Historical option data for ICICIPRULI
23 Jun 2026 12:15 PM IST
| ICICIPRULI 30-Jun-2026 (7d) 505 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0
Theta: -0.47
Gamma: 0.02382
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 505.50 | 7.2 | -1.8 (-20.00%) | 23.08 | 104 | -7 | 133 | |||||||||
| 22 Jun | 506.30 | 8.2 | 1.2 (17.14%) | 24.24 | 483 | -43 | 144 | |||||||||
| 19 Jun | 500.30 | 8.8 | -13.2 (-60.00%) | 26.02 | 530 | 88 | 184 | |||||||||
| 18 Jun | 522.10 | 22.05 | 13.05 (145.00%) | 26.19 | 364 | -7 | 95 | |||||||||
| 17 Jun | 503.65 | 8.1 | 3.1 (62.00%) | 22.62 | 407 | -76 | 100 | |||||||||
| 16 Jun | 490.35 | 4.4 | 0.4 (10.00%) | 25.01 | 277 | -87 | 176 | |||||||||
| 15 Jun | 486.15 | 4 | 2 (100.00%) | 27.49 | 304 | 65 | 263 | |||||||||
| 12 Jun | 468.15 | 1.65 | 0.65 (65.00%) | 26.56 | 52 | -3 | 198 | |||||||||
| 11 Jun | 460.40 | 1.3 | -0.7 (-35.00%) | 28.75 | 181 | 43 | 202 | |||||||||
| 10 Jun | 465.80 | 2.15 | -1.85 (-46.25%) | 28.99 | 80 | 23 | 159 | |||||||||
| 9 Jun | 474.75 | 3.7 | -0.3 (-7.50%) | 28.77 | 27 | -3 | 136 | |||||||||
| 8 Jun | 475.40 | 4.1 | -2.9 (-41.43%) | 29.57 | 50 | 0 | 139 | |||||||||
| 5 Jun | 483.25 | 7.05 | 2.05 (41.00%) | 28.74 | 185 | 40 | 139 | |||||||||
| 4 Jun | 477.10 | 5.45 | 0.45 (9.00%) | 27.28 | 62 | 0 | 99 | |||||||||
| 3 Jun | 476.90 | 5.45 | -1.55 (-22.14%) | 27.28 | 62 | 8 | 97 | |||||||||
| 2 Jun | 482.45 | 6.9 | -2.1 (-23.33%) | 27.06 | 81 | 19 | 88 | |||||||||
| 1 Jun | 488.60 | 8.6 | -27.4 (-76.11%) | 25.5 | 162 | 66 | 66 | |||||||||
| 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 | |||||||||
| 21 May | 510.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 509.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 522.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 515.40 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 535.60 | 0 | -36.15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 541.70 | 0 | -36.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 542.50 | 0 | -36.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 541.50 | 0 | -36.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 565.60 | 0 | -36.15 (-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 505 expiring on 30JUN2026
Delta for 505 CE is 0.53
Historical price for 505 CE is as follows
On 23 Jun ICICIPRULI was trading at 505.50. The strike last trading price was 7.2, which was -1.8 lower than the previous day. The implied volatity was 23.08, the open interest changed by -7 which decreased total open position to 133
On 22 Jun ICICIPRULI was trading at 506.30. The strike last trading price was 8.2, which was 1.2 higher than the previous day. The implied volatity was 24.24, the open interest changed by -43 which decreased total open position to 144
On 19 Jun ICICIPRULI was trading at 500.30. The strike last trading price was 8.8, which was -13.2 lower than the previous day. The implied volatity was 26.02, the open interest changed by 88 which increased total open position to 184
On 18 Jun ICICIPRULI was trading at 522.10. The strike last trading price was 22.05, which was 13.05 higher than the previous day. The implied volatity was 26.19, the open interest changed by -7 which decreased total open position to 95
On 17 Jun ICICIPRULI was trading at 503.65. The strike last trading price was 8.1, which was 3.1 higher than the previous day. The implied volatity was 22.62, the open interest changed by -76 which decreased total open position to 100
On 16 Jun ICICIPRULI was trading at 490.35. The strike last trading price was 4.4, which was 0.4 higher than the previous day. The implied volatity was 25.01, the open interest changed by -87 which decreased total open position to 176
On 15 Jun ICICIPRULI was trading at 486.15. The strike last trading price was 4, which was 2 higher than the previous day. The implied volatity was 27.49, the open interest changed by 65 which increased total open position to 263
On 12 Jun ICICIPRULI was trading at 468.15. The strike last trading price was 1.65, which was 0.65 higher than the previous day. The implied volatity was 26.56, the open interest changed by -3 which decreased total open position to 198
On 11 Jun ICICIPRULI was trading at 460.40. The strike last trading price was 1.3, which was -0.7 lower than the previous day. The implied volatity was 28.75, the open interest changed by 43 which increased total open position to 202
On 10 Jun ICICIPRULI was trading at 465.80. The strike last trading price was 2.15, which was -1.85 lower than the previous day. The implied volatity was 28.99, the open interest changed by 23 which increased total open position to 159
On 9 Jun ICICIPRULI was trading at 474.75. The strike last trading price was 3.7, which was -0.3 lower than the previous day. The implied volatity was 28.77, the open interest changed by -3 which decreased total open position to 136
On 8 Jun ICICIPRULI was trading at 475.40. The strike last trading price was 4.1, which was -2.9 lower than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 139
On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 7.05, which was 2.05 higher than the previous day. The implied volatity was 28.74, the open interest changed by 40 which increased total open position to 139
On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 5.45, which was 0.45 higher than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 99
On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 5.45, which was -1.55 lower than the previous day. The implied volatity was 27.28, the open interest changed by 8 which increased total open position to 97
On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 6.9, which was -2.1 lower than the previous day. The implied volatity was 27.06, the open interest changed by 19 which increased total open position to 88
On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 8.6, which was -27.4 lower than the previous day. The implied volatity was 25.5, the open interest changed by 66 which increased total open position to 66
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 21 May ICICIPRULI was trading at 510.10. 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 20 May ICICIPRULI was trading at 509.25. 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 19 May ICICIPRULI was trading at 522.15. 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 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 May ICICIPRULI was trading at 535.60. The strike last trading price was 0, which was -36.15 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 -36.15 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 -36.15 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 -36.15 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 -36.15 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 (7d) 505 PE | |||||||
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Delta: -0.47
Vega: 0
Theta: -0.4
Gamma: 0.02358
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 505.50 | 6.2 | -0.2 (-3.13%) | 23.32 | 126 | -29 | 124 |
| 22 Jun | 506.30 | 6.6 | -3.45 (-34.33%) | 24.19 | 360 | 8 | 155 |
| 19 Jun | 500.30 | 8.25 | 5.65 (217.31%) | 22.1 | 1,790 | -51 | 152 |
| 18 Jun | 522.10 | 2.5 | -7.55 (-75.12%) | 23.24 | 600 | 144 | 203 |
| 17 Jun | 503.65 | 10.5 | -6.8 (-39.31%) | 24.98 | 94 | 25 | 58 |
| 16 Jun | 490.35 | 17.3 | -17.7 (-50.57%) | 25.38 | 7 | -1 | 32 |
| 15 Jun | 486.15 | 35 | 35 (-18.60%) | 14.95 | 24 | 0 | 33 |
| 12 Jun | 468.15 | 35 | -8 (-18.60%) | 14.95 | 24 | 7 | 27 |
| 11 Jun | 460.40 | 43.15 | 5.25 (13.85%) | 28.86 | 23 | 1 | 17 |
| 10 Jun | 465.80 | 37.9 | 5.5 (16.98%) | 22.94 | 11 | -2 | 17 |
| 9 Jun | 474.75 | 32.4 | 32.4 (51.38%) | 26.76 | 16 | 0 | 19 |
| 8 Jun | 475.40 | 33 | 11.2 (51.38%) | 26.76 | 16 | 3 | 21 |
| 5 Jun | 483.25 | 21.8 | 21.8 | - | 87 | 0 | 18 |
| 4 Jun | 477.10 | 21.8 | 21.8 | - | 87 | 0 | 18 |
| 3 Jun | 476.90 | 21.8 | 21.8 | - | 87 | 0 | 18 |
| 2 Jun | 482.45 | 21.8 | 21.8 (56.47%) | 24.02 | 87 | 0 | 18 |
| 1 Jun | 488.60 | 21.75 | 7.85 (56.47%) | 24.02 | 87 | 6 | 17 |
| 29 May | 503.95 | 12.6 | 5.2 (70.27%) | 26.71 | 17 | 11 | 12 |
| 27 May | 522.90 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 26 May | 522.70 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 25 May | 526.70 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 22 May | 520.05 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 21 May | 510.10 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 20 May | 509.25 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 19 May | 522.15 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 18 May | 515.40 | 7.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 15 May | 535.60 | 7.4 | -8.15 (-52.41%) | 27.15 | 1 | 1 | 1 |
| 14 May | 541.70 | 0 | -15.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 542.50 | 0 | -15.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 541.50 | 0 | -15.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 565.60 | 0 | -15.55 (-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 505 expiring on 30JUN2026
Delta for 505 PE is -0.47
Historical price for 505 PE is as follows
On 23 Jun ICICIPRULI was trading at 505.50. The strike last trading price was 6.2, which was -0.2 lower than the previous day. The implied volatity was 23.32, the open interest changed by -29 which decreased total open position to 124
On 22 Jun ICICIPRULI was trading at 506.30. The strike last trading price was 6.6, which was -3.45 lower than the previous day. The implied volatity was 24.19, the open interest changed by 8 which increased total open position to 155
On 19 Jun ICICIPRULI was trading at 500.30. The strike last trading price was 8.25, which was 5.65 higher than the previous day. The implied volatity was 22.1, the open interest changed by -51 which decreased total open position to 152
On 18 Jun ICICIPRULI was trading at 522.10. The strike last trading price was 2.5, which was -7.55 lower than the previous day. The implied volatity was 23.24, the open interest changed by 144 which increased total open position to 203
On 17 Jun ICICIPRULI was trading at 503.65. The strike last trading price was 10.5, which was -6.8 lower than the previous day. The implied volatity was 24.98, the open interest changed by 25 which increased total open position to 58
On 16 Jun ICICIPRULI was trading at 490.35. The strike last trading price was 17.3, which was -17.7 lower than the previous day. The implied volatity was 25.38, the open interest changed by -1 which decreased total open position to 32
On 15 Jun ICICIPRULI was trading at 486.15. The strike last trading price was 35, which was 35 higher than the previous day. The implied volatity was 14.95, the open interest changed by 0 which decreased total open position to 33
On 12 Jun ICICIPRULI was trading at 468.15. The strike last trading price was 35, which was -8 lower than the previous day. The implied volatity was 14.95, the open interest changed by 7 which increased total open position to 27
On 11 Jun ICICIPRULI was trading at 460.40. The strike last trading price was 43.15, which was 5.25 higher than the previous day. The implied volatity was 28.86, the open interest changed by 1 which increased total open position to 17
On 10 Jun ICICIPRULI was trading at 465.80. The strike last trading price was 37.9, which was 5.5 higher than the previous day. The implied volatity was 22.94, the open interest changed by -2 which decreased total open position to 17
On 9 Jun ICICIPRULI was trading at 474.75. The strike last trading price was 32.4, which was 32.4 higher than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 19
On 8 Jun ICICIPRULI was trading at 475.40. The strike last trading price was 33, which was 11.2 higher than the previous day. The implied volatity was 26.76, the open interest changed by 3 which increased total open position to 21
On 5 Jun ICICIPRULI was trading at 483.25. The strike last trading price was 21.8, which was 21.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 4 Jun ICICIPRULI was trading at 477.10. The strike last trading price was 21.8, which was 21.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 3 Jun ICICIPRULI was trading at 476.90. The strike last trading price was 21.8, which was 21.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 2 Jun ICICIPRULI was trading at 482.45. The strike last trading price was 21.8, which was 21.8 higher than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 18
On 1 Jun ICICIPRULI was trading at 488.60. The strike last trading price was 21.75, which was 7.85 higher than the previous day. The implied volatity was 24.02, the open interest changed by 6 which increased total open position to 17
On 29 May ICICIPRULI was trading at 503.95. The strike last trading price was 12.6, which was 5.2 higher than the previous day. The implied volatity was 26.71, the open interest changed by 11 which increased total open position to 12
On 27 May ICICIPRULI was trading at 522.90. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May ICICIPRULI was trading at 522.70. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 May ICICIPRULI was trading at 526.70. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May ICICIPRULI was trading at 520.05. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May ICICIPRULI was trading at 510.10. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May ICICIPRULI was trading at 509.25. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May ICICIPRULI was trading at 522.15. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May ICICIPRULI was trading at 515.40. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May ICICIPRULI was trading at 535.60. The strike last trading price was 7.4, which was -8.15 lower than the previous day. The implied volatity was 27.15, the open interest changed by 1 which increased total open position to 1
On 14 May ICICIPRULI was trading at 541.70. The strike last trading price was 0, which was -15.55 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 -15.55 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 -15.55 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 -15.55 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
