ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
24 Feb 2026 04:10 PM IST
| ICICIPRULI 30-MAR-2026 660 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.78
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 661.40 | 19 | -3.95 | 18.7 | 158 | 23 | 207 | |||||||||
| 23 Feb | 664.15 | 22.3 | 6.1 | 21.22 | 530 | 34 | 183 | |||||||||
| 20 Feb | 651.30 | 15.7 | 1.4 | 19.76 | 422 | 117 | 151 | |||||||||
| 19 Feb | 648.65 | 14 | -1.25 | 18.92 | 36 | 21 | 37 | |||||||||
| 18 Feb | 648.85 | 15.6 | 4.6 | 20.84 | 17 | 0 | 15 | |||||||||
| 17 Feb | 638.70 | 11 | 0 | 20.31 | 1 | 0 | 14 | |||||||||
| 16 Feb | 640.85 | 11 | 0.3 | 18.97 | 2 | 1 | 14 | |||||||||
| 13 Feb | 643.65 | 10.7 | -2.3 | 18.2 | 2 | 1 | 14 | |||||||||
| 12 Feb | 638.10 | 13 | -12.1 | - | 0 | 0 | 13 | |||||||||
| 11 Feb | 640.95 | 13 | -12.1 | - | 0 | 0 | 13 | |||||||||
| 10 Feb | 643.00 | 13 | -12.1 | 18.76 | 22 | 7 | 13 | |||||||||
| 9 Feb | 648.30 | 25.1 | 13 | - | 0 | 0 | 6 | |||||||||
| 6 Feb | 651.35 | 25.1 | 13 | - | 0 | 0 | 6 | |||||||||
| 5 Feb | 655.20 | 25.1 | 13 | - | 0 | 0 | 6 | |||||||||
| 4 Feb | 660.35 | 25.1 | 13 | - | 0 | 0 | 6 | |||||||||
| 3 Feb | 654.40 | 25.1 | 13 | 21.52 | 6 | 2 | 6 | |||||||||
| 2 Feb | 641.80 | 12.1 | -24.95 | - | 0 | 0 | 4 | |||||||||
| 1 Feb | 643.45 | 12.1 | -24.95 | - | 0 | 0 | 4 | |||||||||
| 30 Jan | 636.85 | 12.1 | -24.95 | 18.42 | 4 | 2 | 2 | |||||||||
| 29 Jan | 625.30 | 37.05 | 0 | 1.59 | 0 | 0 | 0 | |||||||||
| 28 Jan | 642.40 | 37.05 | 0 | 0.72 | 0 | 0 | 0 | |||||||||
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| 27 Jan | 643.85 | 37.05 | 0 | 0.89 | 0 | 0 | 0 | |||||||||
| 23 Jan | 638.70 | 37.05 | 0 | 0.95 | 0 | 0 | 0 | |||||||||
| 22 Jan | 653.15 | 37.05 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 21 Jan | 647.10 | 37.05 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 20 Jan | 651.80 | 37.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 660.95 | 37.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 678.00 | 37.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 669.25 | 37.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 681.45 | 37.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 680.75 | 37.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 685.45 | 37.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 681.35 | 37.05 | 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 660 expiring on 30MAR2026
Delta for 660 CE is 0.59
Historical price for 660 CE is as follows
On 24 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 19, which was -3.95 lower than the previous day. The implied volatity was 18.7, the open interest changed by 23 which increased total open position to 207
On 23 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 22.3, which was 6.1 higher than the previous day. The implied volatity was 21.22, the open interest changed by 34 which increased total open position to 183
On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 15.7, which was 1.4 higher than the previous day. The implied volatity was 19.76, the open interest changed by 117 which increased total open position to 151
On 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 14, which was -1.25 lower than the previous day. The implied volatity was 18.92, the open interest changed by 21 which increased total open position to 37
On 18 Feb ICICIPRULI was trading at 648.85. The strike last trading price was 15.6, which was 4.6 higher than the previous day. The implied volatity was 20.84, the open interest changed by 0 which decreased total open position to 15
On 17 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 20.31, the open interest changed by 0 which decreased total open position to 14
On 16 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 11, which was 0.3 higher than the previous day. The implied volatity was 18.97, the open interest changed by 1 which increased total open position to 14
On 13 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 10.7, which was -2.3 lower than the previous day. The implied volatity was 18.2, the open interest changed by 1 which increased total open position to 14
On 12 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 13, which was -12.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 11 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 13, which was -12.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 10 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 13, which was -12.1 lower than the previous day. The implied volatity was 18.76, the open interest changed by 7 which increased total open position to 13
On 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 25.1, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 25.1, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 25.1, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Feb ICICIPRULI was trading at 660.35. The strike last trading price was 25.1, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Feb ICICIPRULI was trading at 654.40. The strike last trading price was 25.1, which was 13 higher than the previous day. The implied volatity was 21.52, the open interest changed by 2 which increased total open position to 6
On 2 Feb ICICIPRULI was trading at 641.80. The strike last trading price was 12.1, which was -24.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Feb ICICIPRULI was trading at 643.45. The strike last trading price was 12.1, which was -24.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 12.1, which was -24.95 lower than the previous day. The implied volatity was 18.42, the open interest changed by 2 which increased total open position to 2
On 29 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 37.05, which was 0 lower than the previous day. The implied volatity was 1.59, 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 37.05, which was 0 lower than the previous day. The implied volatity was 0.72, 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 37.05, which was 0 lower than the previous day. The implied volatity was 0.89, 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 37.05, which was 0 lower than the previous day. The implied volatity was 0.95, 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 37.05, which was 0 lower than the previous day. The implied volatity was 0.01, 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 37.05, which was 0 lower than the previous day. The implied volatity was 0.01, 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 37.05, 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 37.05, 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 37.05, 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 37.05, 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 37.05, 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 37.05, 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 37.05, 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 37.05, 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 660 PE | |||||||
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Delta: -0.42
Vega: 0.79
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 661.40 | 15 | 0.25 | 23.1 | 62 | 10 | 164 |
| 23 Feb | 664.15 | 15.05 | -3.95 | 23.79 | 237 | 85 | 155 |
| 20 Feb | 651.30 | 19 | -0.65 | 21.54 | 113 | 50 | 70 |
| 19 Feb | 648.65 | 19.65 | -12.8 | 20.53 | 22 | 20 | 20 |
| 18 Feb | 648.85 | 32.45 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 638.70 | 32.45 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 640.85 | 32.45 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 643.65 | 32.45 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 638.10 | 32.45 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 640.95 | 32.45 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 643.00 | 32.45 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 648.30 | 32.45 | 0 | 0.15 | 0 | 0 | 0 |
| 6 Feb | 651.35 | 32.45 | 0 | 0.32 | 0 | 0 | 0 |
| 5 Feb | 655.20 | 32.45 | 0 | 0.67 | 0 | 0 | 0 |
| 4 Feb | 660.35 | 32.45 | 0 | 1.09 | 0 | 0 | 0 |
| 3 Feb | 654.40 | 32.45 | 0 | 0.78 | 0 | 0 | 0 |
| 2 Feb | 641.80 | 32.45 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 643.45 | 32.45 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 636.85 | 32.45 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 625.30 | 32.45 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 642.40 | 32.45 | 0 | 0.16 | 0 | 0 | 0 |
| 27 Jan | 643.85 | 32.45 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 638.70 | 32.45 | 0 | 0.12 | 0 | 0 | 0 |
| 22 Jan | 653.15 | 32.45 | 0 | 0.67 | 0 | 0 | 0 |
| 21 Jan | 647.10 | 32.45 | 0 | 0.03 | 0 | 0 | 0 |
| 20 Jan | 651.80 | 32.45 | 0 | 0.43 | 0 | 0 | 0 |
| 19 Jan | 660.95 | 32.45 | 0 | 1.41 | 0 | 0 | 0 |
| 16 Jan | 678.00 | 32.45 | 0 | 2.95 | 0 | 0 | 0 |
| 14 Jan | 669.25 | 32.45 | 0 | 2.11 | 0 | 0 | 0 |
| 13 Jan | 681.45 | 32.45 | 0 | 3.44 | 0 | 0 | 0 |
| 12 Jan | 680.75 | 32.45 | 0 | 2.96 | 0 | 0 | 0 |
| 9 Jan | 685.45 | 32.45 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 681.35 | 32.45 | 0 | 3.32 | 0 | 0 | 0 |
| 7 Jan | 684.60 | 32.45 | 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 660 expiring on 30MAR2026
Delta for 660 PE is -0.42
Historical price for 660 PE is as follows
On 24 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 15, which was 0.25 higher than the previous day. The implied volatity was 23.1, the open interest changed by 10 which increased total open position to 164
On 23 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 15.05, which was -3.95 lower than the previous day. The implied volatity was 23.79, the open interest changed by 85 which increased total open position to 155
On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 19, which was -0.65 lower than the previous day. The implied volatity was 21.54, the open interest changed by 50 which increased total open position to 70
On 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 19.65, which was -12.8 lower than the previous day. The implied volatity was 20.53, the open interest changed by 20 which increased total open position to 20
On 18 Feb ICICIPRULI was trading at 648.85. The strike last trading price was 32.45, 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 17 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 32.45, 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 16 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 32.45, 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 13 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 32.45, 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 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 32.45, 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 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 32.45, 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 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 32.45, 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 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 32.45, 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 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 32.45, which was 0 lower than the previous day. The implied volatity was 0.32, 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 32.45, which was 0 lower than the previous day. The implied volatity was 0.67, 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 32.45, which was 0 lower than the previous day. The implied volatity was 1.09, 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 32.45, which was 0 lower than the previous day. The implied volatity was 0.78, 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 32.45, 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 1 Feb ICICIPRULI was trading at 643.45. The strike last trading price was 32.45, 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 Jan ICICIPRULI was trading at 636.85. The strike last trading price was 32.45, 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 Jan ICICIPRULI was trading at 625.30. The strike last trading price was 32.45, 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 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 32.45, which was 0 lower than the previous day. The implied volatity was 0.16, 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 32.45, 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 23 Jan ICICIPRULI was trading at 638.70. The strike last trading price was 32.45, 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 32.45, which was 0 lower than the previous day. The implied volatity was 0.67, 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 32.45, 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 20 Jan ICICIPRULI was trading at 651.80. The strike last trading price was 32.45, which was 0 lower than the previous day. The implied volatity was 0.43, 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 32.45, which was 0 lower than the previous day. The implied volatity was 1.41, 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 32.45, which was 0 lower than the previous day. The implied volatity was 2.95, 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 32.45, which was 0 lower than the previous day. The implied volatity was 2.11, 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 32.45, which was 0 lower than the previous day. The implied volatity was 3.44, 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 32.45, which was 0 lower than the previous day. The implied volatity was 2.96, 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 32.45, 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 8 Jan ICICIPRULI was trading at 681.35. The strike last trading price was 32.45, which was 0 lower than the previous day. The implied volatity was 3.32, 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 32.45, 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 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
