ICICIPRULI
Icici Pru Life Ins Co Ltd
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































































































































































































































