ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
18 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 655 CE | ||||||||||||||||
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Delta: 0.40
Vega: 0.45
Theta: -0.43
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 645.65 | 6.3 | 3.95 | 19.16 | 204 | 23 | 140 | |||||||||
| 17 Dec | 630.50 | 2.3 | -2.75 | 19.63 | 129 | -32 | 116 | |||||||||
| 16 Dec | 637.95 | 4.9 | -4.35 | 22.99 | 341 | 6 | 148 | |||||||||
| 15 Dec | 648.50 | 9.5 | 0.25 | 22.32 | 281 | -19 | 142 | |||||||||
| 12 Dec | 647.55 | 9.5 | 3.75 | 19.21 | 245 | 58 | 159 | |||||||||
| 11 Dec | 635.85 | 5.75 | -3.15 | 20.94 | 223 | -8 | 100 | |||||||||
| 10 Dec | 642.85 | 9.1 | 5.75 | 20.99 | 429 | 61 | 108 | |||||||||
| 9 Dec | 623.60 | 3.25 | 0.75 | 20.66 | 71 | 22 | 48 | |||||||||
| 8 Dec | 616.25 | 2.5 | -0.6 | 20.11 | 68 | 10 | 26 | |||||||||
| 5 Dec | 626.05 | 3.1 | 1.15 | 17.12 | 40 | 3 | 16 | |||||||||
| 4 Dec | 615.35 | 1.95 | -2.7 | - | 0 | 5 | 0 | |||||||||
| 3 Dec | 611.25 | 1.95 | -2.7 | 19.03 | 6 | 1 | 9 | |||||||||
| 2 Dec | 616.55 | 4.65 | 0.25 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 621.55 | 4.65 | 0.25 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 619.75 | 4.65 | 0.25 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 625.25 | 4.65 | 0.25 | 16.84 | 7 | 0 | 8 | |||||||||
| 26 Nov | 621.90 | 4.4 | -6.7 | 17.66 | 19 | 9 | 9 | |||||||||
| 25 Nov | 612.25 | 11.1 | 0 | 4.78 | 0 | 0 | 0 | |||||||||
| 24 Nov | 607.35 | 11.1 | 0 | 6.04 | 0 | 0 | 0 | |||||||||
| 21 Nov | 610.90 | 11.1 | 0 | 4.74 | 0 | 0 | 0 | |||||||||
| 20 Nov | 618.40 | 11.1 | 0 | 3.77 | 0 | 0 | 0 | |||||||||
| 19 Nov | 613.95 | 11.1 | 0 | 4.46 | 0 | 0 | 0 | |||||||||
| 18 Nov | 626.80 | 11.1 | 0 | 3.18 | 0 | 0 | 0 | |||||||||
| 17 Nov | 630.60 | 11.1 | 0 | 2.42 | 0 | 0 | 0 | |||||||||
| 14 Nov | 629.45 | 11.1 | 0 | 2.23 | 0 | 0 | 0 | |||||||||
| 13 Nov | 630.10 | 11.1 | 0 | 2.23 | 0 | 0 | 0 | |||||||||
| 12 Nov | 632.95 | 11.1 | 0 | 2.06 | 0 | 0 | 0 | |||||||||
| 11 Nov | 624.70 | 11.1 | 0 | 2.93 | 0 | 0 | 0 | |||||||||
| 10 Nov | 614.80 | 11.1 | 0 | 4.08 | 0 | 0 | 0 | |||||||||
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| 7 Nov | 615.35 | 11.1 | 0 | 3.34 | 0 | 0 | 0 | |||||||||
| 3 Nov | 599.25 | 11.1 | 0 | 4.91 | 0 | 0 | 0 | |||||||||
| 31 Oct | 591.15 | 11.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 600.40 | 11.1 | 0 | 4.79 | 0 | 0 | 0 | |||||||||
| 29 Oct | 601.00 | 11.1 | 0 | 4.56 | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 655 expiring on 30DEC2025
Delta for 655 CE is 0.40
Historical price for 655 CE is as follows
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 6.3, which was 3.95 higher than the previous day. The implied volatity was 19.16, the open interest changed by 23 which increased total open position to 140
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 2.3, which was -2.75 lower than the previous day. The implied volatity was 19.63, the open interest changed by -32 which decreased total open position to 116
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 4.9, which was -4.35 lower than the previous day. The implied volatity was 22.99, the open interest changed by 6 which increased total open position to 148
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 9.5, which was 0.25 higher than the previous day. The implied volatity was 22.32, the open interest changed by -19 which decreased total open position to 142
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 9.5, which was 3.75 higher than the previous day. The implied volatity was 19.21, the open interest changed by 58 which increased total open position to 159
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 5.75, which was -3.15 lower than the previous day. The implied volatity was 20.94, the open interest changed by -8 which decreased total open position to 100
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 9.1, which was 5.75 higher than the previous day. The implied volatity was 20.99, the open interest changed by 61 which increased total open position to 108
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 3.25, which was 0.75 higher than the previous day. The implied volatity was 20.66, the open interest changed by 22 which increased total open position to 48
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 2.5, which was -0.6 lower than the previous day. The implied volatity was 20.11, the open interest changed by 10 which increased total open position to 26
On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 3.1, which was 1.15 higher than the previous day. The implied volatity was 17.12, the open interest changed by 3 which increased total open position to 16
On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 1.95, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 1.95, which was -2.7 lower than the previous day. The implied volatity was 19.03, the open interest changed by 1 which increased total open position to 9
On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 4.65, which was 0.25 higher 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 4.65, which was 0.25 higher 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 4.65, which was 0.25 higher 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 4.65, which was 0.25 higher than the previous day. The implied volatity was 16.84, the open interest changed by 0 which decreased total open position to 8
On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 4.4, which was -6.7 lower than the previous day. The implied volatity was 17.66, the open interest changed by 9 which increased total open position to 9
On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 4.78, 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 11.1, which was 0 lower than the previous day. The implied volatity was 6.04, 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 11.1, which was 0 lower than the previous day. The implied volatity was 4.74, 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 11.1, which was 0 lower than the previous day. The implied volatity was 3.77, 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 11.1, which was 0 lower than the previous day. The implied volatity was 4.46, 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 11.1, which was 0 lower than the previous day. The implied volatity was 3.18, 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 11.1, which was 0 lower than the previous day. The implied volatity was 2.42, 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 11.1, which was 0 lower than the previous day. The implied volatity was 2.23, 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 11.1, which was 0 lower than the previous day. The implied volatity was 2.23, 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 11.1, which was 0 lower than the previous day. The implied volatity was 2.06, 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 11.1, 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 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 4.08, 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 11.1, which was 0 lower than the previous day. The implied volatity was 3.34, 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 11.1, which was 0 lower than the previous day. The implied volatity was 4.91, 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 11.1, 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 11.1, which was 0 lower than the previous day. The implied volatity was 4.79, 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 11.1, which was 0 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 30DEC2025 655 PE | |||||||
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Delta: -0.55
Vega: 0.46
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 645.65 | 19 | 0.75 | 33.60 | 10 | 2 | 13 |
| 17 Dec | 630.50 | 18.25 | 5.25 | - | 0 | 0 | 11 |
| 16 Dec | 637.95 | 18.25 | 5.25 | 11.85 | 12 | 1 | 11 |
| 15 Dec | 648.50 | 13.35 | -7.6 | 20.55 | 11 | 5 | 9 |
| 12 Dec | 647.55 | 20.95 | 3.35 | - | 0 | 0 | 4 |
| 11 Dec | 635.85 | 20.95 | 3.35 | 18.43 | 6 | -2 | 4 |
| 10 Dec | 642.85 | 17.6 | -16.8 | 21.89 | 13 | 5 | 7 |
| 9 Dec | 623.60 | 34.4 | -24.3 | 30.10 | 2 | 0 | 0 |
| 8 Dec | 616.25 | 58.7 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 626.05 | 58.7 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 615.35 | 58.7 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 611.25 | 58.7 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 616.55 | 58.7 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 621.55 | 58.7 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 619.75 | 58.7 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 625.25 | 58.7 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 621.90 | 58.7 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 612.25 | 58.7 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 607.35 | 58.7 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 610.90 | 58.7 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 618.40 | 58.7 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 613.95 | 58.7 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 626.80 | 58.7 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 630.60 | 58.7 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 629.45 | 58.7 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 630.10 | 58.7 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 632.95 | 58.7 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 624.70 | 58.7 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 614.80 | 58.7 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 615.35 | 58.7 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 599.25 | 58.7 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 591.15 | 58.7 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 600.40 | 58.7 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 601.00 | 58.7 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 655 expiring on 30DEC2025
Delta for 655 PE is -0.55
Historical price for 655 PE is as follows
On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 19, which was 0.75 higher than the previous day. The implied volatity was 33.60, the open interest changed by 2 which increased total open position to 13
On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 18.25, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 18.25, which was 5.25 higher than the previous day. The implied volatity was 11.85, the open interest changed by 1 which increased total open position to 11
On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 13.35, which was -7.6 lower than the previous day. The implied volatity was 20.55, the open interest changed by 5 which increased total open position to 9
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 20.95, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 20.95, which was 3.35 higher than the previous day. The implied volatity was 18.43, the open interest changed by -2 which decreased total open position to 4
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 17.6, which was -16.8 lower than the previous day. The implied volatity was 21.89, the open interest changed by 5 which increased total open position to 7
On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 34.4, which was -24.3 lower than the previous day. The implied volatity was 30.10, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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 58.7, 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































































































































































































































