ICICILIFE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 925
Spot
407.00
Future
408.70
Forward
408.70
PCR (OI)
1.13
Puts 15,725 / Calls 13,875
PCR (volume)
2.00
Puts 2 / Calls 1
Max pain
440
strike with least total payout to holders
Highest OI
450 CE · 380 PE
ΔOI calls +925 · 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 | — | — | 36.36 | 0.00 | 110.60 | 340 | 1.05 | 0.00 | 26.06 | — | — | Neutral | ||||||
| Neutral | — | — | 33.88 | 0.00 | 101.30 | 350 | 1.65 | 0.00 | 26.03 | — | — | Neutral | ||||||
| Neutral | 925 | — | 32.00 | 0.00 | 51.50 | 360 | 2.45 | 0.00 | 25.94 | — | — | Neutral | ||||||
| Neutral | — | — | 31.26 | 0.00 | 53.25 | 365 | 4.75 | 0.00 | 25.90 | — | — | Neutral | ||||||
| Neutral | — | — | 30.64 | 0.00 | 83.50 | 370 | 3.55 | 0.00 | 25.84 | — | — | Neutral | ||||||
| Neutral | — | — | 30.12 | 0.00 | 45.50 | 375 | 6.90 | 0.00 | 25.79 | — | — | Neutral | ||||||
| Neutral | — | — | 29.69 | 0.00 | 75.10 | 380 | 6.00 | -0.95 | 26.73 | +925 | 4,625 | Short buildup | ||||||
| Neutral | — | — | 29.33 | 0.00 | 38.40 | 385 | 9.70 | 0.00 | 25.64 | — | — | Neutral | ||||||
| Neutral | — | — | 29.02 | 0.00 | 67.05 | 390 | 6.80 | 0.00 | 25.56 | — | — | Neutral | ||||||
| Neutral | — | — | 28.76 | 0.00 | 32.00 | 395 | 13.15 | 0.00 | 25.48 | — | — | Neutral | ||||||
| Neutral | — | — | 28.54 | 0.00 | 59.50 | 400 | 9.90 | 0.00 | 25.39 | — | 2,775 | Neutral | ||||||
| Neutral | — | — | 28.36 | 0.00 | 26.30 | 405 | 17.35 | 0.00 | 25.27 | — | — | Neutral | ||||||
| Short buildup | 1,850 | +925 | 24.46 | -5.00 | 15.00 | 410 | 11.85 | 0.00 | 25.15 | — | — | Neutral | ||||||
| Neutral | — | — | 28.06 | 0.00 | 21.30 | 415 | 22.25 | 0.00 | 24.99 | — | — | Neutral | ||||||
| Neutral | — | — | 27.96 | 0.00 | 45.80 | 420 | 19.90 | 0.00 | 24.82 | — | 2,775 | Neutral | ||||||
| Neutral | — | — | 27.84 | 0.00 | 17.05 | 425 | 27.90 | 0.00 | 24.63 | — | — | Neutral | ||||||
| Neutral | — | — | 27.76 | 0.00 | 39.75 | 430 | 14.65 | 0.00 | 24.38 | — | 925 | Neutral | ||||||
| Neutral | — | — | 27.69 | 0.00 | 13.45 | 435 | 34.20 | 0.00 | 24.11 | — | — | Neutral | ||||||
| Neutral | 2,775 | — | 27.62 | 0.00 | 17.00 | 440 | 23.30 | 0.00 | 23.76 | — | — | Neutral | ||||||
| Neutral | — | — | 27.55 | 0.00 | 10.45 | 445 | 41.10 | 0.00 | 23.34 | — | — | Neutral | ||||||
| Neutral | 7,400 | — | 27.51 | 0.00 | 5.00 | 450 | 29.20 | 0.00 | 22.81 | — | 2,775 | Neutral | ||||||
| Neutral | — | — | 27.45 | 0.00 | 8.10 | 455 | 48.60 | 0.00 | 22.13 | — | — | Neutral | ||||||
| Neutral | — | — | 27.40 | 0.00 | 24.95 | 460 | 55.00 | +3.80 | 29.75 | +925 | 1,850 | Long buildup | ||||||
| Neutral | — | — | 27.33 | 0.00 | 21.05 | 470 | 39.60 | 0.00 | 17.09 | — | — | Neutral | ||||||
| Neutral | — | — | 27.27 | 0.00 | 17.65 | 480 | 46.05 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | 925 | — | 27.15 | 0.00 | 1.00 | 500 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.