 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 42.15, which was 0 lower than the previous day. The implied volatity was 0.12, 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 42.15, 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 21 Jan ICICIPRULI was trading at 647.10. The strike last trading price was 42.15, 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 20 Jan ICICIPRULI was trading at 651.80. The strike last trading price was 42.15, 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 19 Jan ICICIPRULI was trading at 660.95. The strike last trading price was 42.15, 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 16 Jan ICICIPRULI was trading at 678.00. The strike last trading price was 42.15, 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 14 Jan ICICIPRULI was trading at 669.25. The strike last trading price was 42.15, 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 13 Jan ICICIPRULI was trading at 681.45. The strike last trading price was 42.15, 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 12 Jan ICICIPRULI was trading at 680.75. The strike last trading price was 42.15, 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 9 Jan ICICIPRULI was trading at 685.45. The strike last trading price was 42.15, 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 8 Jan ICICIPRULI was trading at 681.35. The strike last trading price was 42.15, 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 Jan ICICIPRULI was trading at 684.60. 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 Jan ICICIPRULI was trading at 688.45. 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 5 Jan ICICIPRULI was trading at 683.85. 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 2 Jan ICICIPRULI was trading at 678.30. 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 1 Jan ICICIPRULI was trading at 674.30. 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 31 Dec ICICIPRULI was trading at 668.25. 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


ICICIPRULI 30MAR2026 650 PE
Delta: -0.6
Vega: 0.65
Theta: -0.3
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 625.75 32.1 18.45 33.43 171 -2 167
2 Mar 653.55 13.05 0.05 24.09 221 -10 170
27 Feb 654.50 12.85 6.05 25.62 690 49 179
26 Feb 674.55 6.8 -1.25 22.93 51 18 130
25 Feb 668.25 7.9 -3.3 22.36 80 5 111
24 Feb 661.40 11.25 0.05 23.49 51 9 104
23 Feb 664.15 11.4 -3.45 24.19 107 19 95
20 Feb 651.30 15.5 1 23.13 124 36 76
19 Feb 648.65 14.5 -13.15 20.38 48 38 38
18 Feb 648.85 27.65 0 0.82 0 0 0
17 Feb 638.70 27.65 0 - 0 0 0
16 Feb 640.85 27.65 0 0.15 0 0 0
13 Feb 643.65 27.65 0 0.45 0 0 0
12 Feb 638.10 27.65 0 - 0 0 0
11 Feb 640.95 27.65 0 0.04 0 0 0
10 Feb 643.00 27.65 0 0.18 0 0 0
9 Feb 648.30 27.65 0 0.76 0 0 0
6 Feb 651.35 27.65 0 1.13 0 0 0
5 Feb 655.20 27.65 0 2.04 0 0 0
4 Feb 660.35 27.65 0 2.38 0 0 0
3 Feb 654.40 27.65 0 1.66 0 0 0
2 Feb 641.80 27.65 0 0.39 0 0 0
1 Feb 643.45 27.65 0 0.27 0 0 0
30 Jan 636.85 27.65 0 - 0 0 0
29 Jan 625.30 27.65 0 0.02 0 0 0
28 Jan 642.40 27.65 0 0.5 0 0 0
27 Jan 643.85 27.65 0 0.29 0 0 0
23 Jan 638.70 27.65 0 0.21 0 0 0
22 Jan 653.15 27.65 0 1.71 0 0 0
21 Jan 647.10 27.65 0 1.18 0 0 0
20 Jan 651.80 27.65 0 1.47 0 0 0
19 Jan 660.95 27.65 0 2.28 0 0 0
16 Jan 678.00 27.65 0 3.87 0 0 0
14 Jan 669.25 27.65 0 2.89 0 0 0
13 Jan 681.45 27.65 0 4.26 0 0 0
12 Jan 680.75 27.65 0 3.86 0 0 0
9 Jan 685.45 27.65 0 - 0 0 0
8 Jan 681.35 27.65 0 4.19 0 0 0
7 Jan 684.60 27.65 0 - 0 0 0
6 Jan 688.45 0 0 - 0 0 0
5 Jan 683.85 0 0 - 0 0 0
2 Jan 678.30 0 0 - 0 0 0
1 Jan 674.30 0 0 - 0 0 0
31 Dec 668.25 0 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 650 expiring on 30MAR2026

Delta for 650 PE is -0.6

Historical price for 650 PE is as follows

On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 32.1, which was 18.45 higher than the previous day. The implied volatity was 33.43, the open interest changed by -2 which decreased total open position to 167


On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 13.05, which was 0.05 higher than the previous day. The implied volatity was 24.09, the open interest changed by -10 which decreased total open position to 170


On 27 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 12.85, which was 6.05 higher than the previous day. The implied volatity was 25.62, the open interest changed by 49 which increased total open position to 179


On 26 Feb ICICIPRULI was trading at 674.55. The strike last trading price was 6.8, which was -1.25 lower than the previous day. The implied volatity was 22.93, the open interest changed by 18 which increased total open position to 130


On 25 Feb ICICIPRULI was trading at 668.25. The strike last trading price was 7.9, which was -3.3 lower than the previous day. The implied volatity was 22.36, the open interest changed by 5 which increased total open position to 111


On 24 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 11.25, which was 0.05 higher than the previous day. The implied volatity was 23.49, the open interest changed by 9 which increased total open position to 104


On 23 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 11.4, which was -3.45 lower than the previous day. The implied volatity was 24.19, the open interest changed by 19 which increased total open position to 95


On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 15.5, which was 1 higher than the previous day. The implied volatity was 23.13, the open interest changed by 36 which increased total open position to 76


On 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 14.5, which was -13.15 lower than the previous day. The implied volatity was 20.38, the open interest changed by 38 which increased total open position to 38


On 18 Feb ICICIPRULI was trading at 648.85. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0


On 17 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 27.65, 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 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0


On 13 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0


On 12 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 27.65, 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 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0


On 10 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0


On 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0


On 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0


On 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0


On 4 Feb ICICIPRULI was trading at 660.35. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0


On 3 Feb ICICIPRULI was trading at 654.40. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0


On 2 Feb ICICIPRULI was trading at 641.80. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0


On 1 Feb ICICIPRULI was trading at 643.45. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0


On 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 27.65, 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 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0


On 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0


On 27 Jan ICICIPRULI was trading at 643.85. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 0.29, 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 27.65, which was 0 lower than the previous day. The implied volatity was 0.21, 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 27.65, which was 0 lower than the previous day. The implied volatity was 1.71, 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 27.65, which was 0 lower than the previous day. The implied volatity was 1.18, 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 27.65, which was 0 lower than the previous day. The implied volatity was 1.47, 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 27.65, which was 0 lower than the previous day. The implied volatity was 2.28, 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 27.65, which was 0 lower than the previous day. The implied volatity was 3.87, 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 27.65, which was 0 lower than the previous day. The implied volatity was 2.89, 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 27.65, which was 0 lower than the previous day. The implied volatity was 4.26, 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 27.65, which was 0 lower than the previous day. The implied volatity was 3.86, 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 27.65, 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 27.65, which was 0 lower than the previous day. The implied volatity was 4.19, 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 27.65, 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 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 5 Jan ICICIPRULI was trading at 683.85. 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 2 Jan ICICIPRULI was trading at 678.30. 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 1 Jan ICICIPRULI was trading at 674.30. 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 31 Dec ICICIPRULI was trading at 668.25. 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