ICICIBANK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 700
Spot
1,387.36
Future
1,407.00
Forward
1,407.00
PCR (OI)
2.00
Puts 1,400 / Calls 700
PCR (volume)
—
Puts — / Calls —
Max pain
1,400
strike with least total payout to holders
Highest OI
1,400 CE · 1,400 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 16.11 | 0.00 | 247.50 | 1,160 | 2.65 | 0.00 | 19.39 | — | — | Neutral | ||||||
| Neutral | — | — | 18.02 | 0.00 | 210.80 | 1,200 | 5.35 | 0.00 | 19.39 | — | — | Neutral | ||||||
| Neutral | — | — | 18.59 | 0.00 | 176.00 | 1,240 | 9.95 | 0.00 | 19.41 | — | — | Neutral | ||||||
| Neutral | — | — | 18.73 | 0.00 | 159.50 | 1,260 | 13.10 | 0.00 | 19.42 | — | — | Neutral | ||||||
| Neutral | — | — | 18.85 | 0.00 | 143.70 | 1,280 | 17.00 | 0.00 | 19.43 | — | — | Neutral | ||||||
| Neutral | — | — | 18.92 | 0.00 | 128.75 | 1,300 | 21.75 | 0.00 | 19.44 | — | — | Neutral | ||||||
| Neutral | — | — | 18.99 | 0.00 | 114.50 | 1,320 | 27.25 | 0.00 | 19.46 | — | — | Neutral | ||||||
| Neutral | — | — | 19.03 | 0.00 | 101.30 | 1,340 | 33.70 | 0.00 | 19.48 | — | — | Neutral | ||||||
| Neutral | — | — | 19.07 | 0.00 | 89.00 | 1,360 | 41.10 | 0.00 | 19.50 | — | — | Neutral | ||||||
| Neutral | — | — | 19.10 | 0.00 | 77.70 | 1,380 | 49.50 | 0.00 | 19.52 | — | — | Neutral | ||||||
| Neutral | 700 | — | 19.12 | 0.00 | 50.00 | 1,400 | 41.20 | 0.00 | 19.55 | — | 1,400 | Neutral | ||||||
| Neutral | — | — | 19.14 | 0.00 | 58.05 | 1,420 | 69.25 | 0.00 | 19.58 | — | — | Neutral | ||||||
| Neutral | — | — | 19.16 | 0.00 | 49.70 | 1,440 | 80.55 | 0.00 | 19.62 | — | — | Neutral | ||||||
| Neutral | — | — | 19.17 | 0.00 | 42.25 | 1,460 | 92.80 | 0.00 | 19.67 | — | — | Neutral | ||||||
| Neutral | — | — | 19.18 | 0.00 | 35.65 | 1,480 | 105.90 | 0.00 | 19.73 | — | — | Neutral | ||||||
| Neutral | — | — | 19.19 | 0.00 | 29.90 | 1,500 | 119.85 | 0.00 | 19.81 | — | — | Neutral | ||||||
| Neutral | — | — | 19.20 | 0.00 | 25.00 | 1,520 | 134.65 | 0.00 | 19.90 | — | — | Neutral | ||||||
| Neutral | — | — | 19.21 | 0.00 | 17.00 | 1,560 | 166.05 | 0.00 | 20.17 | — | — | Neutral | ||||||
| Neutral | — | — | 19.22 | 0.00 | 11.30 | 1,600 | 199.70 | 0.00 | 20.59 | — | — | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.