[--[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 670 CE
Delta: 0.11
Vega: 0.29
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 1.8 0.5 22.43 26 0 72
8 Dec 616.25 1.3 -0.25 21.58 88 9 71
5 Dec 626.05 1.55 0.5 18.52 36 9 63
4 Dec 615.35 1.05 0 19.28 14 3 55
3 Dec 611.25 1.05 -0.5 20.44 39 -12 52
2 Dec 616.55 1.5 -0.6 20.97 6 -2 64
1 Dec 621.55 2.15 0.2 20.25 42 20 65
28 Nov 619.75 1.95 -0.65 18.73 20 -11 44
27 Nov 625.25 2.6 0.2 18.12 49 5 55
26 Nov 621.90 2.4 0.2 18.62 74 26 49
25 Nov 612.25 2.2 -0.3 20.32 41 21 22
24 Nov 607.35 2.5 -9.9 23.45 1 0 0
21 Nov 610.90 12.4 0 6.80 0 0 0
20 Nov 618.40 12.4 0 5.65 0 0 0
19 Nov 613.95 12.4 0 6.03 0 0 0
18 Nov 626.80 12.4 0 4.73 0 0 0
17 Nov 630.60 12.4 0 3.97 0 0 0
14 Nov 629.45 12.4 0 3.81 0 0 0
13 Nov 630.10 12.4 0 3.74 0 0 0
12 Nov 632.95 12.4 0 3.61 0 0 0
11 Nov 624.70 12.4 0 4.39 0 0 0
10 Nov 614.80 12.4 0 5.67 0 0 0
7 Nov 615.35 12.4 0 4.92 0 0 0
3 Nov 599.25 12.4 0 6.37 0 0 0
31 Oct 591.15 12.4 0 - 0 0 0
30 Oct 600.40 12.4 0 6.21 0 0 0
29 Oct 601.00 12.4 0 5.97 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 670 expiring on 30DEC2025

Delta for 670 CE is 0.11

Historical price for 670 CE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 1.8, which was 0.5 higher than the previous day. The implied volatity was 22.43, the open interest changed by 0 which decreased total open position to 72


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 21.58, the open interest changed by 9 which increased total open position to 71


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 1.55, which was 0.5 higher than the previous day. The implied volatity was 18.52, the open interest changed by 9 which increased total open position to 63


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 19.28, the open interest changed by 3 which increased total open position to 55


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 1.05, which was -0.5 lower than the previous day. The implied volatity was 20.44, the open interest changed by -12 which decreased total open position to 52


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 1.5, which was -0.6 lower than the previous day. The implied volatity was 20.97, the open interest changed by -2 which decreased total open position to 64


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 2.15, which was 0.2 higher than the previous day. The implied volatity was 20.25, the open interest changed by 20 which increased total open position to 65


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 18.73, the open interest changed by -11 which decreased total open position to 44


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 2.6, which was 0.2 higher than the previous day. The implied volatity was 18.12, the open interest changed by 5 which increased total open position to 55


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 2.4, which was 0.2 higher than the previous day. The implied volatity was 18.62, the open interest changed by 26 which increased total open position to 49


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 2.2, which was -0.3 lower than the previous day. The implied volatity was 20.32, the open interest changed by 21 which increased total open position to 22


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 2.5, which was -9.9 lower than the previous day. The implied volatity was 23.45, 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 12.4, which was 0 lower than the previous day. The implied volatity was 6.80, 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 12.4, which was 0 lower than the previous day. The implied volatity was 5.65, 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 12.4, which was 0 lower than the previous day. The implied volatity was 6.03, 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 12.4, which was 0 lower than the previous day. The implied volatity was 4.73, 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 12.4, which was 0 lower than the previous day. The implied volatity was 3.97, 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 12.4, which was 0 lower than the previous day. The implied volatity was 3.81, 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 12.4, which was 0 lower than the previous day. The implied volatity was 3.74, 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 12.4, which was 0 lower than the previous day. The implied volatity was 3.61, 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 12.4, which was 0 lower than the previous day. The implied volatity was 4.39, 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 12.4, which was 0 lower than the previous day. The implied volatity was 5.67, 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 12.4, which was 0 lower than the previous day. The implied volatity was 4.92, 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 12.4, which was 0 lower than the previous day. The implied volatity was 6.37, 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 12.4, 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 12.4, which was 0 lower than the previous day. The implied volatity was 6.21, 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 12.4, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0


ICICIPRULI 30DEC2025 670 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 77.05 0 - 0 0 0
8 Dec 616.25 77.05 0 - 0 0 0
5 Dec 626.05 77.05 0 - 0 0 0
4 Dec 615.35 77.05 0 - 0 0 0
3 Dec 611.25 77.05 0 - 0 0 0
2 Dec 616.55 77.05 0 - 0 0 0
1 Dec 621.55 77.05 0 - 0 0 0
28 Nov 619.75 77.05 0 - 0 0 0
27 Nov 625.25 77.05 0 - 0 0 0
26 Nov 621.90 77.05 0 - 0 0 0
25 Nov 612.25 77.05 0 - 0 0 0
24 Nov 607.35 77.05 0 - 0 0 0
21 Nov 610.90 77.05 0 - 0 0 0
20 Nov 618.40 77.05 0 - 0 0 0
19 Nov 613.95 77.05 0 - 0 0 0
18 Nov 626.80 77.05 0 - 0 0 0
17 Nov 630.60 77.05 0 - 0 0 0
14 Nov 629.45 77.05 0 - 0 0 0
13 Nov 630.10 77.05 0 - 0 0 0
12 Nov 632.95 77.05 0 - 0 0 0
11 Nov 624.70 77.05 0 - 0 0 0
10 Nov 614.80 77.05 0 - 0 0 0
7 Nov 615.35 77.05 0 - 0 0 0
3 Nov 599.25 77.05 0 - 0 0 0
31 Oct 591.15 77.05 0 - 0 0 0
30 Oct 600.40 77.05 0 - 0 0 0
29 Oct 601.00 77.05 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 670 expiring on 30DEC2025

Delta for 670 PE is -

Historical price for 670 PE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 77.05, 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 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 77.05, 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 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 77.05, 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 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 77.05, 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 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 77.05, 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 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 77.05, 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 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 77.05, 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 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 77.05, 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 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 77.05, 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 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 77.05, 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 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 77.05, 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 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 77.05, 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 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 77.05, 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 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 77.05, 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 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 77.05, 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 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 77.05, 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 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 77.05, 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 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 77.05, 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 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 77.05, 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 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 77.05, 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 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 77.05, 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 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 77.05, 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 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 77.05, 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 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 77.05, 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 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 77.05, 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 30 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 77.05, 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 29 Oct ICICIPRULI was trading at 601.00. The strike last trading price was 77.05, 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