ICICI Lombard General Ins (ICICIGI) Option Chain

1,580.00+3.80 (0.24%)

Previous close: .

23 Nov
Calls
1D BuildVolume (K)OI (K)LTP (₹)
Neutral00.000253.95
Neutral00.000136.80
Neutral00.000222.00
Neutral00.000110.25
Neutral00.000192.25
Neutral0.3250.32590.00-11.76%
Neutral00.000164.70
Neutral0.3251.30074.00
Short build1.951.950+20.00%49.75-0.80%
Short build35.138.675+77.61%48.55-0.31%
Short build193.05193.700+119.12%35.75-5.17%
Long unwind23.075282.425-1.03%29.15-16.71%
Long build20.830.875+7.95%22.30+6.44%
Short build27.317.550+86.21%16.60-7.78%
Neutral9.42513.00012.95-13.67%
Long unwind107.57587.750-6.25%9.55-5.45%
Short build20.1523.725+7.35%7.50-11.76%
Neutral09.4256.25
Long unwind0.97525.675-1.25%4.40-6.38%
Neutral04.2255.60
Short build49.07561.100+11.24%2.90-17.14%
Strike
1,400.00
1,420.00
1,440.00
1,460.00
1,480.00
1,500.00
1,520.00
1,540.00
1,560.00
1,580.00
Max Pain
1,600.00
1,620.00
1,640.00
1,660.00
1,680.00
1,700.00
1,720.00
1,740.00
1,760.00
1,780.00
1,800.00
Puts
LTP (₹)OI (K)Volume (K)1D Build
3.20+28.00%3.575+175.00%6.5Long build
29.150.0000Neutral
5.65+0.89%26.975+232.00%30.55Long build
7.50-20.21%35.425+47.30%27.625Short build
10.15-16.12%28.925+53.45%24.05Short build
13.70+1.48%49.725+10.07%38.675Long build
17.85-16.20%22.750-1.41%0.975Long unwind
24.20+0.83%40.300-1.59%7.475Short cover
31.00+5.80%51.025+375.76%93.275Long build
40.95+3.67%41.600+19.63%29.25Long build
52.70+11.65%154.050+76.87%167.05Long build
58.25+2.19%15.2756.5Neutral
86.00+7.57%23.0750.325Neutral
86.002.6000Neutral
95.001.9500Neutral
122.00-12.86%62.075-1.04%1.3Long unwind
141.000.6500Neutral
148.001.3000Neutral
103.852.2750Neutral
258.900.0000Neutral
208.5513.3250Neutral

FAQs

What is the put-call ratio (PCR) of ICICI Lombard General Ins (ICICIGI) today?
As of 15:40 IST on 28 Oct 2026, ICICI Lombard General Ins (ICICIGI) put-call ratio (PCR) for the 23 Nov expiry is 0.68. Put open interest stands at 5,80,775 shares against 8,53,450 shares on the call side. PCR is total put open interest divided by total call open interest: above 1 leans bullish, below about 0.7 leans bearish, and roughly 0.8–1.0 is neutral.
What is the max pain for ICICI Lombard General Ins (ICICIGI) options for the 23 Nov expiry?
As of 15:40 IST on 28 Oct 2026, ICICI Lombard General Ins (ICICIGI) max pain for the 23 Nov expiry is 1,600.00. Spot is 1,580.00, 20.00 points (1.25%) below it, with 26 days to expiry. Max pain is the strike at which option buyers would lose the most at expiry, and price often drifts towards it in the final days.
Which ICICI Lombard General Ins (ICICIGI) strike has the highest call and put open interest?
As of 15:40 IST on 28 Oct 2026, ICICI Lombard General Ins (ICICIGI) has its highest call open interest at the 1,620.00 strike (2,82,425 shares) and its highest put open interest at the 1,600.00 strike (1,54,050 shares) for the 23 Nov expiry. These are the peaks among the near-the-money strikes on this chain. Heavy call open interest often caps the price as resistance, and heavy put open interest often holds it as support.
What are the support and resistance levels of ICICI Lombard General Ins (ICICIGI) from the option chain?
As of 15:40 IST on 28 Oct 2026, ICICI Lombard General Ins (ICICIGI) option chain marks support at 1,560.00 and resistance at 1,620.00 for the 23 Nov expiry. Spot is 1,580.00, 20.00 points (1.28%) above support and 40.00 points (2.47%) below resistance, with 26 days to expiry. Sahi scores the strikes near spot by open interest, fresh build-up and distance from the price, so these levels can differ from the single highest open-interest strikes. Put writers tend to defend support and call writers tend to defend resistance.
What is the expected move for ICICI Lombard General Ins (ICICIGI) by the 23 Nov expiry?
As of 15:40 IST on 28 Oct 2026, the expected move for ICICI Lombard General Ins (ICICIGI) by the 23 Nov expiry is ±88.45 (5.60%). From the spot price of 1,580.00, that puts the range at 1,491.55 to 1,668.45, with 26 days to expiry. The expected move is estimated from the at-the-money straddle premium — the 1,600 call plus the 1,600 put — which is what options traders are paying for ICICIGI to move in either direction before expiry.
What is the ATM straddle premium for ICICI Lombard General Ins (ICICIGI) today?
As of 15:40 IST on 28 Oct 2026, ICICI Lombard General Ins (ICICIGI) ATM straddle premium for the 23 Nov expiry is 88.45, with 26 days to expiry: the 1,600.00 call at 35.75 plus the 1,600.00 put at 52.70. One lot of the straddle costs ₹28,746. A long straddle profits only if the price moves further than the premium in either direction by expiry.
What is the ATM implied volatility of ICICI Lombard General Ins (ICICIGI) today?
As of 15:40 IST on 28 Oct 2026, ICICI Lombard General Ins (ICICIGI) ATM implied volatility for the 23 Nov expiry is 28.21% at the 1,600.00 strike. Implied volatility is the annualised move that option premiums are pricing in: higher IV makes options dearer to buy and pays sellers more premium.
Which ICICI Lombard General Ins (ICICIGI) strikes saw the biggest OI build-up or unwinding today?
As of 15:40 IST on 28 Oct 2026, ICICI Lombard General Ins (ICICIGI) has its biggest open-interest build-up at the 1,600.00 call (+1,05,300 shares) and its biggest unwinding at the 1,700.00 call (−5,850 shares) for the 23 Nov expiry. Change in open interest is measured against the previous session's close. A build-up means fresh positions are being written at that strike; unwinding means traders are closing them out.
What is the lot size of ICICI Lombard General Ins (ICICIGI), and what is one contract worth at today's price?
As of 15:40 IST on 28 Oct 2026, ICICI Lombard General Ins (ICICIGI) lot size for the 23 Nov expiry is 325 shares. At a spot price of 1,580.00, one contract is worth ₹5,13,500. Options trade only in whole lots, so premium × lot size is the rupee cost of one lot. NSE revises stock lot sizes from time to time, so confirm it before you place an order.
When do ICICI Lombard General Ins (ICICIGI) options expire?
Stock options on NSE have monthly expiries only — there are no weekly contracts on individual stocks. The ICICI Lombard General Ins (ICICIGI) expiry shown on this chain is 23 Nov 2026. Three monthly expiries trade at a time — near, next and far month — and the expiry selector above the chain switches between them. Time value decays fastest in the final days, so near-month premiums fall quickly as expiry approaches.
How are ICICI Lombard General Ins (ICICIGI) options settled at expiry?
Stock options on NSE are physically settled. An in-the-money ICICI Lombard General Ins (ICICIGI) option held to expiry becomes a delivery obligation: a long Call or a short Put means you take delivery of ICICIGI shares and pay their full value, while a long Put or a short Call means you deliver the shares. Out-of-the-money options expire worthless. To avoid delivery, square off or roll the position before expiry.
How much margin do you need to trade ICICI Lombard General Ins (ICICIGI) options?
Buying a ICICI Lombard General Ins (ICICIGI) Call or Put needs only the premium — option price × lot size, paid upfront. Selling (writing) an option needs SPAN plus exposure margin set by the exchange, which is usually far larger than the premium because the seller's risk is open-ended. In-the-money positions also attract additional delivery margin in the last few days before expiry, because stock options settle by physical delivery.