ICICI Bank Limited

Financial Services · Banks

NSE: ICICIBANK BSE: 532174

₹1321.70

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +22.30

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	1329.0000	+22.30	123335800	-1705200	Short Covering
Nov. 23, 2026	1336.3000	+21.50	7210000	232400	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	1329.8000	1356.4000	1329.8000	1344.0000	86800	86800
Sept. 30, 2026	Nov. 23, 2026	1320.0000	1348.0000	1316.3000	1336.3000	7210000	232400
Sept. 30, 2026	Oct. 27, 2026	1306.7000	1341.6000	1305.0000	1329.0000	123335800	-1705200
Sept. 29, 2026	Nov. 23, 2026	1315.0000	1321.1000	1305.7000	1314.8000	6977600	387100
Sept. 29, 2026	Oct. 27, 2026	1305.0000	1313.7000	1299.4000	1306.7000	125041000	13564600
Sept. 29, 2026	Sept. 29, 2026	1296.1000	1303.9000	1290.0000	1296.2000	21816900	-567000
Sept. 28, 2026	Nov. 23, 2026	1328.5000	1331.5000	1315.0000	1316.6000	6590500	491400
Sept. 28, 2026	Oct. 27, 2026	1332.8000	1335.6000	1306.0000	1309.9000	111476400	27613600
Sept. 28, 2026	Sept. 29, 2026	1322.4000	1326.1000	1295.9000	1301.1000	22383900	-16842000
Sept. 25, 2026	Nov. 23, 2026	1352.0000	1353.0000	1334.5000	1341.9000	6099100	101500

Options Chain

As of Oct. 1, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

PCR (OI) —

Max Pain 1330.0000

Open Interest by Strike (Max Pain: 1330.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	21.5500	15.15	0.500	1330.0000	-0.492	23.79	35.3500	0	0