ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
21 Dec 2025 04:10 PM IST
| ICICIPRULI 27-JAN-2026 640 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































