LICI option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1400
Spot
389.00
Future
390.15
Forward
390.04
PCR (OI)
0.91
Puts 94.92 L / Calls 1.05 Cr
PCR (volume)
0.52
Puts 2,970 / Calls 5,761
Max pain
390
strike with least total payout to holders
Highest OI
400 CE · 360 PE
ΔOI calls +1.53 L · puts +1.04 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 1,400 | — | 36.60 | 0.00 | 70.20 | 320 | 0.30 | 0.00 | 27.79 | — | — | Neutral | ||||||
| Neutral | 42,000 | — | 33.19 | 0.00 | 57.50 | 330 | 1.30 | 0.00 | 27.31 | — | 1,400 | Neutral | ||||||
| Neutral | 12,600 | — | — | +2.65 | 49.60 | 340 | 0.75 | -0.05 | 36.03 | −14,000 | 3.49 L | Long unwinding | ||||||
| Neutral | — | — | 29.45 | 0.00 | 51.50 | 345 | 1.10 | 0.00 | 35.95 | +16,800 | 57,400 | Neutral | ||||||
| Neutral | 22,400 | — | 28.86 | 0.00 | 40.00 | 350 | 1.15 | -0.35 | 33.02 | +8,400 | 4.41 L | Short buildup | ||||||
| Neutral | — | — | 28.34 | 0.00 | 43.50 | 355 | 1.55 | -0.50 | 32.21 | +46,200 | 1.64 L | Short buildup | ||||||
| Neutral | 1,400 | — | 28.06 | 0.00 | 34.00 | 360 | 2.00 | -0.70 | 31.03 | +2,800 | 18.35 L | Neutral | ||||||
| Neutral | — | — | 27.80 | 0.00 | 36.15 | 365 | 2.70 | -0.80 | 30.36 | −12,600 | 17.09 L | Neutral | ||||||
| Short buildup | 46,200 | +4,200 | 29.12 | -4.55 | 23.45 | 370 | 3.45 | -1.05 | 29.14 | +56,000 | 5.21 L | Short buildup | ||||||
| Neutral | 2,800 | — | 25.04 | +0.05 | 18.55 | 375 | 4.50 | -1.45 | 28.23 | +18,200 | 2.09 L | Short buildup | ||||||
| Short covering | 3.70 L | −11,200 | 28.07 | +3.25 | 16.10 | 380 | 5.90 | -1.75 | 27.55 | −21,000 | 7.62 L | Long unwinding | ||||||
| Long buildup | 2.27 L | +21,000 | 26.84 | +2.55 | 12.65 | 385 | 7.75 | -2.25 | 27.19 | −14,000 | 3.09 L | Long unwinding | ||||||
| Neutral | 20.23 L | +1,400 | 26.52 | +2.25 | 9.90 | 390 | 10.05 | -2.75 | 27.02 | +47,600 | 13.23 L | Short buildup | ||||||
| Neutral | 6.34 L | +2,800 | 26.35 | +1.90 | 7.60 | 395 | 12.50 | -2.95 | 26.20 | +1,400 | 2.59 L | Neutral | ||||||
| Long buildup | 35.24 L | +1.71 L | 26.35 | +1.45 | 5.75 | 400 | 15.70 | -3.30 | 26.35 | −32,200 | 7.10 L | Long unwinding | ||||||
| Long buildup | 6.64 L | +32,200 | 26.32 | +1.10 | 4.25 | 405 | 21.20 | +1.10 | 32.43 | +2,800 | 37,800 | Long buildup | ||||||
| Short covering | 6.34 L | −85,400 | 26.75 | +0.85 | 3.20 | 410 | 27.00 | 0.00 | 26.20 | — | 2.28 L | Neutral | ||||||
| Long buildup | 1.08 L | +4,200 | 26.39 | +0.50 | 2.20 | 415 | 27.00 | 0.00 | 25.98 | — | 1,400 | Neutral | ||||||
| Neutral | 9.63 L | −8,400 | 27.74 | +0.50 | 1.80 | 420 | 33.80 | -0.30 | 36.35 | −2,800 | 1.74 L | Long unwinding | ||||||
| Long buildup | 1.20 L | +35,000 | 27.99 | +0.30 | 1.30 | 425 | 35.00 | 0.00 | 25.10 | — | 8,400 | Neutral | ||||||
| Long buildup | 4.98 L | +12,600 | 28.74 | +0.25 | 1.00 | 430 | 44.00 | 0.00 | 43.82 | +4,200 | 1.48 L | Neutral | ||||||
| Short covering | 56,000 | −7,000 | 29.30 | +0.10 | 0.75 | 435 | 43.00 | 0.00 | 22.59 | — | 2,800 | Neutral | ||||||
| Short covering | 1.34 L | −26,600 | 31.19 | +0.15 | 0.70 | 440 | 47.00 | 0.00 | — | — | 15,400 | Neutral | ||||||
| Long buildup | 3.14 L | +11,200 | 32.81 | +0.05 | 0.45 | 450 | 59.50 | 0.00 | — | — | 2.17 L | Neutral | ||||||
| Neutral | 42,000 | — | 27.17 | 0.00 | 0.35 | 460 | 68.00 | -0.90 | — | −4,200 | 9,800 | Long unwinding | ||||||
| Long unwinding | 46,200 | −4,200 | 39.36 | -0.05 | 0.20 | 480 | · | · | · | · | · | · | · | · | · | |||
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 2.6% (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.