ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
12 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 710 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.19
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 647.55 | 1.05 | 0.5 | 25.29 | 43 | 26 | 70 | |||||||||
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| 11 Dec | 635.85 | 0.55 | -0.4 | 25.74 | 64 | -20 | 44 | |||||||||
| 10 Dec | 642.85 | 0.95 | -0.1 | 25.08 | 59 | 37 | 63 | |||||||||
| 8 Dec | 616.25 | 1.05 | -0.25 | - | 0 | 0 | 26 | |||||||||
| 24 Nov | 607.35 | 1.05 | -0.25 | 27.90 | 26 | 18 | 24 | |||||||||
| 21 Nov | 610.90 | 1.3 | -0.05 | 26.81 | 4 | -1 | 6 | |||||||||
| 20 Nov | 618.40 | 1.35 | 0.15 | 24.25 | 21 | 4 | 6 | |||||||||
| 19 Nov | 613.95 | 1.2 | -4.8 | 24.45 | 2 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 710 expiring on 30DEC2025
Delta for 710 CE is 0.07
Historical price for 710 CE is as follows
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 1.05, which was 0.5 higher than the previous day. The implied volatity was 25.29, the open interest changed by 26 which increased total open position to 70
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 25.74, the open interest changed by -20 which decreased total open position to 44
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 25.08, the open interest changed by 37 which increased total open position to 63
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 27.90, the open interest changed by 18 which increased total open position to 24
On 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 26.81, the open interest changed by -1 which decreased total open position to 6
On 20 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 24.25, the open interest changed by 4 which increased total open position to 6
On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 1.2, which was -4.8 lower than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 0
| ICICIPRULI 30DEC2025 710 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 647.55 | 110.05 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 635.85 | 110.05 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 642.85 | 110.05 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 616.25 | 110.05 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 607.35 | 110.05 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 610.90 | 110.05 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 618.40 | 110.05 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 613.95 | 110.05 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 710 expiring on 30DEC2025
Delta for 710 PE is -
Historical price for 710 PE is as follows
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 110.05, 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 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 110.05, 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 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 110.05, 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 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 110.05, 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 24 Nov ICICIPRULI was trading at 607.35. The strike last trading price was 110.05, 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 21 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 110.05, 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 Nov ICICIPRULI was trading at 618.40. The strike last trading price was 110.05, 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 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 110.05, 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































































































































































































































