[--[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 660 CE
Delta: 0.17
Vega: 0.37
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 2.75 0.85 21.50 125 3 139
8 Dec 616.25 2.15 -0.3 21.04 227 -5 138
5 Dec 626.05 2.5 0.8 17.70 42 9 143
4 Dec 615.35 1.7 0.15 18.53 26 4 133
3 Dec 611.25 1.55 -0.7 19.40 90 -9 129
2 Dec 616.55 2.25 -0.9 20.18 42 14 139
1 Dec 621.55 3.25 0.3 19.59 4 -2 125
28 Nov 619.75 2.85 -1.05 17.79 74 10 128
27 Nov 625.25 3.85 0.35 17.31 93 3 118
26 Nov 621.90 3.7 0.5 18.17 93 5 115
25 Nov 612.25 3.25 0.25 19.80 39 9 110
24 Nov 607.35 3 -0.75 22.32 45 12 101
21 Nov 610.90 3.7 -1.85 21.07 68 44 86
20 Nov 618.40 5.55 0.5 20.62 27 4 42
19 Nov 613.95 5.05 -3.85 21.16 43 31 37
18 Nov 626.80 8.9 -1.3 22.74 1 0 6
17 Nov 630.60 10.2 0.3 22.41 3 1 5
14 Nov 629.45 9.9 -1.05 20.58 3 1 3
13 Nov 630.10 10.95 -0.05 21.70 1 0 1
12 Nov 632.95 11 -3.65 21.05 1 0 0
11 Nov 624.70 14.65 0 3.29 0 0 0
10 Nov 614.80 14.65 0 4.62 0 0 0
7 Nov 615.35 14.65 0 3.88 0 0 0
3 Nov 599.25 14.65 0 5.41 0 0 0
31 Oct 591.15 14.65 0 - 0 0 0
30 Oct 600.40 14.65 0 5.28 0 0 0
29 Oct 601.00 14.65 0 5.04 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 660 expiring on 30DEC2025

Delta for 660 CE is 0.17

Historical price for 660 CE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 2.75, which was 0.85 higher than the previous day. The implied volatity was 21.50, the open interest changed by 3 which increased total open position to 139


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 2.15, which was -0.3 lower than the previous day. The implied volatity was 21.04, the open interest changed by -5 which decreased total open position to 138


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 2.5, which was 0.8 higher than the previous day. The implied volatity was 17.70, the open interest changed by 9 which increased total open position to 143


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 18.53, the open interest changed by 4 which increased total open position to 133


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 1.55, which was -0.7 lower than the previous day. The implied volatity was 19.40, the open interest changed by -9 which decreased total open position to 129


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 2.25, which was -0.9 lower than the previous day. The implied volatity was 20.18, the open interest changed by 14 which increased total open position to 139


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 3.25, which was 0.3 higher than the previous day. The implied volatity was 19.59, the open interest changed by -2 which decreased total open position to 125


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 2.85, which was -1.05 lower than the previous day. The implied volatity was 17.79, the open interest changed by 10 which increased total open position to 128


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 3.85, which was 0.35 higher than the previous day. The implied volatity was 17.31, the open interest changed by 3 which increased total open position to 118


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 3.7, which was 0.5 higher than the previous day. The implied volatity was 18.17, the open interest changed by 5 which increased total open position to 115


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 19.80, the open interest changed by 9 which increased total open position to 110


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 3, which was -0.75 lower than the previous day. The implied volatity was 22.32, the open interest changed by 12 which increased total open position to 101


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 3.7, which was -1.85 lower than the previous day. The implied volatity was 21.07, the open interest changed by 44 which increased total open position to 86


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 5.55, which was 0.5 higher than the previous day. The implied volatity was 20.62, the open interest changed by 4 which increased total open position to 42


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 5.05, which was -3.85 lower than the previous day. The implied volatity was 21.16, the open interest changed by 31 which increased total open position to 37


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 8.9, which was -1.3 lower than the previous day. The implied volatity was 22.74, the open interest changed by 0 which decreased total open position to 6


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 10.2, which was 0.3 higher than the previous day. The implied volatity was 22.41, the open interest changed by 1 which increased total open position to 5


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 9.9, which was -1.05 lower than the previous day. The implied volatity was 20.58, the open interest changed by 1 which increased total open position to 3


On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 10.95, which was -0.05 lower than the previous day. The implied volatity was 21.70, the open interest changed by 0 which decreased total open position to 1


On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 11, which was -3.65 lower than the previous day. The implied volatity was 21.05, 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 14.65, which was 0 lower than the previous day. The implied volatity was 3.29, 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 14.65, which was 0 lower than the previous day. The implied volatity was 4.62, 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 14.65, which was 0 lower than the previous day. The implied volatity was 3.88, 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 14.65, which was 0 lower than the previous day. The implied volatity was 5.41, 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 14.65, 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 30 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 5.28, 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 14.65, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0


ICICIPRULI 30DEC2025 660 PE
Delta: -0.95
Vega: 0.16
Theta: 0.12
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 33.4 -8.2 13.17 10 1 9
8 Dec 616.25 41.6 -0.45 27.33 23 3 8
5 Dec 626.05 42.05 -6.95 - 0 0 0
4 Dec 615.35 42.05 -6.95 - 0 0 0
3 Dec 611.25 42.05 -6.95 - 0 0 0
2 Dec 616.55 42.05 -6.95 - 0 0 0
1 Dec 621.55 42.05 -6.95 - 0 3 0
28 Nov 619.75 42.05 -6.95 28.51 5 4 6
27 Nov 625.25 49 14 - 0 0 0
26 Nov 621.90 49 14 - 0 1 0
25 Nov 612.25 49 14 31.86 1 0 1
24 Nov 607.35 35 -34.45 - 0 0 0
21 Nov 610.90 35 -34.45 - 0 0 0
20 Nov 618.40 35 -34.45 - 0 0 0
19 Nov 613.95 35 -34.45 - 0 0 0
18 Nov 626.80 35 -34.45 - 0 0 0
17 Nov 630.60 35 -34.45 - 0 1 0
14 Nov 629.45 35 -34.45 25.04 1 0 0
13 Nov 630.10 69.45 0 - 0 0 0
12 Nov 632.95 69.45 0 - 0 0 0
11 Nov 624.70 69.45 0 - 0 0 0
10 Nov 614.80 69.45 0 - 0 0 0
7 Nov 615.35 69.45 0 - 0 0 0
3 Nov 599.25 69.45 0 - 0 0 0
31 Oct 591.15 69.45 0 - 0 0 0
30 Oct 600.40 69.45 0 - 0 0 0
29 Oct 601.00 69.45 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 660 expiring on 30DEC2025

Delta for 660 PE is -0.95

Historical price for 660 PE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 33.4, which was -8.2 lower than the previous day. The implied volatity was 13.17, the open interest changed by 1 which increased total open position to 9


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 41.6, which was -0.45 lower than the previous day. The implied volatity was 27.33, the open interest changed by 3 which increased total open position to 8


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 42.05, which was -6.95 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 42.05, which was -6.95 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 42.05, which was -6.95 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 42.05, which was -6.95 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 42.05, which was -6.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 42.05, which was -6.95 lower than the previous day. The implied volatity was 28.51, the open interest changed by 4 which increased total open position to 6


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 49, which was 14 higher 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 49, which was 14 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 49, which was 14 higher than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 1


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 35, which was -34.45 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 35, which was -34.45 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 35, which was -34.45 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 35, which was -34.45 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 35, which was -34.45 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 35, which was -34.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 35, which was -34.45 lower than the previous day. The implied volatity was 25.04, 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 69.45, 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 69.45, 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 69.45, 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 69.45, 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 69.45, 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 69.45, 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 69.45, 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 69.45, 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 69.45, 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