[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
630.5 -7.45 (-1.17%)
L: 627 H: 639.6

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Historical option data for ICICIPRULI

17 Dec 2025 04:10 PM IST
ICICIPRULI 30-DEC-2025 720 CE
Delta: 0.02
Vega: 0.06
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 630.50 0.3 -0.25 33.05 77 53 165
16 Dec 637.95 0.55 -0.15 33.42 68 34 109
15 Dec 648.50 0.65 -0.15 28.80 49 6 76
12 Dec 647.55 0.8 0.3 26.87 70 0 80
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 0.02

Historical price for 720 CE is as follows

On 17 Dec ICICIPRULI was trading at 630.50. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 33.05, the open interest changed by 53 which increased total open position to 165


On 16 Dec ICICIPRULI was trading at 637.95. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 33.42, the open interest changed by 34 which increased total open position to 109


On 15 Dec ICICIPRULI was trading at 648.50. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 28.80, the open interest changed by 6 which increased total open position to 76


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
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 630.50 118.85 0 - 0 0 0
16 Dec 637.95 118.85 0 - 0 0 0
15 Dec 648.50 118.85 0 - 0 0 0
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 17 Dec ICICIPRULI was trading at 630.50. 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 16 Dec ICICIPRULI was trading at 637.95. 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


On 15 Dec ICICIPRULI was trading at 648.50. 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 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