ICICIBANK options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where ICICIBANK can go (next trading day)

For the next trading day, options point to about 1.3% either way: ICICIBANK between 1,338 and 1,372 (from 1,355).

Lower end 1,338Now 1,355Upper end 1,372

Where ICICIBANK can go in the next 3 days

Options imply about 2.2% either way over 3 days (about 1.3% in a day). That puts ICICIBANK between 1,326 and 1,384 in 3 days (now 1,355).

Lower end 1,326Now 1,355Upper end 1,384

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

Event: Results 2026-10-17

ICICIBANK (Private Bank): ATM IV is 19.8%, higher than 57% of days over the last year in the same expiry-cycle phase. Options imply about ±1.25% in a day and ±2.16% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)

ATM IV

19.8%

IV percentile

57%

Expected move 1d

±1.25%

Expected move 3d

±2.16%

IV / realised

1.18

Gamma flip

-6.5%

from spot

Max pain

-1.1%

from spot

Lot size

700

Confirm lot size with your broker.

Event

Results 2026-10-17

ATM IV, last 60 days

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: Private Bank

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.