[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
645.65 +15.15 (2.40%)
L: 625.95 H: 647.45

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Historical option data for ICICIPRULI

18 Dec 2025 04:00 PM IST
ICICIPRULI 30-DEC-2025 670 CE
Delta: 0.20
Vega: 0.33
Theta: -0.32
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 645.65 2.7 1.65 20.68 260 34 201
17 Dec 630.50 1.05 -1.1 21.93 130 3 168
16 Dec 637.95 2.25 -2.25 23.77 652 -38 145
15 Dec 648.50 4.55 -0.15 22.38 348 10 180
12 Dec 647.55 5 2.25 20.54 303 16 168
11 Dec 635.85 2.85 -1.85 21.78 167 5 151
10 Dec 642.85 4.7 2.9 21.40 468 76 147
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 0.20

Historical price for 670 CE is as follows

On 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 2.7, which was 1.65 higher than the previous day. The implied volatity was 20.68, the open interest changed by 34 which increased total open position to 201


On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 1.05, which was -1.1 lower than the previous day. The implied volatity was 21.93, the open interest changed by 3 which increased total open position to 168


On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 2.25, which was -2.25 lower than the previous day. The implied volatity was 23.77, the open interest changed by -38 which decreased total open position to 145


On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 4.55, which was -0.15 lower than the previous day. The implied volatity was 22.38, the open interest changed by 10 which increased total open position to 180


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: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 645.65 33.5 10.35 - 0 0 50
17 Dec 630.50 33.5 10.35 - 0 0 50
16 Dec 637.95 33.5 10.35 20.43 3 -1 51
15 Dec 648.50 23.05 -2.4 19.47 32 -1 51
12 Dec 647.55 25.15 -9.5 24.44 12 -3 58
11 Dec 635.85 34.65 7.05 22.91 8 4 60
10 Dec 642.85 27.6 -49.45 21.26 56 0 0
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 18 Dec ICICIPRULI was trading at 645.65. The strike last trading price was 33.5, which was 10.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50


On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 33.5, which was 10.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50


On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 33.5, which was 10.35 higher than the previous day. The implied volatity was 20.43, the open interest changed by -1 which decreased total open position to 51


On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 23.05, which was -2.4 lower than the previous day. The implied volatity was 19.47, the open interest changed by -1 which decreased total open position to 51


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