[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
623.6 +7.35 (1.19%)
L: 614.9 H: 631.25

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Historical option data for ICICIPRULI

09 Dec 2025 04:10 PM IST
ICICIPRULI 30-DEC-2025 680 CE
Delta: 0.08
Vega: 0.21
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 1.15 0.3 23.19 37 -8 187
8 Dec 616.25 0.9 -0.1 22.80 140 16 195
5 Dec 626.05 1 0.25 19.50 56 -7 180
4 Dec 615.35 0.75 0 20.59 5 -1 187
3 Dec 611.25 0.75 -0.25 21.62 32 -11 189
2 Dec 616.55 1 -0.4 21.72 22 -1 200
1 Dec 621.55 1.4 0.1 20.83 40 -1 200
28 Nov 619.75 1.3 -0.45 19.47 38 10 203
27 Nov 625.25 1.75 0.1 18.88 97 -10 193
26 Nov 621.90 1.7 0.05 19.56 216 111 202
25 Nov 612.25 1.65 -0.15 21.38 37 16 91
24 Nov 607.35 1.8 -0.3 24.00 79 33 74
21 Nov 610.90 2.1 -0.9 22.78 11 4 43
20 Nov 618.40 3 0.35 21.87 49 28 38
19 Nov 613.95 2.65 -2.35 22.11 21 9 10
18 Nov 626.80 5 -5.4 23.40 1 0 0
17 Nov 630.60 10.4 0 5.10 0 0 0
14 Nov 629.45 10.4 0 4.91 0 0 0
13 Nov 630.10 10.4 0 4.83 0 0 0
12 Nov 632.95 10.4 0 4.70 0 0 0
11 Nov 624.70 10.4 0 5.44 0 0 0
10 Nov 614.80 10.4 0 6.64 0 0 0
7 Nov 615.35 10.4 0 5.91 0 0 0
3 Nov 599.25 10.4 0 7.29 0 0 0
31 Oct 591.15 10.4 0 - 0 0 0
30 Oct 600.40 10.4 0 7.10 0 0 0
29 Oct 601.00 10.4 0 6.87 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 680 expiring on 30DEC2025

Delta for 680 CE is 0.08

Historical price for 680 CE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 1.15, which was 0.3 higher than the previous day. The implied volatity was 23.19, the open interest changed by -8 which decreased total open position to 187


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 22.80, the open interest changed by 16 which increased total open position to 195


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 19.50, the open interest changed by -7 which decreased total open position to 180


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 20.59, the open interest changed by -1 which decreased total open position to 187


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 21.62, the open interest changed by -11 which decreased total open position to 189


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 21.72, the open interest changed by -1 which decreased total open position to 200


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was 20.83, the open interest changed by -1 which decreased total open position to 200


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 19.47, the open interest changed by 10 which increased total open position to 203


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 1.75, which was 0.1 higher than the previous day. The implied volatity was 18.88, the open interest changed by -10 which decreased total open position to 193


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 19.56, the open interest changed by 111 which increased total open position to 202


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 21.38, the open interest changed by 16 which increased total open position to 91


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 1.8, which was -0.3 lower than the previous day. The implied volatity was 24.00, the open interest changed by 33 which increased total open position to 74


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 2.1, which was -0.9 lower than the previous day. The implied volatity was 22.78, the open interest changed by 4 which increased total open position to 43


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 3, which was 0.35 higher than the previous day. The implied volatity was 21.87, the open interest changed by 28 which increased total open position to 38


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 2.65, which was -2.35 lower than the previous day. The implied volatity was 22.11, the open interest changed by 9 which increased total open position to 10


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 5, which was -5.4 lower than the previous day. The implied volatity was 23.40, 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 10.4, which was 0 lower than the previous day. The implied volatity was 5.10, 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 10.4, which was 0 lower than the previous day. The implied volatity was 4.91, 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 10.4, which was 0 lower than the previous day. The implied volatity was 4.83, 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 10.4, which was 0 lower than the previous day. The implied volatity was 4.70, 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 10.4, which was 0 lower than the previous day. The implied volatity was 5.44, 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 10.4, which was 0 lower than the previous day. The implied volatity was 6.64, 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 10.4, which was 0 lower than the previous day. The implied volatity was 5.91, 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 10.4, which was 0 lower than the previous day. The implied volatity was 7.29, 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 10.4, 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 10.4, which was 0 lower than the previous day. The implied volatity was 7.10, 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 10.4, which was 0 lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0


ICICIPRULI 30DEC2025 680 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 65.55 14.55 - 0 0 0
8 Dec 616.25 65.55 14.55 - 0 0 5
5 Dec 626.05 65.55 14.55 - 0 2 0
4 Dec 615.35 65.55 14.55 38.49 4 1 4
3 Dec 611.25 51 -33.9 - 0 0 0
2 Dec 616.55 51 -33.9 - 0 0 0
1 Dec 621.55 51 -33.9 - 0 0 0
28 Nov 619.75 51 -33.9 - 0 0 0
27 Nov 625.25 51 -33.9 - 0 0 0
26 Nov 621.90 51 -33.9 - 0 0 0
25 Nov 612.25 51 -33.9 - 0 0 0
24 Nov 607.35 51 -33.9 - 0 0 0
21 Nov 610.90 51 -33.9 - 0 0 0
20 Nov 618.40 51 -33.9 - 0 0 0
19 Nov 613.95 51 -33.9 - 0 3 0
18 Nov 626.80 51 -33.9 21.18 3 2 2
17 Nov 630.60 84.9 0 - 0 0 0
14 Nov 629.45 84.9 0 - 0 0 0
13 Nov 630.10 84.9 0 - 0 0 0
12 Nov 632.95 84.9 0 - 0 0 0
11 Nov 624.70 84.9 0 - 0 0 0
10 Nov 614.80 84.9 0 - 0 0 0
7 Nov 615.35 84.9 0 - 0 0 0
3 Nov 599.25 84.9 0 - 0 0 0
31 Oct 591.15 84.9 0 - 0 0 0
30 Oct 600.40 84.9 0 - 0 0 0
29 Oct 601.00 84.9 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 680 expiring on 30DEC2025

Delta for 680 PE is -

Historical price for 680 PE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 65.55, which was 14.55 higher 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 65.55, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 65.55, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 65.55, which was 14.55 higher than the previous day. The implied volatity was 38.49, the open interest changed by 1 which increased total open position to 4


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 51, which was -33.9 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 51, which was -33.9 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 51, which was -33.9 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 51, which was -33.9 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 51, which was -33.9 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 51, which was -33.9 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 51, which was -33.9 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 51, which was -33.9 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 51, which was -33.9 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 51, which was -33.9 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 51, which was -33.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 51, which was -33.9 lower than the previous day. The implied volatity was 21.18, the open interest changed by 2 which increased total open position to 2


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 84.9, 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 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 84.9, 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 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 84.9, 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 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 84.9, 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 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 84.9, 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 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 84.9, 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 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 84.9, 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 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 84.9, 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 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 84.9, 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 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 84.9, 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 Oct ICICIPRULI was trading at 601.00. The strike last trading price was 84.9, 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