ICICIBANK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 700

Spot

1,387.36

Future

1,389.00

Forward

1,388.59

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.81

Puts 1.62 Cr / Calls 2.00 Cr

PCR (volume)

0.73

Puts 29,031 / Calls 39,675

Max pain

1,400

strike with least total payout to holders

Highest OI

1,400 CE · 1,400 PE

ΔOI calls +29.28 L · puts +5.04 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
·	·	·	·	·	·	·	·	·	1,120	0.35	-1.35	-0.07	-0.01	38.02	6	+4,200	4,900	Short buildup
·	·	·	·	·	·	·	·	·	1,140	0.30	-0.25	-0.06	-0.01	34.56	5	+2,800	5,600	Short buildup
Neutral	2,100	—	—	47.38	0.95	-0.35	0.00	236.00	1,160	0.50	+0.10	-0.09	-0.01	34.04	58	−6,300	40,600	Short covering
Neutral	—	—	—	43.71	0.94	-0.34	0.00	262.50	1,180	0.40	0.00	-0.07	-0.01	30.26	1	—	9,100	Neutral
·	·	·	·	·	·	·	·	·	1,190	0.45	0.00	-0.00	-0.00	19.90	—	—	16,800	Neutral
Short buildup	4,200	+3,500	6	—	—	—	-13.25	182.75	1,200	0.75	+0.30	-0.11	-0.02	30.14	433	−37,800	2.68 L	Short covering
·	·	·	·	·	·	·	·	·	1,210	0.70	+0.15	-0.11	-0.02	28.37	23	+700	19,600	Long buildup
Neutral	—	—	—	36.48	0.93	-0.33	0.00	225.45	1,220	0.65	-0.05	-0.10	-0.02	26.60	42	+15,400	24,500	Short buildup
·	·	·	·	·	·	·	·	·	1,230	0.75	+0.10	-0.11	-0.02	25.74	105	+4,200	93,100	Long buildup
Neutral	3,500	—	—	33.02	0.93	-0.33	0.00	153.05	1,240	0.85	+0.10	-0.12	-0.03	24.78	116	−32,200	99,400	Short covering
Neutral	9,100	—	—	31.37	0.92	-0.33	0.00	137.15	1,250	0.90	+0.05	-0.12	-0.03	23.53	183	+4,900	2.15 L	Long buildup
Neutral	15,400	—	—	29.78	0.92	-0.33	0.00	138.00	1,260	1.15	+0.10	-0.15	-0.04	23.03	255	+2,100	2.11 L	Long buildup
Neutral	—	—	—	28.31	0.91	-0.34	0.00	63.45	1,270	1.35	+0.20	-0.16	-0.04	22.16	294	−6,300	7.45 L	Neutral
Neutral	1,400	—	—	26.97	0.90	-0.35	0.00	126.00	1,280	1.75	+0.25	-0.19	-0.06	21.71	840	+7,000	7.54 L	Neutral
Neutral	2,100	—	—	25.77	0.89	-0.37	0.00	104.25	1,290	2.30	+0.30	-0.23	-0.07	21.35	293	−1,400	1.65 L	Neutral
Short buildup	78,400	+4,900	58	21.15	0.90	-0.26	-9.15	91.35	1,300	3.05	+0.45	-0.27	-0.09	21.07	1,112	+1.33 L	9.24 L	Long buildup
Short buildup	4,900	+1,400	5	21.83	0.87	-0.34	-8.75	83.00	1,310	3.95	+0.65	-0.32	-0.12	20.70	637	+93,800	2.19 L	Long buildup
Short buildup	32,200	+700	5	21.22	0.84	-0.38	-8.55	74.10	1,320	5.05	+0.75	-0.36	-0.14	20.28	959	+4,900	10.21 L	Neutral
Long unwinding	14,700	−700	5	21.18	0.81	-0.44	-8.30	65.95	1,330	6.45	+1.00	-0.41	-0.18	19.90	1,362	+2,800	4.48 L	Neutral
Short buildup	83,300	+11,200	141	19.63	0.78	-0.45	-9.15	56.70	1,340	8.20	+1.20	-0.45	-0.22	19.53	2,172	−51,100	6.47 L	Short covering
Short buildup	3.06 L	+10,500	125	19.22	0.73	-0.49	-7.70	48.85	1,350	10.40	+1.65	-0.49	-0.26	19.21	2,328	−5,600	4.66 L	Short covering
Short buildup	4.01 L	+74,200	387	18.97	0.68	-0.53	-7.65	41.65	1,360	13.15	+2.20	-0.53	-0.31	18.96	2,049	−9,800	5.22 L	Short covering
Short buildup	6.68 L	+99,400	1,022	18.82	0.62	-0.56	-7.05	35.10	1,370	16.45	+2.65	-0.56	-0.37	18.72	2,107	+700	7.38 L	Neutral
Short buildup	17.11 L	+4.24 L	4,713	18.48	0.56	-0.57	-6.45	28.90	1,380	20.40	+3.35	-0.57	-0.43	18.52	3,939	+44,800	17.70 L	Long buildup
Short buildup	12.44 L	+2.93 L	4,189	18.31	0.50	-0.57	-5.80	23.55	1,390	24.95	+3.95	-0.57	-0.50	18.31	3,229	+95,900	10.10 L	Long buildup
Short buildup	52.63 L	+11.73 L	9,995	18.06	0.43	-0.56	-5.30	18.75	1,400	30.15	+4.85	-0.56	-0.56	18.09	4,684	+52,500	34.99 L	Long buildup
Short buildup	9.13 L	+1.94 L	3,027	18.01	0.37	-0.53	-4.25	14.85	1,410	35.90	+5.25	-0.52	-0.63	17.79	865	+23,800	3.30 L	Long buildup
Short buildup	14.50 L	+3.70 L	3,863	17.95	0.31	-0.50	-3.55	11.55	1,420	42.50	+5.80	-0.48	-0.69	17.66	656	+1.16 L	5.10 L	Long buildup
Short buildup	6.61 L	+1.11 L	2,140	17.81	0.25	-0.45	-2.95	8.75	1,430	49.50	+6.55	-0.42	-0.75	17.34	123	+14,700	1.70 L	Long buildup
Short buildup	5.63 L	+1.39 L	2,080	17.86	0.20	-0.40	-2.40	6.65	1,440	57.25	+7.15	-0.36	-0.80	17.20	36	+9,800	1.05 L	Long buildup
Short buildup	16.43 L	+1.05 L	2,821	17.92	0.16	-0.35	-1.80	5.00	1,450	65.05	+7.05	-0.28	-0.86	16.49	80	−2,100	5.40 L	Neutral
Short buildup	5.19 L	+9,100	1,441	18.05	0.13	-0.30	-1.35	3.75	1,460	82.85	0.00	-0.17	-0.91	14.93	—	—	1.36 L	Neutral
Short buildup	2.90 L	+39,200	641	18.20	0.10	-0.25	-1.00	2.80	1,470	85.00	0.00	-0.06	-0.96	12.90	—	—	17,500	Neutral
Long unwinding	3.16 L	−3,500	676	18.41	0.08	-0.21	-0.75	2.10	1,480	89.00	0.00	—	—	—	—	—	1,400	Neutral
Neutral	6.11 L	+2,800	396	18.83	0.06	-0.18	-0.50	1.65	1,490	188.00	0.00	—	—	—	—	—	—	Neutral
Short buildup	18.63 L	+27,300	870	19.53	0.05	-0.16	-0.35	1.40	1,500	111.50	+9.70	-0.06	-0.97	16.36	39	+22,400	4.58 L	Long buildup
Long unwinding	4.77 L	−7,000	289	19.56	0.04	-0.13	-0.30	1.00	1,510	206.80	0.00	—	—	—	—	—	—	Neutral
Long unwinding	2.74 L	−9,800	207	20.01	0.03	-0.11	-0.25	0.80	1,520	110.50	0.00	—	—	—	—	—	2,100	Neutral
Long unwinding	1.97 L	−44,100	254	21.36	0.02	-0.09	-0.10	0.60	1,540	126.00	0.00	—	—	—	—	—	1,400	Neutral
Short covering	2.00 L	−72,100	208	23.57	0.02	-0.09	+0.10	0.60	1,560	139.30	0.00	—	—	—	—	—	—	Neutral
Short buildup	9,100	+1,400	2	23.37	0.01	-0.06	-0.05	0.30	1,580	154.70	0.00	—	—	—	—	—	—	Neutral
Long unwinding	1.62 L	−29,400	109	24.76	0.01	-0.05	-0.05	0.25	1,600	207.50	0.00	—	—	—	—	—	41,300	Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 6.69% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.