LICI option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1400
Spot
389.00
Future
391.15
Forward
391.15
PCR (OI)
0.18
Puts 33,600 / Calls 1.85 L
PCR (volume)
0.10
Puts 6 / Calls 62
Max pain
390
strike with least total payout to holders
Highest OI
410 CE · 380 PE
ΔOI calls +42,000 · puts +8,400
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 33.97 | 0.00 | 77.15 | 320 | 2.45 | 0.00 | 26.62 | — | — | Neutral | ||||||
| Neutral | — | — | 32.07 | 0.00 | 68.55 | 330 | 3.70 | 0.00 | 26.61 | — | — | Neutral | ||||||
| Neutral | — | — | 30.67 | 0.00 | 60.35 | 340 | 5.40 | 0.00 | 26.53 | — | — | Neutral | ||||||
| — | — | 30.17 | — | 50.70 | 345 | 4.25 | — | 26.49 | — | — | ||||||||
| Neutral | — | — | 29.73 | 0.00 | 52.65 | 350 | 7.55 | 0.00 | 26.46 | — | — | Neutral | ||||||
| Neutral | — | — | 29.37 | 0.00 | 42.90 | 355 | 6.35 | 0.00 | 26.43 | — | — | Neutral | ||||||
| Neutral | — | — | 29.08 | 0.00 | 45.55 | 360 | 10.25 | 0.00 | 26.37 | — | — | Neutral | ||||||
| Neutral | — | — | 28.82 | 0.00 | 35.80 | 365 | 9.15 | 0.00 | 26.31 | — | — | Neutral | ||||||
| Neutral | — | — | 28.63 | 0.00 | 39.00 | 370 | 6.50 | 0.00 | 26.24 | — | 1,400 | Neutral | ||||||
| Neutral | — | — | 28.46 | 0.00 | 29.40 | 375 | 12.65 | 0.00 | 26.19 | — | — | Neutral | ||||||
| Short buildup | 1,400 | +1,400 | 22.70 | -13.05 | 20.00 | 380 | 9.90 | 0.00 | 24.45 | +2,800 | 16,800 | Neutral | ||||||
| Neutral | — | — | 28.20 | 0.00 | 23.80 | 385 | 16.95 | 0.00 | 26.01 | — | — | Neutral | ||||||
| Long buildup | 58,800 | +2,800 | 21.81 | +1.65 | 13.95 | 390 | 13.55 | -4.00 | 23.02 | +5,600 | 11,200 | Short buildup | ||||||
| Neutral | 7,000 | — | 28.00 | 0.00 | 13.00 | 395 | 22.00 | 0.00 | 25.77 | — | — | Neutral | ||||||
| Neutral | 11,200 | — | 27.92 | 0.00 | 17.70 | 400 | 17.10 | 0.00 | 25.64 | — | 4,200 | Neutral | ||||||
| Neutral | — | — | 27.86 | 0.00 | 14.90 | 405 | 27.80 | 0.00 | 25.47 | — | — | Neutral | ||||||
| Long buildup | 61,600 | +4,200 | 22.78 | +1.40 | 6.85 | 410 | 33.05 | 0.00 | 25.26 | — | — | Neutral | ||||||
| Neutral | — | — | 27.75 | 0.00 | 11.50 | 415 | 34.30 | 0.00 | 25.03 | — | — | Neutral | ||||||
| Neutral | — | — | 27.70 | 0.00 | 15.55 | 420 | 39.40 | 0.00 | 24.75 | — | — | Neutral | ||||||
| Neutral | 1,400 | — | 27.67 | 0.00 | 4.40 | 425 | 41.45 | 0.00 | 24.39 | — | — | Neutral | ||||||
| Neutral | — | — | 27.63 | 0.00 | 12.60 | 430 | 46.30 | 0.00 | 23.95 | — | — | Neutral | ||||||
| Neutral | — | — | 27.61 | 0.00 | 6.60 | 435 | 49.15 | 0.00 | 23.39 | — | — | Neutral | ||||||
| Neutral | 8,400 | — | 27.57 | 0.00 | 1.80 | 440 | 53.70 | 0.00 | 22.64 | — | — | Neutral | ||||||
| Short buildup | 35,000 | +33,600 | 24.57 | -1.00 | 1.35 | 450 | 61.45 | 0.00 | 19.81 | — | — | Neutral | ||||||
| Neutral | — | — | 27.46 | 0.00 | 6.35 | 460 | 69.65 | 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 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.