ICICIPRULI

Icici Pru Life Ins Co Ltd

685.45 +4.10 (0.60%)

L: 671.1 H: 693

Back to Option Chain

Historical option data for ICICIPRULI
09 Jan 2026 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 27-JAN-2026 670 CE
Delta: 0.70 Vega: 0.53 Theta: -0.52 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	685.45	28.2 ₹ 26,085	3.3 3052.50	26.78	28 25,900	-1 -925	518 4,79,150
8 Jan	681.35	25 ₹ 23,125	-3.35 -3098.75	23.81	45 41,625	-2 -1,850	519 4,80,075
7 Jan	684.60	28.35 ₹ 26,223.75	-0.65 -601.25	25.41	64 59,200	-6 -5,550	521 4,81,925
6 Jan	688.45	29 ₹ 26,825	1.85 1711.25	21.52	47 43,475	-16 -14,800	527 4,87,475
5 Jan	683.85	26.35 ₹ 24,373.75	1.85 1711.25	24.13	77 71,225	-1 -925	543 5,02,275
2 Jan	678.30	23.9 ₹ 22,107.5	1.75 1618.75	23.78	127 1,17,475	12 11,100	543 5,02,275
1 Jan	674.30	22.1 ₹ 20,442.5	3.75 3468.75	24.96	276 2,55,300	9 8,325	531 4,91,175
31 Dec	668.25	18.25 ₹ 16,881.25	4.5 4162.50	23.71	1,149 10,62,825	-17 -15,725	523 4,83,775
30 Dec	654.85	14 ₹ 12,950	2.25 2081.25	25.13	1,062 9,82,350	503 4,65,275	539 4,98,575
29 Dec	651.20	12 ₹ 11,100	0 0.00	23.11	13 12,025	5 4,625	36 33,300
26 Dec	649.95	12 ₹ 11,100	-1 -925.00	23.17	13 12,025	3 2,775	31 28,675
24 Dec	652.05	13 ₹ 12,025	-0.3 -277.50	22.79	2 1,850	1 925	28 25,900
23 Dec	650.90	13.3 ₹ 12,302.5	0.3 277.50	23.38	24 22,200	11 10,175	26 24,050
22 Dec	650.50	13 ₹ 12,025	-1 -925.00	22.54	1 925	0 0	14 12,950
19 Dec	650.40	14 ₹ 12,950	4.25 3931.25	23.41	7 6,475	1 925	13 12,025
18 Dec	645.65	9.75 ₹ 9,018.75	-5.25 -4856.25	-	0 0	0 0	12 11,100
17 Dec	630.50	9.75 ₹ 9,018.75	-5.25 -4856.25	25.61	12 11,100	6 5,550	12 11,100
16 Dec	637.95	15 ₹ 13,875	0 0.00	-	0 0	0 0	6 5,550
15 Dec	648.50	15 ₹ 13,875	0 0.00	24.00	4 3,700	2 1,850	5 4,625
12 Dec	647.55	15 ₹ 13,875	6.25 5781.25	22.54	1 925	0 0	2 1,850
11 Dec	635.85	8.75 ₹ 8,093.75	-3.55 -3283.75	-	0 0	0 0	2 1,850
10 Dec	642.85	8.75 ₹ 8,093.75	-3.55 -3283.75	-	0 0	0 0	2 1,850
9 Dec	623.60	8.75 ₹ 8,093.75	-3.55 -3283.75	24.07	1 925	0 0	3 2,775
8 Dec	616.25	12.3 ₹ 11,377.5	1.85 1711.25	-	0 0	0 0	3 2,775
3 Dec	611.25	12.3 ₹ 11,377.5	1.85 1711.25	-	0 0	0 0	0 0
24 Nov	607.35	12.3 ₹ 11,377.5	1.85 1711.25	30.13	1 925	0 0	4 3,700
21 Nov	610.90	10.45 ₹ 9,666.25	-2.55 -2358.75	-	0 0	0 0	0 0

19 Nov	613.95	10.45 ₹ 9,666.25	-2.55 -2358.75	23.97	4 3,700	2 1,850	2 1,850
18 Nov	626.80	13 ₹ 12,025	0 0.00	-	0 0	0 0	0 0
17 Nov	630.60	13 ₹ 12,025	0 0.00	2.69	0 0	0 0	0 0
14 Nov	629.45	13 ₹ 12,025	0 0.00	2.56	0 0	0 0	0 0

For Icici Pru Life Ins Co Ltd - strike price 670 expiring on 27JAN2026

Delta for 670 CE is 0.70

Historical price for 670 CE is as follows

On 9 Jan ICICIPRULI was trading at 685.45. The strike last trading price was 28.2, which was 3.3 higher than the previous day. The implied volatity was 26.78, the open interest changed by -1 which decreased total open position to 518

On 8 Jan ICICIPRULI was trading at 681.35. The strike last trading price was 25, which was -3.35 lower than the previous day. The implied volatity was 23.81, the open interest changed by -2 which decreased total open position to 519

On 7 Jan ICICIPRULI was trading at 684.60. The strike last trading price was 28.35, which was -0.65 lower than the previous day. The implied volatity was 25.41, the open interest changed by -6 which decreased total open position to 521

On 6 Jan ICICIPRULI was trading at 688.45. The strike last trading price was 29, which was 1.85 higher than the previous day. The implied volatity was 21.52, the open interest changed by -16 which decreased total open position to 527

On 5 Jan ICICIPRULI was trading at 683.85. The strike last trading price was 26.35, which was 1.85 higher than the previous day. The implied volatity was 24.13, the open interest changed by -1 which decreased total open position to 543

On 2 Jan ICICIPRULI was trading at 678.30. The strike last trading price was 23.9, which was 1.75 higher than the previous day. The implied volatity was 23.78, the open interest changed by 12 which increased total open position to 543

On 1 Jan ICICIPRULI was trading at 674.30. The strike last trading price was 22.1, which was 3.75 higher than the previous day. The implied volatity was 24.96, the open interest changed by 9 which increased total open position to 531

On 31 Dec ICICIPRULI was trading at 668.25. The strike last trading price was 18.25, which was 4.5 higher than the previous day. The implied volatity was 23.71, the open interest changed by -17 which decreased total open position to 523

On 30 Dec ICICIPRULI was trading at 654.85. The strike last trading price was 14, which was 2.25 higher than the previous day. The implied volatity was 25.13, the open interest changed by 503 which increased total open position to 539

On 29 Dec ICICIPRULI was trading at 651.20. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 23.11, the open interest changed by 5 which increased total open position to 36

On 26 Dec ICICIPRULI was trading at 649.95. The strike last trading price was 12, which was -1 lower than the previous day. The implied volatity was 23.17, the open interest changed by 3 which increased total open position to 31

On 24 Dec ICICIPRULI was trading at 652.05. The strike last trading price was 13, which was -0.3 lower than the previous day. The implied volatity was 22.79, the open interest changed by 1 which increased total open position to 28

On 23 Dec ICICIPRULI was trading at 650.90. The strike last trading price was 13.3, which was 0.3 higher than the previous day. The implied volatity was 23.38, the open interest changed by 11 which increased total open position to 26

On 22 Dec ICICIPRULI was trading at 650.50. The strike last trading price was 13, which was -1 lower than the previous day. The implied volatity was 22.54, the open interest changed by 0 which decreased total open position to 14

On 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 14, which was 4.25 higher than the previous day. The implied volatity was 23.41, the open interest changed by 1 which increased total open position to 13

On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 9.75, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12

On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 9.75, which was -5.25 lower than the previous day. The implied volatity was 25.61, the open interest changed by 6 which increased total open position to 12

On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 24.00, the open interest changed by 2 which increased total open position to 5

On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 15, which was 6.25 higher than the previous day. The implied volatity was 22.54, the open interest changed by 0 which decreased total open position to 2

On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 8.75, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 8.75, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 8.75, which was -3.55 lower than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 3

On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 12.3, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 12.3, which was 1.85 higher 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 12.3, which was 1.85 higher than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 4

On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 10.45, which was -2.55 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 10.45, which was -2.55 lower than the previous day. The implied volatity was 23.97, the open interest changed by 2 which increased total open position to 2

On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 13, 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 13, which was 0 lower than the previous day. The implied volatity was 2.69, 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 13, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0

ICICIPRULI 27JAN2026 670 PE
Delta: -0.32 Vega: 0.54 Theta: -0.39 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	685.45	9.8 ₹ 9,065	-2.55 -2358.75	30.32	198 1,83,150	19 17,575	180 1,66,500
8 Jan	681.35	12.05 ₹ 11,146.25	1.05 971.25	31.83	286 2,64,550	24 22,200	161 1,48,925
7 Jan	684.60	10.9 ₹ 10,082.5	1.05 971.25	30.81	114 1,05,450	5 4,625	135 1,24,875
6 Jan	688.45	9.8 ₹ 9,065	-0.45 -416.25	29.97	196 1,81,300	-31 -28,675	129 1,19,325
5 Jan	683.85	10 ₹ 9,250	-1.9 -1757.50	26.41	37 34,225	8 7,400	160 1,48,000
2 Jan	678.30	12.4 ₹ 11,470	-1.4 -1295.00	25.83	118 1,09,150	30 27,750	151 1,39,675
1 Jan	674.30	13.8 ₹ 12,765	-3.45 -3191.25	24.61	124 1,14,700	53 49,025	119 1,10,075
31 Dec	668.25	17.3 ₹ 16,002.5	-55.1 -50967.50	25.42	125 1,15,625	58 53,650	58 53,650
30 Dec	654.85	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
29 Dec	651.20	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
26 Dec	649.95	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
24 Dec	652.05	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
23 Dec	650.90	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
22 Dec	650.50	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
19 Dec	650.40	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
18 Dec	645.65	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
17 Dec	630.50	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
16 Dec	637.95	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
15 Dec	648.50	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
12 Dec	647.55	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
11 Dec	635.85	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
10 Dec	642.85	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
9 Dec	623.60	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
8 Dec	616.25	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
3 Dec	611.25	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
24 Nov	607.35	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
21 Nov	610.90	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
19 Nov	613.95	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
18 Nov	626.80	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
17 Nov	630.60	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0
14 Nov	629.45	72.4 ₹ 66,970	0 0.00	-	0 0	0 0	0 0

For Icici Pru Life Ins Co Ltd - strike price 670 expiring on 27JAN2026

Delta for 670 PE is -0.32

Historical price for 670 PE is as follows

On 9 Jan ICICIPRULI was trading at 685.45. The strike last trading price was 9.8, which was -2.55 lower than the previous day. The implied volatity was 30.32, the open interest changed by 19 which increased total open position to 180

On 8 Jan ICICIPRULI was trading at 681.35. The strike last trading price was 12.05, which was 1.05 higher than the previous day. The implied volatity was 31.83, the open interest changed by 24 which increased total open position to 161

On 7 Jan ICICIPRULI was trading at 684.60. The strike last trading price was 10.9, which was 1.05 higher than the previous day. The implied volatity was 30.81, the open interest changed by 5 which increased total open position to 135

On 6 Jan ICICIPRULI was trading at 688.45. The strike last trading price was 9.8, which was -0.45 lower than the previous day. The implied volatity was 29.97, the open interest changed by -31 which decreased total open position to 129

On 5 Jan ICICIPRULI was trading at 683.85. The strike last trading price was 10, which was -1.9 lower than the previous day. The implied volatity was 26.41, the open interest changed by 8 which increased total open position to 160

On 2 Jan ICICIPRULI was trading at 678.30. The strike last trading price was 12.4, which was -1.4 lower than the previous day. The implied volatity was 25.83, the open interest changed by 30 which increased total open position to 151

On 1 Jan ICICIPRULI was trading at 674.30. The strike last trading price was 13.8, which was -3.45 lower than the previous day. The implied volatity was 24.61, the open interest changed by 53 which increased total open position to 119

On 31 Dec ICICIPRULI was trading at 668.25. The strike last trading price was 17.3, which was -55.1 lower than the previous day. The implied volatity was 25.42, the open interest changed by 58 which increased total open position to 58

On 30 Dec ICICIPRULI was trading at 654.85. The strike last trading price was 72.4, 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 29 Dec ICICIPRULI was trading at 651.20. The strike last trading price was 72.4, 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 26 Dec ICICIPRULI was trading at 649.95. The strike last trading price was 72.4, 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 24 Dec ICICIPRULI was trading at 652.05. The strike last trading price was 72.4, 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 23 Dec ICICIPRULI was trading at 650.90. The strike last trading price was 72.4, 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 22 Dec ICICIPRULI was trading at 650.50. The strike last trading price was 72.4, 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 19 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 72.4, 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 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 72.4, 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 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 72.4, 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 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 72.4, 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 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 72.4, 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 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 72.4, 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 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 72.4, 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 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 72.4, 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 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 72.4, 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 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 72.4, 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 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 72.4, 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 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 72.4, 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 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 72.4, 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 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 72.4, 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 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 72.4, 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 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 72.4, 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 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 72.4, 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

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