Life Insurance Corporation Of India

Financial Services · Insurance

NSE: LICI BSE: 543526

₹388.70

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) +5.10

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	389.5500	-2.85	46167800	1356600	Short Buildup
Nov. 23, 2026	391.2500	-3.30	1131200	98000	Short Buildup
Dec. 29, 2026	393.8000	+0.30	50400	26600	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	397.0000	397.0000	391.8500	393.8000	50400	26600
Oct. 5, 2026	Nov. 23, 2026	398.0000	398.0000	389.2500	391.2500	1131200	98000
Oct. 5, 2026	Oct. 27, 2026	392.7500	395.9500	387.4000	389.5500	46167800	1356600
Oct. 1, 2026	Dec. 29, 2026	401.2500	401.2500	392.1500	393.5000	23800	16800
Oct. 1, 2026	Nov. 23, 2026	398.0000	400.5000	389.5500	394.5500	1033200	61600
Oct. 1, 2026	Oct. 27, 2026	397.8500	399.0000	387.0000	392.4000	44811200	133000
Sept. 30, 2026	Dec. 29, 2026	401.0000	404.3500	401.0000	404.2500	7000	7000
Sept. 30, 2026	Nov. 23, 2026	401.9000	403.6000	396.0000	401.8500	971600	35000
Sept. 30, 2026	Oct. 27, 2026	398.1500	403.6000	393.5000	399.6000	44678200	-302400
Sept. 29, 2026	Nov. 23, 2026	404.0500	404.0500	399.1000	400.0500	936600	390600

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) 0.662

Max Pain 400.0000

Open Interest by Strike (Max Pain: 400.0000)

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	93.7500	170.96	0.703	340.0000	-0.039	30.14	0.5000	35000	36400
29400	16800	38.7000	—		350.0000	-0.063	27.52	0.8000	29400	264600
0	0	74.7000	140.58	0.671	355.0000	-0.120	31.59	2.0000	0	0
57400	0	49.0000	79.23	0.689	360.0000	-0.110	25.64	1.4500	49000	182000
0	0	65.9500	131.13	0.644	365.0000	-0.138	24.06	1.8000	22400	33600
16800	0	35.0000	57.91	0.666	370.0000	-0.189	23.91	2.6500	5600	233800
4200	0	21.3500	29.59	0.711	375.0000	-0.241	22.73	3.4500	61600	107800
112000	2800	15.6500	23.09	0.684	380.0000	-0.308	21.97	4.6500	18200	1768200
82600	82600	13.9000	26.44	0.595	385.0000	-0.390	21.86	6.4500	44800	330400
495600	364000	10.8000	25.34	0.523	390.0000	-0.477	21.2	8.4500	764400	1391600
211400	84000	8.4000	25.05	0.447	395.0000	-0.569	20.57	10.9000	-7000	247800
3059000	131600	6.3500	24.71	0.372	400.0000	-0.664	19.76	13.7500	-35000	2027200
435400	4200	4.6500	24.32	0.300	405.0000	-0.748	19.47	17.2500	22400	203000
1940400	-239400	3.4500	24.42	0.239	410.0000	-0.816	19.56	21.2500	18200	1033200
462000	-18200	2.5500	24.64	0.188	415.0000		—	20.0500	0	25200
2788800	-133000	1.8500	24.8	0.144	420.0000		—	25.9500	5600	299600
229600	-89600	1.4500	25.61	0.115	425.0000		—	26.0000	0	7000
624400	-67200	1.0500	25.84	0.087	430.0000		—	38.3000	8400	106400
128800	12600	0.8500	26.78	0.071	435.0000		—	38.0500	0	2800
348600	-14000	0.6500	27.34	0.055	440.0000		—	40.3500	0	123200
1145200	-61600	0.5000	29.8	0.041	450.0000		—	53.2000	0	278600
1400	0	1.2000	37.75	0.072	455.0000
264600	-64400	0.3500	31.51	0.029	460.0000		—	42.2000	0	0
177800	0	0.3500	34.89	0.026	470.0000		—	78.0000	2800	7000
585200	-14000	0.2500	36.28	0.019	480.0000	-0.917	53.12	90.9000	1400	25200