ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
09 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 660 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.37
Theta: -0.22
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.16
Theta: 0.12
Gamma: 0.01
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| 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































































































































































































































