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) 1.0

Max Pain 1600.0000

Open Interest by Strike (Max Pain: 1600.0000)

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
					1320.0000	-0.042	31.93	3.5000	0	325
0	0	253.9500	51.72	0.796	1400.0000	-0.139	37.23	17.1500	0	0
0	0	222.0000	49.75	0.759	1440.0000	-0.170	34.05	20.0000	0	1950
0	0	110.2500	—		1460.0000	-0.245	43.89	42.2500	0	0
0	0	192.2500	48.21	0.716	1480.0000	-0.242	36.66	34.2500	0	0
0	0	87.1500	—		1500.0000	-0.303	45.56	58.8000	0	0
0	0	164.7000	46.91	0.668	1520.0000	-0.304	36.25	46.1000	0	0
0	0	67.5500	—		1540.0000	-0.360	47.5	78.8500	0	0
0	0	64.8000	12.01	0.788	1560.0000	-0.371	35.83	60.5500	0	0
0	0	51.3000	12.45	0.693	1580.0000	-0.415	49.71	102.2500	0	0
1950	-325	57.0000	20.04	0.568	1600.0000	-0.443	41.32	92.0000	0	325
0	0	38.2000	16.42	0.498	1620.0000	-0.465	52.23	128.8000	0	0
0	0	97.5000	44.46	0.500	1640.0000	-0.518	34.67	97.1000	0	0
0	0	27.9500	18.82	0.369	1660.0000	-0.509	55.07	158.2000	0	0
0	0	80.2000	43.93	0.442	1680.0000	-0.593	33.9	119.2500	0	0
0	0	20.0000	20.48	0.272	1700.0000	-0.547	58.14	189.9000	0	0
0	0	65.3000	43.49	0.385	1720.0000	-0.668	32.89	143.7500	0	0
0	0	14.0500	21.73	0.198	1740.0000	-0.578	61.45	223.6000	0	0
650	650	12.0000	22.45	0.170	1760.0000	-0.741	31.57	170.5000	0	0
0	0	42.1500	42.87	0.282	1800.0000	-0.814	29.79	199.4000	0	0