ICICI Lombard General Insurance Company Limited

Financial Services · Insurance

NSE: ICICIGI BSE: 540716

₹1600.00

Oct. 5, 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) -27.00

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	1587.2000	+18.40	5346250	3575	Long Buildup
Nov. 23, 2026	1593.9000	+19.80	49075	-7475	Short Covering
Dec. 29, 2026	1573.0000	0.00	1300	0	—

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	0.0000	0.0000	0.0000	1573.0000	1300	0
Oct. 5, 2026	Nov. 23, 2026	1572.0000	1606.0000	1572.0000	1593.9000	49075	-7475
Oct. 5, 2026	Oct. 27, 2026	1587.5000	1604.5000	1561.5000	1587.2000	5346250	3575
Oct. 1, 2026	Dec. 29, 2026	1580.0000	1580.0000	1573.0000	1573.0000	1300	325
Oct. 1, 2026	Nov. 23, 2026	1582.0000	1594.7000	1563.0000	1574.1000	56550	0
Oct. 1, 2026	Oct. 27, 2026	1580.0000	1592.0000	1558.8000	1568.8000	5342675	-198250
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

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).

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

PCR (OI) 0.865

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
					1160.0000	-0.003	45.97	0.2000	0	650
					1200.0000	-0.009	47.74	0.6500	0	650
					1240.0000	-0.014	45.59	1.0000	8775	10400
650	0	292.9500	—		1260.0000	-0.016	44.03	1.1500	-1300	3900
					1280.0000	-0.021	43.3	1.5000	-325	650
					1300.0000	-0.021	40.09	1.3500	-325	5525
					1340.0000	-0.035	38.86	2.4000	0	23725
325	0	203.4500	—		1360.0000	-0.029	34.02	1.7000	-325	30875
1300	0	124.1500	—		1380.0000	-0.057	37.45	4.0500	0	14300
1625	325	180.0000	—		1400.0000	-0.073	36.88	5.3000	-30225	75075
1300	975	162.6500	—		1420.0000	-0.093	36.49	7.0000	2275	13975
4875	0	126.2500	—		1440.0000	-0.119	36.59	9.5500	4550	46800
1300	0	82.7000	—		1460.0000	-0.149	36.47	12.5500	3900	63700
1300	0	69.2000	—		1480.0000	-0.184	36.55	16.4500	2600	33150
79625	-1625	89.9000	—		1500.0000	-0.223	36.46	20.9500	-6175	90350
17875	650	70.3500	—		1520.0000	-0.267	36.8	26.9000	4225	40300
88725	-21775	63.0500	—		1540.0000	-0.316	37.72	34.7500	1950	103675
75400	-15925	52.4000	11.99	0.832	1560.0000	-0.362	37.6	42.0500	1625	130650
99775	-9425	42.0500	15.25	0.674	1580.0000	-0.413	38.98	52.8000	975	54275
166075	-22100	33.7500	17.42	0.552	1600.0000	-0.460	41.57	66.7000	-6175	55900
45825	4875	27.0500	19.11	0.452	1620.0000	-0.487	59.58	107.8500	0	5525
134225	21775	21.1500	20.22	0.368	1640.0000	-0.515	61.87	123.0000	0	5525
16250	650	16.3000	21.08	0.295	1660.0000	-0.568	50.05	114.9000	0	975
34125	-2925	13.2500	22.43	0.241	1680.0000	-0.644	39.07	109.7500	0	325
77350	-28925	10.0500	23.02	0.191	1700.0000	-0.626	53.22	146.0000	-325	19500
18200	-8775	7.7000	23.7	0.151	1720.0000	-0.519	120.49	271.8000	0	650
55575	9425	6.0500	24.53	0.121	1740.0000	-0.657	60.9	186.0000	0	650
650	0	0.6000	16.74	0.023	1760.0000	-0.537	128.0	310.7000	0	650
9425	2275	4.0000	26.47	0.080	1780.0000
26325	2600	3.0000	26.86	0.062	1800.0000	-0.645	86.83	270.0000	0	3900
975	0	1.7000	27.69	0.037	1840.0000	-0.728	71.92	277.5000	0	1300
11700	-325	0.9500	28.44	0.022	1880.0000	-0.795	64.45	300.0000	0	2600