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) —

Max Pain 1360.0000

Open Interest by Strike (Max Pain: 1360.0000)

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	201.8500	—		1360.0000	-0.153	39.21	26.9500	0	0
0	0	146.6000	—		1440.0000	-0.240	40.85	50.5000	0	0
0	0	122.9000	—		1480.0000	-0.287	41.87	66.2500	0	0
0	0	101.9000	—		1520.0000	-0.334	43.0	84.6500	0	0
0	0	83.6000	13.74	0.745	1560.0000	-0.381	44.28	105.7500	0	0
0	0	67.8000	17.02	0.597	1600.0000	-0.425	45.7	129.4000	0	0
0	0	54.4500	19.09	0.487	1640.0000	-0.467	47.26	155.4000	0	0
0	0	43.2500	20.57	0.397	1680.0000	-0.504	48.99	183.6500	0	0
0	0	34.1500	21.76	0.323	1720.0000	-0.538	50.9	213.9500	0	0
0	0	26.5500	22.64	0.260	1760.0000	-0.567	52.89	245.7500	0	0
0	0	15.7000	24.01	0.165	1840.0000	-0.615	57.29	313.7500	0	0