ICICIGI option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 325
Spot
1,558.40
Future
1,567.60
Forward
1,567.60
PCR (OI)
0.89
Puts 5,200 / Calls 5,850
PCR (volume)
1.31
Puts 21 / Calls 16
Max pain
1,800
strike with least total payout to holders
Highest OI
1,800 CE · 1,800 PE
ΔOI calls +4,550 · puts +3,575
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 31.03 | 0.00 | 201.85 | 1,360 | 26.95 | 0.00 | 25.87 | — | — | Neutral | ||||||
| Neutral | — | — | 29.64 | 0.00 | 173.05 | 1,400 | 37.50 | 0.00 | 25.81 | — | — | Neutral | ||||||
| Neutral | — | — | 28.72 | 0.00 | 146.60 | 1,440 | 50.50 | 0.00 | 25.75 | — | — | Neutral | ||||||
| Neutral | — | — | 28.38 | 0.00 | 162.05 | 1,460 | 30.00 | 0.00 | 25.70 | — | — | Neutral | ||||||
| Neutral | — | — | 28.10 | 0.00 | 122.90 | 1,480 | 12.05 | 0.00 | 25.66 | — | — | Neutral | ||||||
| Neutral | — | — | 27.88 | 0.00 | 134.65 | 1,500 | 42.20 | 0.00 | 25.61 | — | — | Neutral | ||||||
| Neutral | — | — | 27.69 | 0.00 | 101.90 | 1,520 | 26.35 | 0.00 | 25.56 | — | 325 | Neutral | ||||||
| Neutral | — | — | 27.53 | 0.00 | 110.30 | 1,540 | 57.40 | 0.00 | 25.49 | — | — | Neutral | ||||||
| Neutral | — | — | 27.40 | 0.00 | 83.60 | 1,560 | 105.75 | 0.00 | 25.42 | — | — | Neutral | ||||||
| Neutral | — | — | 27.29 | 0.00 | 89.00 | 1,580 | 75.70 | 0.00 | 25.33 | — | — | Neutral | ||||||
| Short buildup | 975 | +975 | 22.84 | -26.00 | 41.80 | 1,600 | 45.00 | 0.00 | 25.24 | — | 325 | Neutral | ||||||
| Neutral | — | — | 27.12 | 0.00 | 70.75 | 1,620 | 97.00 | 0.00 | 25.13 | — | — | Neutral | ||||||
| Neutral | 975 | — | 27.05 | 0.00 | 90.70 | 1,640 | 51.55 | 0.00 | 25.00 | — | 975 | Neutral | ||||||
| Neutral | — | — | 26.99 | 0.00 | 55.35 | 1,660 | 121.20 | 0.00 | 24.85 | — | — | Neutral | ||||||
| Neutral | — | — | 26.94 | 0.00 | 43.25 | 1,680 | 183.65 | 0.00 | 24.66 | — | — | Neutral | ||||||
| Neutral | — | — | 26.89 | 0.00 | 42.70 | 1,700 | 148.10 | 0.00 | 24.44 | — | — | Neutral | ||||||
| Neutral | — | — | 26.85 | 0.00 | 34.15 | 1,720 | 213.95 | 0.00 | 24.17 | — | — | Neutral | ||||||
| Short buildup | 650 | +650 | 23.78 | -18.45 | 8.10 | 1,760 | 245.75 | 0.00 | 23.42 | — | — | Neutral | ||||||
| Short buildup | 3,250 | +2,925 | 14.13 | -64.80 | 0.20 | 1,800 | 243.10 | -36.05 | 31.07 | +3,575 | 3,575 | Short buildup | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.