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) 8.5

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	145.8500	155.06	0.746	370.0000	-0.019	28.13	0.3500	0	0
0	0	136.2000	147.17	0.732	380.0000	-0.081	37.62	2.5500	6475	6475
0	0	126.7000	139.65	0.717	390.0000	-0.046	26.35	0.9000	0	0
0	0	117.3000	132.38	0.701	400.0000	-0.144	36.68	5.0000	0	925
0	0	49.5000	—		405.0000	-0.170	37.62	6.3500	0	0
0	0	108.0500	125.4	0.684	410.0000	-0.098	24.01	2.0000	0	0
0	0	42.1500	—		415.0000	-0.219	38.06	8.9000	0	0
0	0	99.0500	118.82	0.665	420.0000	-0.138	22.57	2.8500	0	0
0	0	35.4500	15.97	0.906	425.0000	-0.273	38.6	12.1000	0	0
0	0	90.3500	112.68	0.644	430.0000	-0.191	20.88	3.9500	0	0
0	0	29.4000	20.85	0.767	435.0000	-0.329	39.25	16.0000	0	0
0	0	81.9000	106.85	0.622	440.0000	-0.330	29.89	12.0000	0	6475
0	0	24.1000	23.33	0.658	445.0000	-0.387	40.0	20.6000	0	0
0	0	73.8500	101.49	0.598	450.0000	-0.333	13.55	5.3000	0	925
0	0	19.5000	24.94	0.560	455.0000	-0.444	40.87	25.9000	0	0
925	925	15.6000	22.88	0.513	460.0000	-0.498	13.19	9.3500	0	0
0	0	15.5500	26.06	0.472	465.0000	-0.498	41.91	31.9000	0	0
0	0	59.0000	92.04	0.544	470.0000	-0.778	7.57	12.0000	0	0
0	0	12.2500	26.92	0.393	475.0000	-0.548	43.05	38.5000	0	0
0	0	52.2000	87.84	0.515	480.0000		—	15.1000	0	0
0	0	9.6000	27.72	0.324	485.0000	-0.592	44.4	45.7000	0	0
0	0	45.9500	84.11	0.484	490.0000	-0.791	19.83	34.0500	0	925
925	0	7.8000	30.98	0.256	500.0000		—	22.7500	0	0
0	0	34.9000	77.65	0.419	510.0000		—	27.3500	0	0