Historical option data for ICICIPRULI
11 Jun 2026 04:10 PM IST
| ICICIPRULI 30-Jun-2026 (18d) 485 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0
Theta: -0.25
Gamma: 0.01038
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 460.40 | 3.85 | -2.15 (-35.83%) | 27.73 | 68 | -3 | 125 | |||||||||
| 10 Jun | 465.80 | 5.65 | -3.35 (-37.22%) | 27.98 | 106 | 15 | 128 | |||||||||
| 9 Jun | 474.75 | 9.3 | -0.7 (-7.00%) | 28.65 | 132 | 2 | 112 | |||||||||
| 8 Jun | 475.40 | 9.5 | -5.5 (-36.67%) | 29.14 | 138 | -11 | 108 | |||||||||
| 5 Jun | 483.25 | 14.9 | 3.9 (35.45%) | 29.25 | 680 | 79 | 128 | |||||||||
| 4 Jun | 477.10 | 11.3 | 0.3 (2.73%) | 27.13 | 41 | 5 | 49 | |||||||||
| 3 Jun | 476.90 | 11.25 | -2.75 (-19.64%) | 25.06 | 92 | 2 | 42 | |||||||||
| 2 Jun | 482.45 | 14.55 | -27.45 (-65.36%) | 26.61 | 92 | 39 | 41 | |||||||||
| 1 Jun | 488.60 | 41.8 | -0.2 (-0.48%) | - | 4 | 0 | 2 | |||||||||
| 29 May | 503.95 | 41.8 | -0.2 (-0.48%) | - | 4 | 0 | 2 | |||||||||
| 27 May | 522.90 | 41.8 | -0.2 (-0.48%) | - | 4 | 0 | 2 | |||||||||
| 26 May | 522.70 | 41.8 | -0.2 (-0.48%) | - | 4 | 0 | 2 | |||||||||
| 25 May | 526.70 | 41.8 | -0.2 (-0.48%) | 22.96 | 4 | 0 | 2 | |||||||||
| 22 May | 520.05 | 41.8 | -7.2 (-14.69%) | 22.96 | 4 | 2 | 2 | |||||||||
| 18 May | 515.40 | 0 | -49.45 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 535.60 | 0 | -49.45 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 541.70 | 0 | -49.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 542.50 | 0 | -49.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 541.50 | 0 | -49.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 565.60 | 0 | -49.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 567.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 562.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 550.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 537.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 535.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 513.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 524.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 485 expiring on 30JUN2026
Delta for 485 CE is 0.23
Historical price for 485 CE is as follows
On 11 Jun ICICIPRULI was trading at 460.40. The strike last trading price was 3.85, which was -2.15 lower than the previous day. The implied volatity was 27.73, the open interest changed by -3 which decreased total open position to 125
On 10 Jun ICICIPRULI was trading at 465.80. The strike last trading price was 5.65, which was -3.35 lower than the previous day. The implied volatity was 27.98, the open interest changed by 15 which increased total open position to 128
On 9 Jun ICICIPRULI was trading at 474.75. The strike last trading price was 9.3, which was -0.7 lower than the previous day. The implied volatity was 28.65, the open interest changed by 2 which increased total open position to 112
On 8 Jun ICICIPRULI was trading at 475.40. The strike last trading price was 9.5, which was -5.5 lower than the previous day. The implied volatity was 29.14, the open interest changed by -11 which decreased total open position to 108
On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 14.9, which was 3.9 higher than the previous day. The implied volatity was 29.25, the open interest changed by 79 which increased total open position to 128
On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 11.3, which was 0.3 higher than the previous day. The implied volatity was 27.13, the open interest changed by 5 which increased total open position to 49
On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 11.25, which was -2.75 lower than the previous day. The implied volatity was 25.06, the open interest changed by 2 which increased total open position to 42
On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 14.55, which was -27.45 lower than the previous day. The implied volatity was 26.61, the open interest changed by 39 which increased total open position to 41
On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 41.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 May ICICIPRULI was trading at 503.95. The strike last trading price was 41.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 May ICICIPRULI was trading at 522.90. The strike last trading price was 41.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 41.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 41.8, which was -0.2 lower than the previous day. The implied volatity was 22.96, the open interest changed by 0 which decreased total open position to 2
On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 41.8, which was -7.2 lower than the previous day. The implied volatity was 22.96, the open interest changed by 2 which increased total open position to 2
On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 0, which was -49.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 0, which was -49.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ICICIPRULI was trading at 541.70. The strike last trading price was 0, which was -49.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 0, which was -49.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 0, which was -49.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 0, which was -49.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 0, 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 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 0, 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 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 0, 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 May ICICIPRULI was trading at 537.35. The strike last trading price was 0, 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 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 0, 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 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 0, 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 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 0, 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 30-Jun-2026 (18d) 485 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0
Theta: -0.14
Gamma: 0.01116
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 460.40 | 25.05 | 2.95 (13.35%) | 24.5 | 18 | 4 | 54 |
| 10 Jun | 465.80 | 21.6 | 5.8 (36.71%) | 24.77 | 20 | -1 | 51 |
| 9 Jun | 474.75 | 15.95 | 3.4 (27.09%) | 23.59 | 55 | -5 | 52 |
| 8 Jun | 475.40 | 12.55 | 12.55 | - | 208 | 0 | 57 |
| 5 Jun | 483.25 | 12.65 | -3.9 (-23.56%) | 26.92 | 208 | 30 | 57 |
| 4 Jun | 477.10 | 16.55 | 16.55 (28.08%) | 27.73 | 32 | 0 | 27 |
| 3 Jun | 476.90 | 16.65 | 3.65 (28.08%) | 27.73 | 32 | 1 | 27 |
| 2 Jun | 482.45 | 13.25 | 4.2 (46.41%) | 24.75 | 76 | 25 | 25 |
| 1 Jun | 488.60 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 503.95 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 522.90 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 522.70 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 526.70 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 520.05 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 515.40 | 0 | -9.05 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 535.60 | 0 | -9.05 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 541.70 | 0 | -9.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 542.50 | 0 | -9.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 541.50 | 0 | -9.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 565.60 | 0 | -9.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 567.25 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 562.90 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 550.10 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 537.35 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 535.55 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 513.85 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 524.35 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Pru Life Ins Co Ltd - strike price 485 expiring on 30JUN2026
Delta for 485 PE is -0.79
Historical price for 485 PE is as follows
On 11 Jun ICICIPRULI was trading at 460.40. The strike last trading price was 25.05, which was 2.95 higher than the previous day. The implied volatity was 24.5, the open interest changed by 4 which increased total open position to 54
On 10 Jun ICICIPRULI was trading at 465.80. The strike last trading price was 21.6, which was 5.8 higher than the previous day. The implied volatity was 24.77, the open interest changed by -1 which decreased total open position to 51
On 9 Jun ICICIPRULI was trading at 474.75. The strike last trading price was 15.95, which was 3.4 higher than the previous day. The implied volatity was 23.59, the open interest changed by -5 which decreased total open position to 52
On 8 Jun ICICIPRULI was trading at 475.40. The strike last trading price was 12.55, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 12.65, which was -3.9 lower than the previous day. The implied volatity was 26.92, the open interest changed by 30 which increased total open position to 57
On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 16.55, which was 16.55 higher than the previous day. The implied volatity was 27.73, the open interest changed by 0 which decreased total open position to 27
On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 16.65, which was 3.65 higher than the previous day. The implied volatity was 27.73, the open interest changed by 1 which increased total open position to 27
On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 13.25, which was 4.2 higher than the previous day. The implied volatity was 24.75, the open interest changed by 25 which increased total open position to 25
On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 0, 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 May ICICIPRULI was trading at 503.95. The strike last trading price was 0, 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 27 May ICICIPRULI was trading at 522.90. The strike last trading price was 0, 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 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 0, 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 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 0, 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 May ICICIPRULI was trading at 520.05. The strike last trading price was 0, 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 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 0, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 0, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ICICIPRULI was trading at 541.70. The strike last trading price was 0, which was -9.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIPRULI was trading at 542.50. The strike last trading price was 0, which was -9.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ICICIPRULI was trading at 541.50. The strike last trading price was 0, which was -9.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ICICIPRULI was trading at 565.60. The strike last trading price was 0, which was -9.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ICICIPRULI was trading at 567.25. The strike last trading price was 0, 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 7 May ICICIPRULI was trading at 562.90. The strike last trading price was 0, 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 6 May ICICIPRULI was trading at 550.10. The strike last trading price was 0, 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 May ICICIPRULI was trading at 537.35. The strike last trading price was 0, 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 4 May ICICIPRULI was trading at 535.55. The strike last trading price was 0, 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 30 Apr ICICIPRULI was trading at 513.85. The strike last trading price was 0, 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 Apr ICICIPRULI was trading at 524.35. The strike last trading price was 0, 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
