[--[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 700 CE
Delta: 0.04
Vega: 0.13
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 0.65 0.15 26.14 7 1 397
8 Dec 616.25 0.5 -0.15 25.56 104 -3 396
5 Dec 626.05 0.65 0.1 22.97 43 -10 398
4 Dec 615.35 0.55 0.1 24.28 35 8 406
3 Dec 611.25 0.45 -0.15 24.29 57 4 398
2 Dec 616.55 0.55 -0.2 23.96 20 -2 394
1 Dec 621.55 0.75 0.05 22.71 20 2 395
28 Nov 619.75 0.7 -0.25 21.58 45 7 393
27 Nov 625.25 1.05 0.1 21.47 105 19 385
26 Nov 621.90 1.05 0.05 22.13 150 26 366
25 Nov 612.25 1 -0.2 23.59 58 8 352
24 Nov 607.35 1.15 -0.15 26.52 205 29 344
21 Nov 610.90 1.35 -0.4 24.90 204 133 314
20 Nov 618.40 1.8 0.2 23.64 62 7 178
19 Nov 613.95 1.65 -1.2 24.01 193 125 172
18 Nov 626.80 2.85 -0.5 24.36 11 -1 47
17 Nov 630.60 3.35 -0.2 24.00 6 -1 50
14 Nov 629.45 3.6 0 23.23 11 0 44
13 Nov 630.10 3.7 -0.85 23.23 15 -2 43
12 Nov 632.95 4.45 0.65 24.05 118 10 46
11 Nov 624.70 3.8 0.85 24.61 19 8 35
10 Nov 614.80 2.95 -0.2 25.57 22 15 26
7 Nov 615.35 3.15 1.1 23.90 4 3 10
3 Nov 599.25 2.05 0.15 24.05 1 0 7
31 Oct 591.15 1.9 -0.35 - 2 0 6
30 Oct 600.40 2.25 -0.4 23.86 2 0 5
29 Oct 601.00 2.65 -0.95 24.22 17 -9 8
23 Oct 607.15 3.6 0.65 23.74 1 0 18
16 Oct 587.00 2.95 -1.4 25.27 2 -1 19
15 Oct 588.00 4.45 -1.1 - 11 5 14
10 Oct 597.70 5.55 -0.1 25.89 1 0 8
7 Oct 603.50 5.65 0.75 24.68 7 6 7


For Icici Pru Life Ins Co Ltd - strike price 700 expiring on 30DEC2025

Delta for 700 CE is 0.04

Historical price for 700 CE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 26.14, the open interest changed by 1 which increased total open position to 397


On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 25.56, the open interest changed by -3 which decreased total open position to 396


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 22.97, the open interest changed by -10 which decreased total open position to 398


On 4 Dec ICICIPRULI was trading at 615.35. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 24.28, the open interest changed by 8 which increased total open position to 406


On 3 Dec ICICIPRULI was trading at 611.25. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 24.29, the open interest changed by 4 which increased total open position to 398


On 2 Dec ICICIPRULI was trading at 616.55. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 23.96, the open interest changed by -2 which decreased total open position to 394


On 1 Dec ICICIPRULI was trading at 621.55. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 22.71, the open interest changed by 2 which increased total open position to 395


On 28 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 21.58, the open interest changed by 7 which increased total open position to 393


On 27 Nov ICICIPRULI was trading at 625.25. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 21.47, the open interest changed by 19 which increased total open position to 385


On 26 Nov ICICIPRULI was trading at 621.90. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 22.13, the open interest changed by 26 which increased total open position to 366


On 25 Nov ICICIPRULI was trading at 612.25. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 23.59, the open interest changed by 8 which increased total open position to 352


On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 26.52, the open interest changed by 29 which increased total open position to 344


On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 1.35, which was -0.4 lower than the previous day. The implied volatity was 24.90, the open interest changed by 133 which increased total open position to 314


On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 1.8, which was 0.2 higher than the previous day. The implied volatity was 23.64, the open interest changed by 7 which increased total open position to 178


On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 1.65, which was -1.2 lower than the previous day. The implied volatity was 24.01, the open interest changed by 125 which increased total open position to 172


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 2.85, which was -0.5 lower than the previous day. The implied volatity was 24.36, the open interest changed by -1 which decreased total open position to 47


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 3.35, which was -0.2 lower than the previous day. The implied volatity was 24.00, the open interest changed by -1 which decreased total open position to 50


On 14 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 23.23, the open interest changed by 0 which decreased total open position to 44


On 13 Nov ICICIPRULI was trading at 630.10. The strike last trading price was 3.7, which was -0.85 lower than the previous day. The implied volatity was 23.23, the open interest changed by -2 which decreased total open position to 43


On 12 Nov ICICIPRULI was trading at 632.95. The strike last trading price was 4.45, which was 0.65 higher than the previous day. The implied volatity was 24.05, the open interest changed by 10 which increased total open position to 46


On 11 Nov ICICIPRULI was trading at 624.70. The strike last trading price was 3.8, which was 0.85 higher than the previous day. The implied volatity was 24.61, the open interest changed by 8 which increased total open position to 35


On 10 Nov ICICIPRULI was trading at 614.80. The strike last trading price was 2.95, which was -0.2 lower than the previous day. The implied volatity was 25.57, the open interest changed by 15 which increased total open position to 26


On 7 Nov ICICIPRULI was trading at 615.35. The strike last trading price was 3.15, which was 1.1 higher than the previous day. The implied volatity was 23.90, the open interest changed by 3 which increased total open position to 10


On 3 Nov ICICIPRULI was trading at 599.25. The strike last trading price was 2.05, which was 0.15 higher than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 7


On 31 Oct ICICIPRULI was trading at 591.15. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 30 Oct ICICIPRULI was trading at 600.40. The strike last trading price was 2.25, which was -0.4 lower than the previous day. The implied volatity was 23.86, the open interest changed by 0 which decreased total open position to 5


On 29 Oct ICICIPRULI was trading at 601.00. The strike last trading price was 2.65, which was -0.95 lower than the previous day. The implied volatity was 24.22, the open interest changed by -9 which decreased total open position to 8


On 23 Oct ICICIPRULI was trading at 607.15. The strike last trading price was 3.6, which was 0.65 higher than the previous day. The implied volatity was 23.74, the open interest changed by 0 which decreased total open position to 18


On 16 Oct ICICIPRULI was trading at 587.00. The strike last trading price was 2.95, which was -1.4 lower than the previous day. The implied volatity was 25.27, the open interest changed by -1 which decreased total open position to 19


On 15 Oct ICICIPRULI was trading at 588.00. The strike last trading price was 4.45, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 14


On 10 Oct ICICIPRULI was trading at 597.70. The strike last trading price was 5.55, which was -0.1 lower than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 8


On 7 Oct ICICIPRULI was trading at 603.50. The strike last trading price was 5.65, which was 0.75 higher than the previous day. The implied volatity was 24.68, the open interest changed by 6 which increased total open position to 7


ICICIPRULI 30DEC2025 700 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 623.60 69 -32.45 - 0 0 0
8 Dec 616.25 69 -32.45 - 0 0 2
5 Dec 626.05 69 -32.45 - 0 0 0
4 Dec 615.35 69 -32.45 - 0 0 0
3 Dec 611.25 69 -32.45 - 0 0 0
2 Dec 616.55 69 -32.45 - 0 0 0
1 Dec 621.55 69 -32.45 - 0 0 0
28 Nov 619.75 69 -32.45 - 0 0 0
27 Nov 625.25 69 -32.45 - 0 0 0
26 Nov 621.90 69 -32.45 - 0 0 0
25 Nov 612.25 69 -32.45 - 0 0 0
24 Nov 607.35 69 -32.45 - 0 0 0
21 Nov 610.90 69 -32.45 - 0 0 0
20 Nov 618.40 69 -32.45 - 0 0 0
19 Nov 613.95 69 -32.45 - 0 2 0
18 Nov 626.80 69 -32.45 22.18 2 1 1
17 Nov 630.60 101.45 0 - 0 0 0
14 Nov 629.45 101.45 0 - 0 0 0
13 Nov 630.10 101.45 0 - 0 0 0
12 Nov 632.95 101.45 0 - 0 0 0
11 Nov 624.70 101.45 0 - 0 0 0
10 Nov 614.80 101.45 0 - 0 0 0
7 Nov 615.35 101.45 0 - 0 0 0
3 Nov 599.25 101.45 0 - 0 0 0
31 Oct 591.15 101.45 0 - 0 0 0
30 Oct 600.40 101.45 0 - 0 0 0
29 Oct 601.00 101.45 0 - 0 0 0
23 Oct 607.15 0 0 - 0 0 0
16 Oct 587.00 0 0 - 0 0 0
15 Oct 588.00 0 0 - 0 0 0
10 Oct 597.70 0 0 - 0 0 0
7 Oct 603.50 0 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 700 expiring on 30DEC2025

Delta for 700 PE is -

Historical price for 700 PE is as follows

On 9 Dec ICICIPRULI was trading at 623.60. The strike last trading price was 69, which was -32.45 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 69, which was -32.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 69, which was -32.45 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 69, which was -32.45 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 69, which was -32.45 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 69, which was -32.45 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 69, which was -32.45 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 69, which was -32.45 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 69, which was -32.45 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 69, which was -32.45 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 69, which was -32.45 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 69, which was -32.45 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 69, which was -32.45 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 69, which was -32.45 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 69, which was -32.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 18 Nov ICICIPRULI was trading at 626.80. The strike last trading price was 69, which was -32.45 lower than the previous day. The implied volatity was 22.18, the open interest changed by 1 which increased total open position to 1


On 17 Nov ICICIPRULI was trading at 630.60. The strike last trading price was 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 Oct ICICIPRULI was trading at 607.15. The strike last trading price was 0, 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 Oct ICICIPRULI was trading at 587.00. The strike last trading price was 0, 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 Oct ICICIPRULI was trading at 588.00. The strike last trading price was 0, 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 Oct ICICIPRULI was trading at 597.70. The strike last trading price was 0, 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 Oct ICICIPRULI was trading at 603.50. The strike last trading price was 0, 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