ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
17 Mar 2026 04:10 PM IST
| ICICIPRULI 30-MAR-2026 675 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 592.45 | 0.35 | -0.05 | - | 8 | 0 | 34 | |||||||||
| 16 Mar | 583.90 | 0.35 | -0.05 | 35.57 | 8 | -2 | 35 | |||||||||
| 13 Mar | 583.75 | 0.4 | -0.55 | 32.62 | 22 | -13 | 37 | |||||||||
| 12 Mar | 592.95 | 0.95 | -0.65 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 598.50 | 0.95 | -0.65 | - | 0 | 0 | 50 | |||||||||
| 10 Mar | 601.65 | 0.95 | -0.65 | 29.11 | 5 | 0 | 50 | |||||||||
| 9 Mar | 601.55 | 1.6 | -0.45 | - | 0 | 0 | 50 | |||||||||
| 6 Mar | 614.05 | 1.6 | -0.45 | 24.73 | 35 | 0 | 50 | |||||||||
| 5 Mar | 627.45 | 2.05 | -1.5 | 22.09 | 16 | 0 | 50 | |||||||||
| 4 Mar | 625.75 | 3.5 | -5.65 | 24.14 | 55 | -22 | 50 | |||||||||
| 2 Mar | 653.55 | 9.15 | -0.45 | 21.48 | 67 | 33 | 71 | |||||||||
| 27 Feb | 654.50 | 9.75 | -7.15 | 18.29 | 55 | 11 | 39 | |||||||||
| 26 Feb | 674.55 | 16.65 | 0.95 | 17.74 | 113 | 22 | 28 | |||||||||
| 25 Feb | 668.25 | 15.7 | 8.25 | 19.52 | 10 | 2 | 6 | |||||||||
| 24 Feb | 661.40 | 7.45 | -10.8 | - | 0 | 0 | 4 | |||||||||
| 23 Feb | 664.15 | 7.45 | -10.8 | - | 0 | 0 | 4 | |||||||||
| 20 Feb | 651.30 | 7.45 | -10.8 | - | 0 | 0 | 4 | |||||||||
| 19 Feb | 648.65 | 7.45 | -10.8 | - | 0 | 0 | 4 | |||||||||
| 18 Feb | 648.85 | 7.45 | -10.8 | - | 0 | 0 | 4 | |||||||||
| 17 Feb | 638.70 | 7.45 | -10.8 | - | 0 | 0 | 4 | |||||||||
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| 16 Feb | 640.85 | 7.45 | -10.8 | - | 0 | 0 | 4 | |||||||||
| 13 Feb | 643.65 | 7.45 | -10.8 | - | 0 | 0 | 4 | |||||||||
| 12 Feb | 638.10 | 7.45 | -10.8 | - | 0 | 0 | 4 | |||||||||
| 11 Feb | 640.95 | 7.45 | -10.8 | - | 0 | 0 | 4 | |||||||||
| 10 Feb | 643.00 | 7.45 | -10.8 | 18.05 | 5 | 4 | 4 | |||||||||
| 9 Feb | 648.30 | 18.25 | 0 | 2.3 | 0 | 0 | 0 | |||||||||
| 6 Feb | 651.35 | 18.25 | 0 | 1.88 | 0 | 0 | 0 | |||||||||
| 5 Feb | 655.20 | 18.25 | 0 | 1.22 | 0 | 0 | 0 | |||||||||
| 4 Feb | 660.35 | 18.25 | 0 | 1.06 | 0 | 0 | 0 | |||||||||
| 3 Feb | 654.40 | 18.25 | 0 | 1.34 | 0 | 0 | 0 | |||||||||
| 2 Feb | 641.80 | 18.25 | 0 | 2.61 | 0 | 0 | 0 | |||||||||
| 1 Feb | 643.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 636.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 625.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 642.40 | 18.25 | 0 | 1.63 | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 675 expiring on 30MAR2026
Delta for 675 CE is -
Historical price for 675 CE is as follows
On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 35.57, the open interest changed by -2 which decreased total open position to 35
On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 0.4, which was -0.55 lower than the previous day. The implied volatity was 32.62, the open interest changed by -13 which decreased total open position to 37
On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 29.11, the open interest changed by 0 which decreased total open position to 50
On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 24.73, the open interest changed by 0 which decreased total open position to 50
On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 2.05, which was -1.5 lower than the previous day. The implied volatity was 22.09, the open interest changed by 0 which decreased total open position to 50
On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 3.5, which was -5.65 lower than the previous day. The implied volatity was 24.14, the open interest changed by -22 which decreased total open position to 50
On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 9.15, which was -0.45 lower than the previous day. The implied volatity was 21.48, the open interest changed by 33 which increased total open position to 71
On 27 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 9.75, which was -7.15 lower than the previous day. The implied volatity was 18.29, the open interest changed by 11 which increased total open position to 39
On 26 Feb ICICIPRULI was trading at 674.55. The strike last trading price was 16.65, which was 0.95 higher than the previous day. The implied volatity was 17.74, the open interest changed by 22 which increased total open position to 28
On 25 Feb ICICIPRULI was trading at 668.25. The strike last trading price was 15.7, which was 8.25 higher than the previous day. The implied volatity was 19.52, the open interest changed by 2 which increased total open position to 6
On 24 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 7.45, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 7.45, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 7.45, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 7.45, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Feb ICICIPRULI was trading at 648.85. The strike last trading price was 7.45, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 7.45, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 7.45, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 13 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 7.45, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 7.45, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 7.45, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 7.45, which was -10.8 lower than the previous day. The implied volatity was 18.05, the open interest changed by 4 which increased total open position to 4
On 9 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 2.3, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ICICIPRULI was trading at 660.35. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIPRULI was trading at 654.40. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ICICIPRULI was trading at 641.80. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIPRULI was trading at 643.45. 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 30 Jan ICICIPRULI was trading at 636.85. 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 29 Jan ICICIPRULI was trading at 625.30. 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 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 30MAR2026 675 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 592.45 | 25.1 | 5.9 | - | 0 | 0 | 6 |
| 16 Mar | 583.90 | 25.1 | 5.9 | - | 0 | 0 | 0 |
| 13 Mar | 583.75 | 25.1 | 5.9 | - | 0 | 0 | 0 |
| 12 Mar | 592.95 | 25.1 | 5.9 | - | 0 | 0 | 0 |
| 11 Mar | 598.50 | 25.1 | 5.9 | - | 0 | 0 | 6 |
| 10 Mar | 601.65 | 25.1 | 5.9 | - | 0 | 0 | 6 |
| 9 Mar | 601.55 | 25.1 | 5.9 | - | 0 | 0 | 6 |
| 6 Mar | 614.05 | 25.1 | 5.9 | - | 0 | 0 | 6 |
| 5 Mar | 627.45 | 25.1 | 5.9 | - | 0 | 0 | 0 |
| 4 Mar | 625.75 | 25.1 | 5.9 | - | 0 | 0 | 6 |
| 2 Mar | 653.55 | 25.1 | 5.9 | - | 0 | 4 | 0 |
| 27 Feb | 654.50 | 25.1 | 5.9 | 25.63 | 7 | 1 | 3 |
| 26 Feb | 674.55 | 19.2 | -23.15 | 27.18 | 2 | 0 | 0 |
| 25 Feb | 668.25 | 42.35 | 0 | 0.03 | 0 | 0 | 0 |
| 24 Feb | 661.40 | 42.35 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 664.15 | 42.35 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 651.30 | 42.35 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 648.65 | 42.35 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 648.85 | 42.35 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 638.70 | 42.35 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 640.85 | 42.35 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 643.65 | 42.35 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 638.10 | 42.35 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 640.95 | 42.35 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 643.00 | 42.35 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 648.30 | 42.35 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 651.35 | 42.35 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 655.20 | 42.35 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 660.35 | 42.35 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 654.40 | 42.35 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 641.80 | 42.35 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 643.45 | - | - | - | 0 | 0 | 0 |
| 30 Jan | 636.85 | - | - | - | 0 | 0 | 0 |
| 29 Jan | 625.30 | - | - | - | 0 | 0 | 0 |
| 28 Jan | 642.40 | 42.35 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 675 expiring on 30MAR2026
Delta for 675 PE is -
Historical price for 675 PE is as follows
On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 25.1, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was 25.1, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was 25.1, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 25.1, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 25.1, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 25.1, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 25.1, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Mar ICICIPRULI was trading at 614.05. The strike last trading price was 25.1, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Mar ICICIPRULI was trading at 627.45. The strike last trading price was 25.1, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar ICICIPRULI was trading at 625.75. The strike last trading price was 25.1, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Mar ICICIPRULI was trading at 653.55. The strike last trading price was 25.1, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 27 Feb ICICIPRULI was trading at 654.50. The strike last trading price was 25.1, which was 5.9 higher than the previous day. The implied volatity was 25.63, the open interest changed by 1 which increased total open position to 3
On 26 Feb ICICIPRULI was trading at 674.55. The strike last trading price was 19.2, which was -23.15 lower than the previous day. The implied volatity was 27.18, the open interest changed by 0 which decreased total open position to 0
On 25 Feb ICICIPRULI was trading at 668.25. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 24 Feb ICICIPRULI was trading at 661.40. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 664.15. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 651.30. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 648.65. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 648.85. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 638.70. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 640.85. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 643.65. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 638.10. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 640.95. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 643.00. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 648.30. The strike last trading price was 42.35, 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 6 Feb ICICIPRULI was trading at 651.35. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 655.20. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 660.35. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 654.40. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 641.80. The strike last trading price was 42.35, 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 Feb ICICIPRULI was trading at 643.45. 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 30 Jan ICICIPRULI was trading at 636.85. 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 29 Jan ICICIPRULI was trading at 625.30. 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 28 Jan ICICIPRULI was trading at 642.40. The strike last trading price was 42.35, 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
