ICICI Lombard General Insurance Company Limited

Financial Services · Insurance

NSE: ICICIGI BSE: 540716

₹1590.00

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) -8.00

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	1573.6000	+56.50	5540925	-275600	Short Covering
Nov. 23, 2026	1579.4000	+47.50	56550	-325	Short Covering

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	1571.5000	1586.0000	1571.5000	1582.0000	975	975
Sept. 30, 2026	Nov. 23, 2026	1532.8000	1582.0000	1532.8000	1579.4000	56550	-325
Sept. 30, 2026	Oct. 27, 2026	1502.0000	1580.0000	1502.0000	1573.6000	5540925	-275600
Sept. 29, 2026	Nov. 23, 2026	1539.0000	1539.0000	1509.0000	1531.9000	56875	4875
Sept. 29, 2026	Oct. 27, 2026	1542.3000	1542.3000	1501.8000	1517.1000	5816525	1981850
Sept. 29, 2026	Sept. 29, 2026	1523.5000	1540.0000	1498.2000	1513.7000	602550	-1971125
Sept. 28, 2026	Nov. 23, 2026	1549.2000	1565.0000	1539.2000	1551.5000	52000	9100
Sept. 28, 2026	Oct. 27, 2026	1553.3000	1565.7000	1532.1000	1545.4000	3834675	851825
Sept. 28, 2026	Sept. 29, 2026	1552.1000	1561.2000	1525.2000	1539.5000	2573675	-1062100
Sept. 25, 2026	Nov. 23, 2026	1577.5000	1590.5000	1564.7000	1566.4000	42900	6175

Options Chain

As of Sept. 30, 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).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.822

Max Pain 1560.0000

Open Interest by Strike (Max Pain: 1560.0000)

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	506.7000	153.2	0.836	1160.0000	-0.003	44.37	0.2000	650	650
0	0	502.7000	173.3	0.801	1200.0000	-0.009	46.02	0.6500	0	650
0	0	464.0500	162.66	0.787	1240.0000	-0.010	40.89	0.6000	1625	1625
650	650	292.9500	—		1260.0000	-0.025	46.21	2.0000	2600	5200
0	0	425.8000	152.49	0.771	1280.0000	-0.021	41.11	1.4000	325	975
0	0	332.1500	86.8	0.840	1300.0000	-0.022	38.63	1.4000	0	5850
0	0	388.2500	142.94	0.754	1320.0000	-0.053	45.37	4.6500	0	0
0	0	294.6500	80.4	0.820	1340.0000	-0.036	37.12	2.4000	-325	23725
325	325	207.8000	—		1360.0000	-0.047	36.55	3.2000	-12350	31200
1300	0	124.1500	—		1380.0000	-0.059	35.63	4.0500	6500	14300
1300	0	120.0000	—		1400.0000	-0.075	35.02	5.3000	35100	105300
325	0	160.5000	—		1420.0000	-0.097	34.76	7.1500	-7800	11700
4875	0	126.2500	—		1440.0000	-0.121	34.1	9.1500	11700	42250
1300	0	82.7000	—		1460.0000	-0.150	33.62	11.8000	20150	59800
1300	0	69.2000	—		1480.0000	-0.187	33.5	15.5000	12025	30550
81250	-1300	94.5000	—		1500.0000	-0.228	33.26	19.8500	20150	96525
17225	650	81.6500	15.58	0.886	1520.0000	-0.274	33.31	25.5000	11700	36075
110500	21450	64.9000	15.59	0.815	1540.0000	-0.326	33.57	32.5000	36075	101725
91325	39650	53.6500	18.17	0.697	1560.0000	-0.379	34.07	41.0000	76375	129025
109200	82225	44.2500	20.06	0.594	1580.0000	-0.433	34.69	50.8500	25350	53300
188175	39325	35.6500	21.15	0.504	1600.0000	-0.485	35.34	61.8500	14625	62075
40950	23400	28.1000	21.85	0.422	1620.0000	-0.505	55.7	107.8500	0	5525
112450	67600	22.1000	22.57	0.348	1640.0000	-0.534	57.78	123.0000	0	5525
15600	10075	17.1000	23.12	0.284	1660.0000	-0.596	45.8	114.9000	0	975
37050	14625	13.3500	23.8	0.230	1680.0000	-0.687	34.27	109.7500	0	325
106275	63050	10.6500	24.67	0.188	1700.0000	-0.689	41.37	135.0000	0	19825
26975	17875	8.3000	25.29	0.151	1720.0000	-0.531	115.32	271.8000	0	650
46150	26975	6.5000	25.93	0.121	1740.0000	-0.686	55.64	186.0000	0	650
650	0	0.6000	17.37	0.022	1760.0000	-0.549	122.58	310.7000	0	650
7150	3900	4.0500	27.25	0.078	1780.0000		—	176.9500	0	0
23725	5850	3.6000	28.59	0.068	1800.0000	-0.665	81.27	270.0000	0	3900
975	0	1.7000	28.19	0.036	1840.0000	-0.759	65.46	277.5000	0	1300
12025	7150	1.5500	31.16	0.031	1880.0000	-0.837	56.45	300.0000	0	2600