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.

Download CSV

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) 0.376

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	91.0500	112.6	0.709	340.0000	-0.093	29.81	2.0000	0	0
0	0	82.2000	105.83	0.687	350.0000	-0.134	28.63	3.0000	0	0
0	0	43.5000	34.58	0.797	355.0000	-0.190	32.48	5.3500	0	0
0	0	73.7000	99.63	0.662	360.0000	-0.157	23.68	3.0000	0	1400
0	0	36.1500	34.18	0.734	365.0000	-0.257	32.4	7.9000	0	0
0	0	65.5500	93.9	0.635	370.0000	-0.254	25.48	6.0500	0	0
0	0	29.5500	33.92	0.663	375.0000	-0.332	32.33	11.2000	0	0
1400	0	26.0000	32.84	0.627	380.0000	-0.341	23.52	8.3000	7000	36400
0	0	23.7500	33.73	0.586	385.0000	-0.412	32.24	15.3000	0	0
11200	11200	15.4000	23.85	0.548	390.0000	-0.452	24.26	13.0000	1400	1400
0	0	18.7500	33.57	0.507	395.0000	-0.495	32.21	20.2500	0	0
44800	23800	12.3500	26.36	0.447	400.0000	-0.589	18.61	15.1000	0	47600
0	0	14.5500	33.46	0.429	405.0000	-0.599	26.96	23.0000	4200	4200
19600	5600	7.2000	23.45	0.330	410.0000	-0.844	10.96	18.4500	0	2800
0	0	11.1000	33.37	0.355	415.0000	-0.653	31.91	32.4000	0	0
29400	5600	6.2500	26.74	0.271	420.0000		—	22.3000	0	0
0	0	8.3500	33.36	0.288	425.0000	-0.724	31.76	39.5500	0	0
51800	4200	4.2000	26.68	0.200	430.0000		—	27.2000	0	0
0	0	6.1500	33.28	0.228	435.0000	-0.785	31.58	47.3000	0	0
28000	1400	3.0000	27.39	0.150	440.0000		—	32.7000	0	0
37800	32200	2.1500	28.11	0.111	450.0000		—	38.7500	0	0
2800	0	10.0000	51.97	0.242	460.0000		—	45.3000	0	0
22400	4200	1.2500	32.93	0.062	480.0000