ICICI Prudential Life Insurance Company Limited

Financial Services · Insurance

NSE: ICICIPRULI BSE: 540133

₹454.90

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) -3.15

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	453.3000	+5.70	17450125	-876900	Short Covering
Nov. 23, 2026	452.1500	+8.15	804750	79550	Long Buildup
Dec. 29, 2026	451.7500	+8.75	41625	12950	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	453.0000	455.4000	448.4500	451.7500	41625	12950
Oct. 5, 2026	Nov. 23, 2026	450.0000	454.9000	442.7500	452.1500	804750	79550
Oct. 5, 2026	Oct. 27, 2026	448.0000	456.6000	443.3000	453.3000	17450125	-876900
Oct. 1, 2026	Dec. 29, 2026	447.2000	447.2000	443.0000	443.0000	28675	12950
Oct. 1, 2026	Nov. 23, 2026	442.0500	447.4000	439.2000	444.0000	725200	-8325
Oct. 1, 2026	Oct. 27, 2026	441.0500	451.2500	440.1000	447.6000	18327025	-84175
Sept. 30, 2026	Dec. 29, 2026	448.0000	448.0000	445.0000	445.0000	15725	15725
Sept. 30, 2026	Nov. 23, 2026	445.8500	448.1000	442.3500	443.3500	733525	79550
Sept. 30, 2026	Oct. 27, 2026	445.5500	449.0000	442.3000	443.4500	18411200	117475
Sept. 29, 2026	Nov. 23, 2026	448.9500	448.9500	442.5500	445.3500	653975	126725

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) 0.873

Max Pain 460.0000

Open Interest by Strike (Max Pain: 460.0000)

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	146.1000	224.59	0.743	370.0000	-0.023	40.95	0.4500	0	0
0	0	136.5000	213.4	0.729	380.0000	-0.050	43.6	1.1500	24975	43475
0	0	127.0000	202.61	0.714	390.0000	-0.071	42.25	1.7000	48100	123950
925	0	67.0000	67.3	0.798	400.0000	-0.103	41.46	2.6000	-144300	279350
0	0	109.9500	180.1	0.689	405.0000	-0.127	41.94	3.4000	0	14800
925	925	37.0000	—		410.0000	-0.145	40.61	3.8500	15725	80475
925	0	58.0000	71.24	0.727	415.0000	-0.180	42.28	5.3000	0	5550
0	0	53.0000	66.98	0.714	420.0000	-0.197	39.72	5.5500	-4625	162800
2775	925	28.9000	—		425.0000	-0.229	39.67	6.7500	-7400	66600
0	0	91.0000	164.62	0.640	430.0000	-0.264	39.67	8.1500	33300	192400
0	0	82.2000	150.46	0.627	435.0000	-0.303	40.3	10.0000	-925	24050
160950	-2775	19.5000	17.48	0.801	440.0000	-0.341	40.3	11.8000	24975	509675
98050	24975	16.8000	19.98	0.703	445.0000	-0.382	41.07	14.1500	12950	65675
584600	24975	14.7000	22.39	0.616	450.0000	-0.422	41.68	16.6500	-27750	456025
94350	-4625	12.2000	22.94	0.543	455.0000	-0.461	42.79	19.6000	925	159100
450475	-97125	10.3500	24.09	0.475	460.0000	-0.499	42.55	22.1000	-132275	306175
118400	12950	8.8000	25.19	0.413	465.0000	-0.529	46.9	27.0000	0	115625
382025	-14800	7.1500	25.48	0.355	470.0000	-0.555	50.22	31.5500	0	182225
56425	-5550	5.2500	24.53	0.291	475.0000	-0.627	38.13	29.0000	0	12950
297850	-6475	4.9000	26.76	0.259	480.0000	-0.594	57.93	41.5000	0	126725
925	925	4.0000	27.23	0.219	485.0000	-0.855	20.44	29.5000	0	7400
150775	19425	3.2000	27.52	0.182	490.0000	-0.637	60.39	49.3500	-925	91575
35150	0	2.1500	26.35	0.137	495.0000		—	35.0000	0	2775
1019350	12950	2.3000	29.18	0.133	500.0000	-0.696	56.93	55.0000	0	261775
8325	0	2.4000	31.77	0.129	505.0000
249750	57350	1.5000	29.9	0.092	510.0000	-0.715	62.8	65.0000	0	33300
925	0	1.2000	30.2	0.075	515.0000		—	26.3500	0	3700
53650	0	0.7500	29.0	0.052	520.0000	-0.739	66.33	74.2000	0	55500
96200	-925	0.8000	31.09	0.052	525.0000
88800	0	0.7500	32.34	0.048	530.0000	-0.869	46.76	76.0000	0	1850
925	0	3.5500	48.84	0.127	535.0000
73075	925	0.6000	34.14	0.037	540.0000	-0.776	72.75	92.8000	0	33300
11100	0	0.6000	37.16	0.035	550.0000	-0.764	83.49	105.0000	0	10175
925	0	0.0500	28.8	0.005	560.0000	-0.807	78.16	111.5000	0	925
5550	0	0.5000	40.28	0.028	565.0000
1850	0	0.4000	40.24	0.023	570.0000		—	101.7000	0	97125
					580.0000		—	77.0000	0	925
925	0	0.1000	37.99	0.007	590.0000	-0.791	101.18	145.0000	0	5550