ICICIPRULI

Icici Pru Life Ins Co Ltd

647.55 +11.70 (1.84%)

L: 633.3 H: 649

Back to Option Chain

Historical option data for ICICIPRULI
12 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ICICIPRULI 30-DEC-2025 670 CE
Delta: 0.28 Vega: 0.48 Theta: -0.32 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	647.55	5 ₹ 4,625	2.25 2081.25	20.54	303 2,80,275	16 14,800	168 1,55,400
11 Dec	635.85	2.85 ₹ 2,636.25	-1.85 -1711.25	21.78	167 1,54,475	5 4,625	151 1,39,675
10 Dec	642.85	4.7 ₹ 4,347.5	2.9 2682.50	21.40	468 4,32,900	76 70,300	147 1,35,975
9 Dec	623.60	1.8 ₹ 1,665	0.5 462.50	22.43	26 24,050	0 0	72 66,600
8 Dec	616.25	1.3 ₹ 1,202.5	-0.25 -231.25	21.58	88 81,400	9 8,325	71 65,675
5 Dec	626.05	1.55 ₹ 1,433.75	0.5 462.50	18.52	36 33,300	9 8,325	63 58,275
4 Dec	615.35	1.05 ₹ 971.25	0 0.00	19.28	14 12,950	3 2,775	55 50,875
3 Dec	611.25	1.05 ₹ 971.25	-0.5 -462.50	20.44	39 36,075	-12 -11,100	52 48,100
2 Dec	616.55	1.5 ₹ 1,387.5	-0.6 -555.00	20.97	6 5,550	-2 -1,850	64 59,200
1 Dec	621.55	2.15 ₹ 1,988.75	0.2 185.00	20.25	42 38,850	20 18,500	65 60,125
28 Nov	619.75	1.95 ₹ 1,803.75	-0.65 -601.25	18.73	20 18,500	-11 -10,175	44 40,700
27 Nov	625.25	2.6 ₹ 2,405	0.2 185.00	18.12	49 45,325	5 4,625	55 50,875
26 Nov	621.90	2.4 ₹ 2,220	0.2 185.00	18.62	74 68,450	26 24,050	49 45,325
25 Nov	612.25	2.2 ₹ 2,035	-0.3 -277.50	20.32	41 37,925	21 19,425	22 20,350
24 Nov	607.35	2.5 ₹ 2,312.5	-9.9 -9157.50	23.45	1 925	0 0	0 0
21 Nov	610.90	12.4 ₹ 11,470	0 0.00	6.80	0 0	0 0	0 0
20 Nov	618.40	12.4 ₹ 11,470	0 0.00	5.65	0 0	0 0	0 0
19 Nov	613.95	12.4 ₹ 11,470	0 0.00	6.03	0 0	0 0	0 0
18 Nov	626.80	12.4 ₹ 11,470	0 0.00	4.73	0 0	0 0	0 0
17 Nov	630.60	12.4 ₹ 11,470	0 0.00	3.97	0 0	0 0	0 0
14 Nov	629.45	12.4 ₹ 11,470	0 0.00	3.81	0 0	0 0	0 0
13 Nov	630.10	12.4 ₹ 11,470	0 0.00	3.74	0 0	0 0	0 0
12 Nov	632.95	12.4 ₹ 11,470	0 0.00	3.61	0 0	0 0	0 0
11 Nov	624.70	12.4 ₹ 11,470	0 0.00	4.39	0 0	0 0	0 0

10 Nov	614.80	12.4 ₹ 11,470	0 0.00	5.67	0 0	0 0	0 0
7 Nov	615.35	12.4 ₹ 11,470	0 0.00	4.92	0 0	0 0	0 0
3 Nov	599.25	12.4 ₹ 11,470	0 0.00	6.37	0 0	0 0	0 0
31 Oct	591.15	12.4 ₹ 11,470	0 0.00	-	0 0	0 0	0 0
30 Oct	600.40	12.4 ₹ 11,470	0 0.00	6.21	0 0	0 0	0 0
29 Oct	601.00	12.4 ₹ 11,470	0 0.00	5.97	0 0	0 0	0 0

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

Delta for 670 CE is 0.28

Historical price for 670 CE is as follows

On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 5, which was 2.25 higher than the previous day. The implied volatity was 20.54, the open interest changed by 16 which increased total open position to 168

On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 2.85, which was -1.85 lower than the previous day. The implied volatity was 21.78, the open interest changed by 5 which increased total open position to 151

On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 4.7, which was 2.9 higher than the previous day. The implied volatity was 21.40, the open interest changed by 76 which increased total open position to 147

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: -0.69 Vega: 0.51 Theta: -0.22 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	647.55	25.15 ₹ 23,263.75	-9.5 -8787.50	24.44	12 11,100	-3 -2,775	58 53,650
11 Dec	635.85	34.65 ₹ 32,051.25	7.05 6521.25	22.91	8 7,400	4 3,700	60 55,500
10 Dec	642.85	27.6 ₹ 25,530	-49.45 -45741.25	21.26	56 51,800	0 0	0 0
9 Dec	623.60	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
8 Dec	616.25	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
5 Dec	626.05	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
4 Dec	615.35	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
3 Dec	611.25	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
2 Dec	616.55	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
1 Dec	621.55	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
28 Nov	619.75	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
27 Nov	625.25	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
26 Nov	621.90	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
25 Nov	612.25	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
24 Nov	607.35	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
21 Nov	610.90	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
20 Nov	618.40	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
19 Nov	613.95	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
18 Nov	626.80	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
17 Nov	630.60	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
14 Nov	629.45	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
13 Nov	630.10	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
12 Nov	632.95	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
11 Nov	624.70	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
10 Nov	614.80	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
7 Nov	615.35	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
3 Nov	599.25	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
31 Oct	591.15	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
30 Oct	600.40	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0
29 Oct	601.00	77.05 ₹ 71,271.25	0 0.00	-	0 0	0 0	0 0

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

Delta for 670 PE is -0.69

Historical price for 670 PE is as follows

On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 25.15, which was -9.5 lower than the previous day. The implied volatity was 24.44, the open interest changed by -3 which decreased total open position to 58

On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 34.65, which was 7.05 higher than the previous day. The implied volatity was 22.91, the open interest changed by 4 which increased total open position to 60

On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 27.6, which was -49.45 lower than the previous day. The implied volatity was 21.26, the open interest changed by 0 which decreased total open position to 0

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

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