[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
645.65 +15.15 (2.40%)
L: 625.95 H: 647.45

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Historical option data for ICICIPRULI

18 Dec 2025 04:10 PM IST
ICICIPRULI 30-DEC-2025 655 CE
Delta: 0.40
Vega: 0.45
Theta: -0.43
Gamma: 0.02
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
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
Delta: -0.55
Vega: 0.46
Theta: -0.55
Gamma: 0.01
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