ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
09 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 700 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.13
Theta: -0.09
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































