ICICIGI option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 350

Spot

1,558.40

Future

1,565.00

Forward

1,565.00

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

—

Puts — / Calls —

PCR (volume)

—

Puts — / Calls —

Max pain

—

strike with least total payout to holders

Highest OI

— CE · — PE

ΔOI calls +— · puts +—

Open interest by strike

CallsPuts│ ATM

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	33.97	0.81	-0.34	0.00	254.85	1,360	17.65	0.00	-0.21	-0.11	25.19	—	—	—	Neutral
Neutral	—	—	—	32.33	0.77	-0.38	0.00	223.05	1,400	25.25	0.00	-0.27	-0.16	25.07	—	—	—	Neutral
Neutral	—	—	—	31.09	0.73	-0.41	0.00	193.45	1,440	35.00	0.00	-0.32	-0.22	24.91	—	—	—	Neutral
Neutral	—	—	—	30.17	0.67	-0.45	0.00	166.00	1,480	46.95	0.00	-0.37	-0.29	24.72	—	—	—	Neutral
Neutral	—	—	—	29.49	0.60	-0.48	0.00	141.10	1,520	61.45	0.00	-0.40	-0.37	24.49	—	—	—	Neutral
Neutral	—	—	—	28.97	0.53	-0.49	0.00	118.80	1,560	78.50	0.00	-0.41	-0.46	24.20	—	—	—	Neutral
Neutral	—	—	—	28.57	0.46	-0.49	0.00	99.00	1,600	98.10	0.00	-0.40	-0.55	23.84	—	—	—	Neutral
Neutral	—	—	—	28.26	0.38	-0.47	0.00	81.70	1,640	120.20	0.00	-0.36	-0.63	23.36	—	—	—	Neutral
Neutral	—	—	—	28.02	0.32	-0.43	0.00	66.80	1,680	144.65	0.00	-0.31	-0.71	22.72	—	—	—	Neutral
Neutral	—	—	—	27.82	0.26	-0.39	0.00	54.10	1,720	171.35	0.00	-0.23	-0.79	21.81	—	—	—	Neutral
Neutral	—	—	—	27.66	0.20	-0.34	0.00	43.50	1,760	200.10	0.00	-0.15	-0.86	20.42	—	—	—	Neutral
Neutral	—	—	—	27.42	0.12	-0.24	0.00	27.30	1,840	262.70	0.00	—	—	—	—	—	—	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 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.