ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
09 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 670 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.29
Theta: -0.17
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































