ICICIPRULI
Icici Pru Life Ins Co Ltd
Historical option data for ICICIPRULI
01 Apr 2026 04:10 PM IST
| ICICIPRULI 28-Apr-2026 (27d) 530 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.54
Theta: -0.4
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 513.35 | 13.4 | -1.7 | 34.9 | 374 | 93 | 137 | |||||||||
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| 30 Mar | 509.55 | 15.5 | -8.7 | 37.93 | 54 | 35 | 44 | |||||||||
| 27 Mar | 530.40 | 24.1 | -99.75 | 34.71 | 12 | 9 | 9 | |||||||||
| 25 Mar | 540.60 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 537.50 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 531.25 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 552.10 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 562.90 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 588.70 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 592.45 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 583.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 592.95 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 598.50 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 601.65 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 601.55 | 123.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Pru Life Ins Co Ltd - strike price 530 expiring on 28APR2026
Delta for 530 CE is 0.41
Historical price for 530 CE is as follows
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 13.4, which was -1.7 lower than the previous day. The implied volatity was 34.9, the open interest changed by 93 which increased total open position to 137
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 15.5, which was -8.7 lower than the previous day. The implied volatity was 37.93, the open interest changed by 35 which increased total open position to 44
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 24.1, which was -99.75 lower than the previous day. The implied volatity was 34.71, the open interest changed by 9 which increased total open position to 9
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 123.85, 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 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 123.85, 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 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 123.85, 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 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 123.85, 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 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 123.85, 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 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 123.85, 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 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 123.85, 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 Mar ICICIPRULI was trading at 583.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 123.85, 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 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 123.85, 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 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 123.85, 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 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 123.85, 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
| ICICIPRULI 28-Apr-2026 (27d) 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.54
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 513.35 | 28.6 | -4.95 | 36.95 | 62 | 22 | 70 |
| 30 Mar | 509.55 | 31.9 | 11.7 | 40.85 | 24 | -5 | 48 |
| 27 Mar | 530.40 | 20.2 | 4.95 | 36.12 | 59 | 24 | 54 |
| 25 Mar | 540.60 | 15.25 | -0.6 | 33.8 | 32 | 10 | 30 |
| 24 Mar | 537.50 | 15.5 | 7.1 | 32.97 | 23 | 10 | 20 |
| 23 Mar | 531.25 | 8.4 | 3 | - | 0 | 0 | 10 |
| 20 Mar | 552.10 | 8.4 | 3 | - | 0 | 5 | 0 |
| 19 Mar | 562.90 | 8.4 | 3 | 32.8 | 5 | 3 | 8 |
| 18 Mar | 588.70 | 5.4 | 3.5 | - | 0 | 0 | 5 |
| 17 Mar | 592.45 | 5.4 | 3.5 | - | 0 | 0 | 5 |
| 16 Mar | 583.90 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 583.75 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 592.95 | 5.4 | 3.5 | - | 0 | 0 | 5 |
| 11 Mar | 598.50 | 5.4 | 3.5 | - | 0 | 0 | 5 |
| 10 Mar | 601.65 | 5.4 | 3.5 | - | 5 | 0 | 5 |
| 9 Mar | 601.55 | 5.4 | 3.5 | 36.22 | 5 | 4 | 4 |
For Icici Pru Life Ins Co Ltd - strike price 530 expiring on 28APR2026
Delta for 530 PE is -0.59
Historical price for 530 PE is as follows
On 1 Apr ICICIPRULI was trading at 513.35. The strike last trading price was 28.6, which was -4.95 lower than the previous day. The implied volatity was 36.95, the open interest changed by 22 which increased total open position to 70
On 30 Mar ICICIPRULI was trading at 509.55. The strike last trading price was 31.9, which was 11.7 higher than the previous day. The implied volatity was 40.85, the open interest changed by -5 which decreased total open position to 48
On 27 Mar ICICIPRULI was trading at 530.40. The strike last trading price was 20.2, which was 4.95 higher than the previous day. The implied volatity was 36.12, the open interest changed by 24 which increased total open position to 54
On 25 Mar ICICIPRULI was trading at 540.60. The strike last trading price was 15.25, which was -0.6 lower than the previous day. The implied volatity was 33.8, the open interest changed by 10 which increased total open position to 30
On 24 Mar ICICIPRULI was trading at 537.50. The strike last trading price was 15.5, which was 7.1 higher than the previous day. The implied volatity was 32.97, the open interest changed by 10 which increased total open position to 20
On 23 Mar ICICIPRULI was trading at 531.25. The strike last trading price was 8.4, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 20 Mar ICICIPRULI was trading at 552.10. The strike last trading price was 8.4, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 19 Mar ICICIPRULI was trading at 562.90. The strike last trading price was 8.4, which was 3 higher than the previous day. The implied volatity was 32.8, the open interest changed by 3 which increased total open position to 8
On 18 Mar ICICIPRULI was trading at 588.70. The strike last trading price was 5.4, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Mar ICICIPRULI was trading at 592.45. The strike last trading price was 5.4, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Mar ICICIPRULI was trading at 583.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ICICIPRULI was trading at 583.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ICICIPRULI was trading at 592.95. The strike last trading price was 5.4, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Mar ICICIPRULI was trading at 598.50. The strike last trading price was 5.4, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Mar ICICIPRULI was trading at 601.65. The strike last trading price was 5.4, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Mar ICICIPRULI was trading at 601.55. The strike last trading price was 5.4, which was 3.5 higher than the previous day. The implied volatity was 36.22, the open interest changed by 4 which increased total open position to 4
