ICICIBANK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 700

Spot

1,387.36

Future

1,398.20

Forward

1,397.68

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.92

Puts 3.99 L / Calls 4.34 L

PCR (volume)

0.57

Puts 279 / Calls 489

Max pain

1,400

strike with least total payout to holders

Highest OI

1,400 CE · 1,300 PE

ΔOI calls +1.82 L · puts +79,100

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
Neutral	—	—	—	26.39	0.94	-0.08	0.00	142.60	1,180	13.10	0.00	-0.03	-0.01	19.14	—	—	—	Neutral
Neutral	—	—	—	24.83	0.94	-0.09	0.00	127.05	1,200	17.25	0.00	-0.04	-0.02	19.15	—	—	—	Neutral
Neutral	—	—	—	23.53	0.93	-0.11	0.00	112.40	1,220	22.35	0.00	-0.07	-0.03	19.13	—	—	—	Neutral
Neutral	—	—	—	22.50	0.91	-0.13	0.00	98.65	1,240	2.40	-25.90	-0.10	-0.05	19.17	1	+700	700	Short buildup
Neutral	—	—	—	21.72	0.89	-0.16	0.00	86.00	1,260	35.35	0.00	-0.13	-0.08	19.10	—	—	—	Neutral
Neutral	—	—	—	21.42	0.87	-0.18	0.00	140.55	1,270	9.90	0.00	-0.15	-0.10	19.10	—	—	—	Neutral
Neutral	—	—	—	21.16	0.85	-0.20	0.00	74.35	1,280	5.40	-3.10	-0.16	-0.11	18.51	26	+7,700	9,100	Short buildup
Neutral	—	—	—	20.94	0.84	-0.22	0.00	124.40	1,290	7.95	+1.60	-0.21	-0.14	19.55	8	+700	3,500	Long buildup
Long buildup	4,200	+4,200	7	14.48	0.89	-0.10	+36.60	100.40	1,300	8.10	+0.80	-0.20	-0.15	18.37	87	+23,800	1.72 L	Long buildup
Neutral	—	—	—	20.58	0.79	-0.26	0.00	109.20	1,310	9.35	-8.75	-0.22	-0.17	17.98	8	+4,200	4,200	Short buildup
Neutral	—	—	—	20.44	0.77	-0.28	0.00	54.30	1,320	12.90	+0.65	-0.26	-0.21	18.96	5	+3,500	4,900	Long buildup
Neutral	—	—	—	20.32	0.74	-0.30	0.00	94.85	1,330	23.55	0.00	-0.28	-0.24	19.01	—	—	—	Neutral
Neutral	—	—	—	20.22	0.71	-0.32	0.00	45.90	1,340	74.05	0.00	-0.30	-0.27	19.00	—	—	—	Neutral
Long buildup	6,300	+5,600	27	17.14	0.70	-0.27	+11.05	65.05	1,350	30.20	0.00	-0.32	-0.31	18.98	—	—	—	Neutral
Neutral	4,200	—	—	20.06	0.64	-0.34	0.00	57.25	1,360	21.45	+2.35	-0.30	-0.33	17.28	32	+9,800	52,500	Long buildup
Neutral	—	—	—	19.99	0.61	-0.36	0.00	69.70	1,370	24.40	-13.55	-0.30	-0.37	16.90	29	+19,600	19,600	Short buildup
Short buildup	4,200	+1,400	4	17.03	0.58	-0.31	-5.70	46.30	1,380	28.80	+3.10	-0.31	-0.41	17.03	20	+5,600	45,500	Long buildup
Neutral	—	—	—	19.89	0.54	-0.37	0.00	58.90	1,390	31.80	0.00	-0.35	-0.45	18.88	—	—	700	Neutral
Short buildup	1.17 L	+34,300	170	16.86	0.50	-0.32	-6.10	35.65	1,400	37.65	+2.95	-0.31	-0.49	16.72	63	+3,500	76,300	Long buildup
Neutral	1,400	—	—	19.80	0.47	-0.37	0.00	42.00	1,410	57.05	0.00	-0.35	-0.53	18.82	—	—	—	Neutral
Neutral	22,400	—	5	17.05	0.42	-0.31	-9.05	27.45	1,420	44.65	0.00	-0.34	-0.56	18.78	—	—	2,100	Neutral
Neutral	—	—	—	19.74	0.40	-0.36	0.00	40.75	1,430	68.35	0.00	-0.33	-0.60	18.73	—	—	—	Neutral
Neutral	700	—	—	19.72	0.36	-0.35	0.00	27.50	1,440	144.25	0.00	-0.32	-0.64	18.68	—	—	—	Neutral
Neutral	—	—	—	19.69	0.33	-0.34	0.00	33.40	1,450	80.80	0.00	-0.31	-0.67	18.63	—	—	—	Neutral
Short buildup	97,300	+37,100	78	16.49	0.26	-0.25	-3.65	13.85	1,460	160.55	0.00	-0.29	-0.70	18.56	—	—	—	Neutral
Neutral	—	—	—	19.65	0.27	-0.31	0.00	27.10	1,470	94.25	0.00	-0.27	-0.74	18.49	—	—	—	Neutral
Short buildup	41,300	+39,900	77	16.63	0.20	-0.22	-3.10	9.90	1,480	177.45	0.00	-0.25	-0.77	18.40	—	—	—	Neutral
Neutral	4,900	—	—	19.61	0.21	-0.27	0.00	11.75	1,490	108.80	0.00	-0.23	-0.79	18.31	—	—	—	Neutral
Short buildup	1.11 L	+51,800	108	16.92	0.15	-0.19	-2.05	7.15	1,500	106.00	0.00	-0.20	-0.82	18.19	—	—	7,700	Neutral
Neutral	—	—	—	19.59	0.17	-0.23	0.00	17.30	1,510	124.05	0.00	-0.18	-0.84	18.06	—	—	—	Neutral
Neutral	8,400	—	—	19.58	0.15	-0.22	0.00	6.60	1,520	212.65	0.00	-0.15	-0.87	17.91	—	—	—	Neutral
Short buildup	7,700	+7,700	13	17.54	0.09	-0.13	-1.85	3.70	1,540	230.80	0.00	-0.10	-0.91	17.48	—	—	—	Neutral
Neutral	2,800	—	—	19.53	0.08	-0.14	0.00	3.45	1,560	249.30	0.00	-0.06	-0.94	16.82	—	—	—	Neutral
Neutral	—	—	—	19.52	0.06	-0.11	0.00	3.35	1,580	268.00	0.00	-0.01	-0.97	15.59	—	—	—	Neutral
Neutral	—	—	—	19.49	0.04	-0.09	0.00	2.60	1,600	286.95	0.00	—	—	—	—	—	—	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 3 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.