ICICIPRULI

Icici Pru Life Ins Co Ltd

669.25 -12.20 (-1.79%)

L: 665.8 H: 700

Back to Option Chain

Historical option data for ICICIPRULI
14 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 675 CE
Delta: 0.43 Vega: 0.5 Theta: -0.52 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	669.25	9.1 ₹ 8,417.5	-11.1 -10267.50	23.18	1,090 10,08,250	130 1,20,250	189 1,74,825
13 Jan	681.45	20.15 ₹ 18,638.75	-2.15 -1988.75	28.05	353 3,26,525	15 13,875	59 54,575
12 Jan	680.75	21.8 ₹ 20,165	-3.8 -3515.00	28.55	36 33,300	11 10,175	46 42,550
9 Jan	685.45	25.6 ₹ 23,680	4.15 3838.75	27.99	19 17,575	2 1,850	34 31,450
8 Jan	681.35	21.95 ₹ 20,303.75	-6.05 -5596.25	24.11	61 56,425	10 9,250	30 27,750
7 Jan	684.60	28 ₹ 25,900	2 1850.00	-	0 0	0 0	20 18,500
6 Jan	688.45	28 ₹ 25,900	2 1850.00	25.98	6 5,550	-1 -925	21 19,425

5 Jan	683.85	26 ₹ 24,050	4.7 4347.50	28.56	2 1,850	0 0	22 20,350
2 Jan	678.30	20.9 ₹ 19,332.5	1.65 1526.25	23.65	39 36,075	0 0	22 20,350
1 Jan	674.30	19.75 ₹ 18,268.75	3.7 3422.50	25.4	44 40,700	8 7,400	22 20,350
31 Dec	668.25	15.75 ₹ 14,568.75	6.1 5642.50	23.58	35 32,375	13 12,025	15 13,875
30 Dec	654.85	10.95 ₹ 10,128.75	0.95 878.75	23.49	4 3,700	0 0	1 925
29 Dec	651.20	10 ₹ 9,250	0.8 740.00	22.8	2 1,850	1 925	1 925
26 Dec	649.95	9.2 ₹ 8,510	0 0.00	2.87	0 0	0 0	0 0
24 Dec	652.05	9.2 ₹ 8,510	0 0.00	2.53	0 0	0 0	0 0
23 Dec	650.90	9.2 ₹ 8,510	0 0.00	2.65	0 0	0 0	0 0
22 Dec	650.50	9.2 ₹ 8,510	0 0.00	2.54	0 0	0 0	0 0
19 Dec	650.40	9.2 ₹ 8,510	0 0.00	2.62	0 0	0 0	0 0
18 Dec	645.65	9.2 ₹ 8,510	0 0.00	2.93	0 0	0 0	0 0
17 Dec	630.50	9.2 ₹ 8,510	0 0.00	4.66	0 0	0 0	0 0
16 Dec	637.95	9.2 ₹ 8,510	0 0.00	3.96	0 0	0 0	0 0
15 Dec	648.50	9.2 ₹ 8,510	0 0.00	2.53	0 0	0 0	0 0
12 Dec	647.55	9.2 ₹ 8,510	0 0.00	2.32	0 0	0 0	0 0
11 Dec	635.85	9.2 ₹ 8,510	0 0.00	3.74	0 0	0 0	0 0
10 Dec	642.85	9.2 ₹ 8,510	0 0.00	2.99	0 0	0 0	0 0
9 Dec	623.60	9.2 ₹ 8,510	- NaN	-	0 0	0 0	0 0
8 Dec	616.25	9.2 ₹ 8,510	0 0.00	5.46	0 0	0 0	0 0
5 Dec	626.05	- ₹ NaN	- NaN	-	0 0	0 0	0 0
4 Dec	615.35	- ₹ NaN	- NaN	-	0 0	0 0	0 0
3 Dec	611.25	9.2 ₹ 8,510	0 0.00	5.82	0 0	0 0	0 0

For Icici Pru Life Ins Co Ltd - strike price 675 expiring on 27JAN2026

Delta for 675 CE is 0.43

Historical price for 675 CE is as follows

On 14 Jan ICICIPRULI was trading at 669.25. The strike last trading price was 9.1, which was -11.1 lower than the previous day. The implied volatity was 23.18, the open interest changed by 130 which increased total open position to 189

On 13 Jan ICICIPRULI was trading at 681.45. The strike last trading price was 20.15, which was -2.15 lower than the previous day. The implied volatity was 28.05, the open interest changed by 15 which increased total open position to 59

On 12 Jan ICICIPRULI was trading at 680.75. The strike last trading price was 21.8, which was -3.8 lower than the previous day. The implied volatity was 28.55, the open interest changed by 11 which increased total open position to 46

On 9 Jan ICICIPRULI was trading at 685.45. The strike last trading price was 25.6, which was 4.15 higher than the previous day. The implied volatity was 27.99, the open interest changed by 2 which increased total open position to 34

On 8 Jan ICICIPRULI was trading at 681.35. The strike last trading price was 21.95, which was -6.05 lower than the previous day. The implied volatity was 24.11, the open interest changed by 10 which increased total open position to 30

On 7 Jan ICICIPRULI was trading at 684.60. The strike last trading price was 28, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20

On 6 Jan ICICIPRULI was trading at 688.45. The strike last trading price was 28, which was 2 higher than the previous day. The implied volatity was 25.98, the open interest changed by -1 which decreased total open position to 21

On 5 Jan ICICIPRULI was trading at 683.85. The strike last trading price was 26, which was 4.7 higher than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 22

On 2 Jan ICICIPRULI was trading at 678.30. The strike last trading price was 20.9, which was 1.65 higher than the previous day. The implied volatity was 23.65, the open interest changed by 0 which decreased total open position to 22

On 1 Jan ICICIPRULI was trading at 674.30. The strike last trading price was 19.75, which was 3.7 higher than the previous day. The implied volatity was 25.4, the open interest changed by 8 which increased total open position to 22

On 31 Dec ICICIPRULI was trading at 668.25. The strike last trading price was 15.75, which was 6.1 higher than the previous day. The implied volatity was 23.58, the open interest changed by 13 which increased total open position to 15

On 30 Dec ICICIPRULI was trading at 654.85. The strike last trading price was 10.95, which was 0.95 higher than the previous day. The implied volatity was 23.49, the open interest changed by 0 which decreased total open position to 1

On 29 Dec ICICIPRULI was trading at 651.20. The strike last trading price was 10, which was 0.8 higher than the previous day. The implied volatity was 22.8, the open interest changed by 1 which increased total open position to 1

On 26 Dec ICICIPRULI was trading at 649.95. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 2.87, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.53, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.65, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.54, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.62, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.93, 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 9.2, which was 0 lower than the previous day. The implied volatity was 4.66, 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 9.2, which was 0 lower than the previous day. The implied volatity was 3.96, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.53, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.32, 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 9.2, 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 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 2.99, 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 9.2, which was - 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 9.2, which was 0 lower than the previous day. The implied volatity was 5.46, 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 -, which was - 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 -, which was - 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 9.2, which was 0 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0

ICICIPRULI 27JAN2026 675 PE
Delta: -0.56 Vega: 0.5 Theta: -0.35 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	669.25	15.15 ₹ 14,013.75	5.1 4717.50	24.09	1,291 11,94,175	32 29,600	207 1,91,475
13 Jan	681.45	9.7 ₹ 8,972.5	-4.05 -3746.25	26.45	965 8,92,625	119 1,10,075	175 1,61,875
12 Jan	680.75	14.5 ₹ 13,412.5	2.45 2266.25	35.65	67 61,975	8 7,400	59 54,575
9 Jan	685.45	12 ₹ 11,100	-2.25 -2081.25	31.03	46 42,550	-8 -7,400	50 46,250
8 Jan	681.35	14.95 ₹ 13,828.75	3.25 3006.25	33.4	108 99,900	19 17,575	56 51,800
7 Jan	684.60	11.7 ₹ 10,822.5	-0.3 -277.50	-	0 0	0 0	37 34,225
6 Jan	688.45	11.7 ₹ 10,822.5	-0.3 -277.50	30.28	8 7,400	3 2,775	37 34,225
5 Jan	683.85	12 ₹ 11,100	-1.75 -1618.75	26.61	1 925	0 0	34 31,450
2 Jan	678.30	14.5 ₹ 13,412.5	-1.55 -1433.75	25.83	26 24,050	10 9,250	33 30,525
1 Jan	674.30	15.95 ₹ 14,753.75	-48.95 -45278.75	24.41	40 37,000	22 20,350	22 20,350
31 Dec	668.25	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
30 Dec	654.85	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
29 Dec	651.20	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
26 Dec	649.95	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
24 Dec	652.05	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
23 Dec	650.90	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
22 Dec	650.50	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
19 Dec	650.40	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
18 Dec	645.65	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
17 Dec	630.50	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
16 Dec	637.95	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
15 Dec	648.50	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
12 Dec	647.55	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
11 Dec	635.85	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
10 Dec	642.85	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
9 Dec	623.60	64.9 ₹ 60,032.5	- NaN	-	0 0	0 0	0 0
8 Dec	616.25	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0
5 Dec	626.05	- ₹ NaN	- NaN	-	0 0	0 0	0 0
4 Dec	615.35	- ₹ NaN	- NaN	-	0 0	0 0	0 0
3 Dec	611.25	64.9 ₹ 60,032.5	0 0.00	-	0 0	0 0	0 0

For Icici Pru Life Ins Co Ltd - strike price 675 expiring on 27JAN2026

Delta for 675 PE is -0.56

Historical price for 675 PE is as follows

On 14 Jan ICICIPRULI was trading at 669.25. The strike last trading price was 15.15, which was 5.1 higher than the previous day. The implied volatity was 24.09, the open interest changed by 32 which increased total open position to 207

On 13 Jan ICICIPRULI was trading at 681.45. The strike last trading price was 9.7, which was -4.05 lower than the previous day. The implied volatity was 26.45, the open interest changed by 119 which increased total open position to 175

On 12 Jan ICICIPRULI was trading at 680.75. The strike last trading price was 14.5, which was 2.45 higher than the previous day. The implied volatity was 35.65, the open interest changed by 8 which increased total open position to 59

On 9 Jan ICICIPRULI was trading at 685.45. The strike last trading price was 12, which was -2.25 lower than the previous day. The implied volatity was 31.03, the open interest changed by -8 which decreased total open position to 50

On 8 Jan ICICIPRULI was trading at 681.35. The strike last trading price was 14.95, which was 3.25 higher than the previous day. The implied volatity was 33.4, the open interest changed by 19 which increased total open position to 56

On 7 Jan ICICIPRULI was trading at 684.60. The strike last trading price was 11.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37

On 6 Jan ICICIPRULI was trading at 688.45. The strike last trading price was 11.7, which was -0.3 lower than the previous day. The implied volatity was 30.28, the open interest changed by 3 which increased total open position to 37

On 5 Jan ICICIPRULI was trading at 683.85. The strike last trading price was 12, which was -1.75 lower than the previous day. The implied volatity was 26.61, the open interest changed by 0 which decreased total open position to 34

On 2 Jan ICICIPRULI was trading at 678.30. The strike last trading price was 14.5, which was -1.55 lower than the previous day. The implied volatity was 25.83, the open interest changed by 10 which increased total open position to 33

On 1 Jan ICICIPRULI was trading at 674.30. The strike last trading price was 15.95, which was -48.95 lower than the previous day. The implied volatity was 24.41, the open interest changed by 22 which increased total open position to 22

On 31 Dec ICICIPRULI was trading at 668.25. The strike last trading price was 64.9, 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 Dec ICICIPRULI was trading at 654.85. The strike last trading price was 64.9, 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 64.9, 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 64.9, 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 64.9, 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 64.9, 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 64.9, 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 64.9, 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 64.9, 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 64.9, 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 64.9, 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 64.9, 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 64.9, 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 64.9, 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 64.9, 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 64.9, which was - 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 64.9, 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 64.9, 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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