ICICILIFE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1100
Spot
407.00
Future
406.70
Forward
406.70
PCR (OI)
0.00
Puts — / Calls 12,100
PCR (volume)
—
Puts — / Calls —
Max pain
360
strike with least total payout to holders
Highest OI
450 CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 36.02 | 0.00 | 61.10 | 360 | 6.00 | 0.00 | 24.82 | — | — | Neutral | ||||||
| Neutral | — | — | 34.30 | 0.00 | 53.55 | 370 | 8.30 | 0.00 | 24.60 | — | — | Neutral | ||||||
| Neutral | — | — | 32.96 | 0.00 | 46.45 | 380 | 11.05 | 0.00 | 24.33 | — | — | Neutral | ||||||
| Neutral | — | — | 31.91 | 0.00 | 40.00 | 390 | 14.40 | 0.00 | 24.00 | — | — | Neutral | ||||||
| Neutral | — | — | 31.10 | 0.00 | 34.10 | 400 | 18.40 | 0.00 | 23.60 | — | — | Neutral | ||||||
| Neutral | — | — | 30.46 | 0.00 | 28.85 | 410 | 22.95 | 0.00 | 23.11 | — | — | Neutral | ||||||
| Neutral | — | — | 29.95 | 0.00 | 24.20 | 420 | 28.15 | 0.00 | 22.45 | — | — | Neutral | ||||||
| Neutral | — | — | 29.55 | 0.00 | 20.10 | 430 | 33.90 | 0.00 | 21.60 | — | — | Neutral | ||||||
| Neutral | — | — | 29.22 | 0.00 | 16.55 | 440 | 40.20 | 0.00 | 20.36 | — | — | Neutral | ||||||
| Neutral | 12,100 | — | 28.97 | 0.00 | 8.95 | 450 | 47.05 | 0.00 | 18.39 | — | — | Neutral | ||||||
| Neutral | — | — | 28.75 | 0.00 | 11.00 | 460 | 54.35 | 0.00 | 13.68 | — | — | Neutral | ||||||
| Neutral | — | — | 28.41 | 0.00 | 7.05 | 480 | 70.10 | 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 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.