ICICIGI option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 325
Spot
1,558.40
Future
1,556.60
Forward
1,555.43
PCR (OI)
0.58
Puts 6.49 L / Calls 11.17 L
PCR (volume)
0.59
Puts 2,252 / Calls 3,822
Max pain
1,600
strike with least total payout to holders
Highest OI
1,620 CE · 1,600 PE
ΔOI calls +91,325 · puts +26,325
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,320 | 1.00 | 0.00 | 25.56 | — | 325 | Neutral | |||
| Neutral | — | — | 46.06 | 0.00 | 287.70 | 1,360 | 1.50 | -1.00 | 30.95 | +650 | 975 | Short buildup | ||||||
| Neutral | 975 | — | 39.99 | 0.00 | 187.45 | 1,400 | 2.90 | +0.30 | 28.99 | +8,450 | 12,025 | Long buildup | ||||||
| Neutral | — | — | 35.30 | 0.00 | 222.00 | 1,440 | 6.10 | +1.05 | 27.81 | +650 | 30,875 | Long buildup | ||||||
| Neutral | — | — | 33.55 | 0.00 | 110.25 | 1,460 | 8.55 | +1.70 | 27.12 | −4,225 | 29,250 | Short covering | ||||||
| Neutral | — | — | 32.15 | 0.00 | 192.25 | 1,480 | 12.35 | +2.85 | 26.91 | +325 | 34,125 | Neutral | ||||||
| Short buildup | 975 | +325 | 21.55 | -23.60 | 66.40 | 1,500 | 17.55 | +4.25 | 26.87 | +15,925 | 76,375 | Long buildup | ||||||
| Neutral | — | — | 30.22 | 0.00 | 164.70 | 1,520 | 24.30 | +7.05 | 26.93 | +17,550 | 56,550 | Long buildup | ||||||
| Short buildup | 19,175 | +17,550 | 26.09 | -27.35 | 46.65 | 1,540 | 30.95 | +7.45 | 25.86 | −4,225 | 39,975 | Short covering | ||||||
| Short buildup | 23,725 | +11,375 | 25.72 | -15.90 | 35.95 | 1,560 | 40.50 | +10.05 | 25.72 | −2,925 | 40,625 | Short covering | ||||||
| Short buildup | 62,400 | +5,525 | 26.05 | -13.25 | 27.90 | 1,580 | 52.40 | +12.65 | 26.07 | — | 56,550 | Neutral | ||||||
| Long unwinding | 2.24 L | −14,950 | 26.20 | -10.55 | 21.10 | 1,600 | 65.00 | +15.85 | 25.84 | −2,925 | 1.46 L | Short covering | ||||||
| Neutral | 2.89 L | +1,950 | 26.36 | -8.75 | 15.70 | 1,620 | 74.50 | +16.25 | 21.68 | −325 | 20,800 | Short covering | ||||||
| Short buildup | 40,625 | +9,100 | 26.35 | -6.30 | 11.30 | 1,640 | 90.70 | 0.00 | 19.73 | — | 21,450 | Neutral | ||||||
| Short buildup | 37,375 | +5,850 | 27.16 | -4.55 | 8.70 | 1,660 | 98.10 | 0.00 | 16.28 | — | 2,600 | Neutral | ||||||
| Short buildup | 63,050 | +40,300 | 27.75 | -3.20 | 6.55 | 1,680 | 95.00 | 0.00 | — | — | 1,950 | Neutral | ||||||
| Short buildup | 1.45 L | +2,925 | 27.91 | -2.30 | 4.65 | 1,700 | 144.00 | +8.75 | 12.64 | −325 | 61,425 | Neutral | ||||||
| Short buildup | 25,350 | +6,500 | 28.25 | -1.85 | 3.35 | 1,720 | 141.00 | 0.00 | — | — | 650 | Neutral | ||||||
| Short buildup | 15,275 | +7,150 | 29.41 | -1.10 | 2.75 | 1,740 | 148.00 | 0.00 | — | — | 1,300 | Neutral | ||||||
| Short buildup | 41,600 | +650 | 30.73 | -0.60 | 2.35 | 1,760 | 103.85 | 0.00 | — | — | 2,275 | Neutral | ||||||
| Neutral | 4,225 | — | 27.17 | 0.00 | 5.60 | 1,780 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 59,150 | −2,275 | 33.24 | -0.10 | 1.75 | 1,800 | 230.80 | 0.00 | — | — | 13,000 | Neutral | ||||||
| Neutral | 11,375 | — | 27.08 | 0.00 | 1.90 | 1,820 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1,300 | — | 26.95 | 0.00 | 1.40 | 1,840 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 2,600 | — | 26.86 | 0.00 | 4.35 | 1,860 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 44,525 | −1,950 | 37.66 | +0.10 | 1.00 | 1,880 | 310.00 | +102.00 | — | −2,275 | — | Short covering | ||||||
| Long buildup | 6,175 | +1,300 | 38.37 | +0.15 | 0.60 | 1,920 | 265.00 | 0.00 | — | — | 325 | 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 7.14% (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.