ICICILIFE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 925
Spot
407.00
Future
409.25
Forward
409.72
PCR (OI)
0.61
Puts 21.54 L / Calls 35.42 L
PCR (volume)
0.42
Puts 656 / Calls 1,577
Max pain
415
strike with least total payout to holders
Highest OI
420 CE · 400 PE
ΔOI calls +2.02 L · puts −1,850
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 925 | — | — | 0.00 | 67.35 | 340 | 0.10 | 0.00 | 26.20 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 59.85 | 350 | 0.55 | 0.00 | 26.99 | — | 59,200 | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 155.55 | 360 | 0.75 | 0.00 | 27.16 | — | 24,975 | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 83.90 | 365 | 1.10 | 0.00 | 27.26 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 145.85 | 370 | 1.30 | +0.20 | 32.16 | +3,700 | 76,775 | Long buildup | ||||||
| Neutral | — | — | — | 0.00 | 74.70 | 375 | 1.85 | 0.00 | 27.36 | — | — | Neutral | ||||||
| Neutral | 42,550 | — | 42.58 | +5.50 | 35.00 | 380 | 2.40 | -0.15 | 31.10 | −53,650 | 2.48 L | Long unwinding | ||||||
| Neutral | — | — | 21.15 | 0.00 | 65.85 | 385 | 3.10 | -3.40 | 30.19 | +39,775 | 52,725 | Short buildup | ||||||
| Neutral | 12,950 | — | 22.64 | 0.00 | 26.25 | 390 | 4.15 | 0.00 | 29.84 | +925 | 37,925 | Neutral | ||||||
| Neutral | — | — | 23.55 | 0.00 | 57.40 | 395 | 6.50 | 0.00 | 27.78 | — | 9,250 | Neutral | ||||||
| Short buildup | 97,125 | +17,575 | 29.28 | -1.45 | 16.80 | 400 | 7.25 | +0.05 | 29.65 | −24,975 | 3.88 L | Short covering | ||||||
| Short buildup | 59,200 | +9,250 | 29.34 | -0.60 | 13.90 | 405 | 9.20 | -0.60 | 29.34 | +2,775 | 61,050 | Short buildup | ||||||
| Short buildup | 5.51 L | +95,275 | 29.27 | -0.90 | 11.30 | 410 | 11.70 | -0.25 | 29.57 | +31,450 | 2.69 L | Short buildup | ||||||
| Short buildup | 49,950 | +11,100 | 29.36 | -0.85 | 9.10 | 415 | 15.25 | 0.00 | 28.66 | — | 1.99 L | Neutral | ||||||
| Neutral | 5.65 L | +2,775 | 29.49 | -0.85 | 7.25 | 420 | 17.30 | 0.00 | 29.00 | — | 1.42 L | Neutral | ||||||
| Short buildup | 43,475 | +3,700 | 29.76 | -1.95 | 5.75 | 425 | 23.75 | 0.00 | 29.46 | — | 2,775 | Neutral | ||||||
| Short buildup | 4.57 L | +56,425 | 29.81 | -0.75 | 4.45 | 430 | 23.20 | 0.00 | 30.00 | — | 56,425 | Neutral | ||||||
| Short buildup | 77,700 | +17,575 | 30.40 | -0.15 | 3.55 | 435 | 16.00 | 0.00 | 30.71 | — | — | Neutral | ||||||
| Long unwinding | 4.02 L | −12,950 | 30.48 | -0.40 | 2.70 | 440 | 32.65 | -3.15 | 29.53 | +1,850 | 1.29 L | Short buildup | ||||||
| Short buildup | 25,900 | +1,850 | 30.20 | -0.50 | 1.95 | 445 | 44.00 | 0.00 | 32.58 | — | 3,700 | Neutral | ||||||
| Neutral | 4.84 L | −925 | 31.15 | -0.30 | 1.60 | 450 | 38.30 | -1.70 | — | — | 96,200 | Neutral | ||||||
| Neutral | 1,850 | — | 25.96 | 0.00 | 4.00 | 455 | 28.50 | 0.00 | 35.23 | — | 3,700 | Neutral | ||||||
| Short buildup | 2.14 L | +3,700 | 32.34 | -0.15 | 1.00 | 460 | 51.20 | 0.00 | 36.77 | — | 14,800 | Neutral | ||||||
| Neutral | 25,900 | — | 25.95 | 0.00 | 2.90 | 465 | 45.00 | 0.00 | 38.55 | — | 925 | Neutral | ||||||
| Neutral | 1.04 L | +925 | 33.71 | -0.15 | 0.65 | 470 | 63.80 | 0.00 | 40.38 | — | 22,200 | Neutral | ||||||
| Neutral | 2,775 | — | 25.94 | 0.00 | 0.90 | 475 | 65.00 | 0.00 | 42.38 | — | 1,850 | Neutral | ||||||
| Neutral | 81,400 | — | 26.06 | 0.00 | 0.55 | 480 | 67.40 | -5.35 | — | −1,850 | 16,650 | Long unwinding | ||||||
| Neutral | 925 | — | 26.10 | 0.00 | 0.20 | 485 | 77.55 | 0.00 | 46.37 | — | 925 | Neutral | ||||||
| Neutral | 2,775 | — | 26.44 | 0.00 | 0.85 | 490 | 79.15 | 0.00 | 48.40 | — | 11,100 | Neutral | ||||||
| Neutral | 925 | — | 26.10 | 0.00 | 2.20 | 495 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 1.09 L | −8,325 | 38.96 | -0.05 | 0.25 | 500 | 88.00 | -5.20 | — | −1,850 | 85,100 | Long unwinding | ||||||
| Neutral | 1,850 | — | 29.82 | 0.00 | 0.20 | 510 | 100.00 | 0.00 | 56.37 | — | 2,775 | Neutral | ||||||
| Neutral | 75,850 | — | 32.21 | 0.00 | 0.30 | 520 | 111.00 | 0.00 | 60.14 | — | 23,125 | Neutral | ||||||
| Neutral | 51,800 | +3,700 | 45.28 | 0.00 | 0.15 | 530 | 117.00 | 0.00 | 63.86 | — | 1.16 L | 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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.