ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
12 Dec 2025 04:10 PM IST
| ICICIPRULI 30-DEC-2025 720 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.15
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 647.55 | 0.8 | 0.3 | 26.87 | 70 | 0 | 80 | |||||||||
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| 11 Dec | 635.85 | 0.5 | -0.15 | 28.01 | 76 | 47 | 79 | |||||||||
| 10 Dec | 642.85 | 0.65 | -0.4 | 25.98 | 42 | 22 | 31 | |||||||||
| 8 Dec | 616.25 | 1.05 | -0.9 | - | 0 | 0 | 9 | |||||||||
| 19 Nov | 613.95 | 1.05 | -0.9 | 25.74 | 28 | 8 | 9 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 720 expiring on 30DEC2025
Delta for 720 CE is 0.05
Historical price for 720 CE is as follows
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 0.8, which was 0.3 higher than the previous day. The implied volatity was 26.87, the open interest changed by 0 which decreased total open position to 80
On 11 Dec ICICIPRULI was trading at 635.85. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 28.01, the open interest changed by 47 which increased total open position to 79
On 10 Dec ICICIPRULI was trading at 642.85. The strike last trading price was 0.65, which was -0.4 lower than the previous day. The implied volatity was 25.98, the open interest changed by 22 which increased total open position to 31
On 8 Dec ICICIPRULI was trading at 616.25. The strike last trading price was 1.05, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Nov ICICIPRULI was trading at 613.95. The strike last trading price was 1.05, which was -0.9 lower than the previous day. The implied volatity was 25.74, the open interest changed by 8 which increased total open position to 9
| ICICIPRULI 30DEC2025 720 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 | 118.85 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 635.85 | 118.85 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 642.85 | 118.85 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 616.25 | 118.85 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 613.95 | 118.85 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 720 expiring on 30DEC2025
Delta for 720 PE is -
Historical price for 720 PE is as follows
On 12 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 118.85, 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 118.85, 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 118.85, 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 118.85, 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 118.85, 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































































































































































































































