[--[65.84.65.76]--]

ICICIPRULI

Icici Pru Life Ins Co Ltd
650.4 +4.75 (0.74%)
L: 647.65 H: 653

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Historical option data for ICICIPRULI

21 Dec 2025 04:10 PM IST
ICICIPRULI 27-JAN-2026 640 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 650.40 29 2.1 - 12 -5 41
20 Dec 650.40 29 2.1 - 12 -5 41
14 Dec 647.55 30 6.35 - 23 10 24
13 Dec 647.55 30 6.35 - 23 10 24
7 Dec 626.05 21.25 0 - 0 0 0
5 Dec 626.05 21.25 0 0.68 0 0 0
30 Nov 619.75 21.25 0 - 0 0 0
29 Nov 619.75 21.25 0 - 0 0 0
23 Nov 610.90 21.25 0 - 0 0 0
22 Nov 610.90 21.25 0 - 0 0 0
16 Nov 629.45 21.25 0 - 0 0 0
15 Nov 629.45 21.25 0 - 0 0 0
14 Nov 629.45 21.25 0 - 0 0 0
9 Nov 616.95 21.25 0 - 0 0 0
8 Nov 616.95 21.25 0 - 0 0 0
2 Nov 591.15 21.25 0 - 0 0 0
1 Nov 591.15 21.25 0 - 0 0 0


For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 27JAN2026

Delta for 640 CE is -

Historical price for 640 CE is as follows

On 21 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 29, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 41


On 20 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 29, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 41


On 14 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 30, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 24


On 13 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 30, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 24


On 7 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 21.25, 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 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0


On 30 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 21.25, 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 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 21.25, 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 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 21.25, 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 22 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 21.25, 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 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 21.25, 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 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 21.25, 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 21.25, 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 9 Nov ICICIPRULI was trading at 616.95. The strike last trading price was 21.25, 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 Nov ICICIPRULI was trading at 616.95. The strike last trading price was 21.25, 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 2 Nov ICICIPRULI was trading at 591.15. The strike last trading price was 21.25, 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 1 Nov ICICIPRULI was trading at 591.15. The strike last trading price was 21.25, 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


ICICIPRULI 27JAN2026 640 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 650.40 13.5 -1.6 - 30 21 53
20 Dec 650.40 13.5 -1.6 - 30 21 53
14 Dec 647.55 16 -2.4 - 2 0 19
13 Dec 647.55 16 -2.4 - 2 0 19
7 Dec 626.05 26 -4.7 - 1 0 12
5 Dec 626.05 26 -4.7 25.00 1 0 12
30 Nov 619.75 30 -9 - 0 0 0
29 Nov 619.75 30 -9 - 0 0 0
23 Nov 610.90 41 13 - 1 1 1
22 Nov 610.90 41 13 - 1 1 1
16 Nov 629.45 28 -15.85 - 0 0 0
15 Nov 629.45 28 -15.85 - 0 0 0
14 Nov 629.45 28 -15.85 - 0 0 0
9 Nov 616.95 43.85 -7.25 - 0 0 0
8 Nov 616.95 43.85 -7.25 - 0 0 0
2 Nov 591.15 43.85 -7.25 - 1 1 0
1 Nov 591.15 43.85 -7.25 - 1 1 0


For Icici Pru Life Ins Co Ltd - strike price 640 expiring on 27JAN2026

Delta for 640 PE is -

Historical price for 640 PE is as follows

On 21 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 13.5, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 53


On 20 Dec ICICIPRULI was trading at 650.40. The strike last trading price was 13.5, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 53


On 14 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 16, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 13 Dec ICICIPRULI was trading at 647.55. The strike last trading price was 16, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 7 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 26, which was -4.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 5 Dec ICICIPRULI was trading at 626.05. The strike last trading price was 26, which was -4.7 lower than the previous day. The implied volatity was 25.00, the open interest changed by 0 which decreased total open position to 12


On 30 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 30, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov ICICIPRULI was trading at 619.75. The strike last trading price was 30, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 41, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 22 Nov ICICIPRULI was trading at 610.90. The strike last trading price was 41, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 16 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 28, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Nov ICICIPRULI was trading at 629.45. The strike last trading price was 28, which was -15.85 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 28, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Nov ICICIPRULI was trading at 616.95. The strike last trading price was 43.85, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov ICICIPRULI was trading at 616.95. The strike last trading price was 43.85, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Nov ICICIPRULI was trading at 591.15. The strike last trading price was 43.85, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Nov ICICIPRULI was trading at 591.15. The strike last trading price was 43.85, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0