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ICICIGI options IV analysis

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

Tomorrow: where ICICIGI can go (next trading day)

For the next trading day, options point to about 1.9% either way: ICICIGI between 1,658 and 1,723 (from 1,690).

2026-07-16 O 1,700 H 1,724 L 1,545 C 1,6242026-07-17 O 1,617 H 1,617 L 1,572 C 1,6122026-07-20 O 1,618 H 1,627 L 1,604 C 1,6222026-07-21 O 1,624 H 1,627 L 1,609 C 1,6242026-07-22 O 1,616 H 1,621 L 1,574 C 1,5842026-07-23 O 1,586 H 1,629 L 1,570 C 1,6192026-07-24 O 1,614 H 1,666 L 1,605 C 1,6622026-07-27 O 1,667 H 1,693 L 1,652 C 1,6812026-07-28 O 1,684 H 1,708 L 1,665 C 1,6842026-07-29 O 1,699 H 1,700 L 1,643 C 1,6492026-07-30 O 1,645 H 1,647 L 1,620 C 1,6382026-07-31 O 1,636 H 1,645 L 1,619 C 1,6242026-08-03 O 1,633 H 1,675 L 1,633 C 1,6752026-08-04 O 1,675 H 1,675 L 1,632 C 1,6452026-08-05 O 1,729 H 1,771 L 1,663 C 1,6842026-08-06 O 1,676 H 1,691 L 1,638 C 1,6582026-08-07 O 1,646 H 1,659 L 1,631 C 1,6392026-08-10 O 1,639 H 1,650 L 1,609 C 1,6492026-08-11 O 1,651 H 1,655 L 1,629 C 1,6442026-08-12 O 1,647 H 1,650 L 1,621 C 1,6352026-08-13 O 1,635 H 1,635 L 1,618 C 1,6282026-08-14 O 1,634 H 1,634 L 1,616 C 1,6302026-08-17 O 1,629 H 1,637 L 1,620 C 1,6262026-08-18 O 1,626 H 1,638 L 1,615 C 1,6242026-08-19 O 1,625 H 1,633 L 1,611 C 1,6162026-08-20 O 1,617 H 1,650 L 1,617 C 1,6252026-08-21 O 1,627 H 1,635 L 1,614 C 1,6172026-08-24 O 1,619 H 1,626 L 1,613 C 1,6202026-08-25 O 1,612 H 1,622 L 1,602 C 1,6162026-08-26 O 1,618 H 1,630 L 1,587 C 1,5972026-08-27 O 1,594 H 1,606 L 1,585 C 1,5882026-08-28 O 1,588 H 1,589 L 1,550 C 1,5622026-08-31 O 1,567 H 1,568 L 1,540 C 1,5672026-09-01 O 1,565 H 1,573 L 1,542 C 1,5672026-09-02 O 1,542 H 1,554 L 1,521 C 1,5372026-09-03 O 1,541 H 1,541 L 1,510 C 1,5222026-09-04 O 1,522 H 1,534 L 1,507 C 1,5102026-09-07 O 1,517 H 1,517 L 1,493 C 1,4932026-09-08 O 1,500 H 1,503 L 1,475 C 1,4842026-09-09 O 1,485 H 1,486 L 1,460 C 1,4742026-09-10 O 1,474 H 1,476 L 1,459 C 1,4652026-09-11 O 1,465 H 1,465 L 1,444 C 1,4602026-09-15 O 1,460 H 1,463 L 1,423 C 1,4282026-09-16 O 1,440 H 1,456 L 1,430 C 1,4402026-09-17 O 1,440 H 1,498 L 1,436 C 1,4872026-09-18 O 1,486 H 1,487 L 1,458 C 1,4582026-09-21 O 1,460 H 1,515 L 1,460 C 1,5092026-09-22 O 1,511 H 1,514 L 1,480 C 1,4802026-09-23 O 1,483 H 1,505 L 1,482 C 1,5012026-09-24 O 1,472 H 1,584 L 1,466 C 1,5772026-09-25 O 1,577 H 1,586 L 1,550 C 1,5542026-09-28 O 1,544 H 1,559 L 1,526 C 1,5402026-09-29 O 1,532 H 1,550 L 1,498 C 1,5152026-09-30 O 1,516 H 1,590 L 1,512 C 1,5902026-10-01 O 1,579 H 1,595 L 1,563 C 1,5632026-10-05 O 1,563 H 1,608 L 1,561 C 1,6002026-10-06 O 1,595 H 1,606 L 1,576 C 1,5982026-10-07 O 1,586 H 1,601 L 1,575 C 1,5902026-10-08 O 1,591 H 1,629 L 1,589 C 1,6242026-10-09 O 1,625 H 1,699 L 1,620 C 1,690Upper end 1,723Lower end 1,658Now 1,69016 Jul9 Oct
Lower end 1,658Now 1,690Upper end 1,723

Where ICICIGI can go in the next 3 days

Options imply about 3.4% either way over 3 days (about 1.9% in a day). That puts ICICIGI between 1,634 and 1,747 in 3 days (now 1,690).

2026-07-16 O 1,700 H 1,724 L 1,545 C 1,6242026-07-17 O 1,617 H 1,617 L 1,572 C 1,6122026-07-20 O 1,618 H 1,627 L 1,604 C 1,6222026-07-21 O 1,624 H 1,627 L 1,609 C 1,6242026-07-22 O 1,616 H 1,621 L 1,574 C 1,5842026-07-23 O 1,586 H 1,629 L 1,570 C 1,6192026-07-24 O 1,614 H 1,666 L 1,605 C 1,6622026-07-27 O 1,667 H 1,693 L 1,652 C 1,6812026-07-28 O 1,684 H 1,708 L 1,665 C 1,6842026-07-29 O 1,699 H 1,700 L 1,643 C 1,6492026-07-30 O 1,645 H 1,647 L 1,620 C 1,6382026-07-31 O 1,636 H 1,645 L 1,619 C 1,6242026-08-03 O 1,633 H 1,675 L 1,633 C 1,6752026-08-04 O 1,675 H 1,675 L 1,632 C 1,6452026-08-05 O 1,729 H 1,771 L 1,663 C 1,6842026-08-06 O 1,676 H 1,691 L 1,638 C 1,6582026-08-07 O 1,646 H 1,659 L 1,631 C 1,6392026-08-10 O 1,639 H 1,650 L 1,609 C 1,6492026-08-11 O 1,651 H 1,655 L 1,629 C 1,6442026-08-12 O 1,647 H 1,650 L 1,621 C 1,6352026-08-13 O 1,635 H 1,635 L 1,618 C 1,6282026-08-14 O 1,634 H 1,634 L 1,616 C 1,6302026-08-17 O 1,629 H 1,637 L 1,620 C 1,6262026-08-18 O 1,626 H 1,638 L 1,615 C 1,6242026-08-19 O 1,625 H 1,633 L 1,611 C 1,6162026-08-20 O 1,617 H 1,650 L 1,617 C 1,6252026-08-21 O 1,627 H 1,635 L 1,614 C 1,6172026-08-24 O 1,619 H 1,626 L 1,613 C 1,6202026-08-25 O 1,612 H 1,622 L 1,602 C 1,6162026-08-26 O 1,618 H 1,630 L 1,587 C 1,5972026-08-27 O 1,594 H 1,606 L 1,585 C 1,5882026-08-28 O 1,588 H 1,589 L 1,550 C 1,5622026-08-31 O 1,567 H 1,568 L 1,540 C 1,5672026-09-01 O 1,565 H 1,573 L 1,542 C 1,5672026-09-02 O 1,542 H 1,554 L 1,521 C 1,5372026-09-03 O 1,541 H 1,541 L 1,510 C 1,5222026-09-04 O 1,522 H 1,534 L 1,507 C 1,5102026-09-07 O 1,517 H 1,517 L 1,493 C 1,4932026-09-08 O 1,500 H 1,503 L 1,475 C 1,4842026-09-09 O 1,485 H 1,486 L 1,460 C 1,4742026-09-10 O 1,474 H 1,476 L 1,459 C 1,4652026-09-11 O 1,465 H 1,465 L 1,444 C 1,4602026-09-15 O 1,460 H 1,463 L 1,423 C 1,4282026-09-16 O 1,440 H 1,456 L 1,430 C 1,4402026-09-17 O 1,440 H 1,498 L 1,436 C 1,4872026-09-18 O 1,486 H 1,487 L 1,458 C 1,4582026-09-21 O 1,460 H 1,515 L 1,460 C 1,5092026-09-22 O 1,511 H 1,514 L 1,480 C 1,4802026-09-23 O 1,483 H 1,505 L 1,482 C 1,5012026-09-24 O 1,472 H 1,584 L 1,466 C 1,5772026-09-25 O 1,577 H 1,586 L 1,550 C 1,5542026-09-28 O 1,544 H 1,559 L 1,526 C 1,5402026-09-29 O 1,532 H 1,550 L 1,498 C 1,5152026-09-30 O 1,516 H 1,590 L 1,512 C 1,5902026-10-01 O 1,579 H 1,595 L 1,563 C 1,5632026-10-05 O 1,563 H 1,608 L 1,561 C 1,6002026-10-06 O 1,595 H 1,606 L 1,576 C 1,5982026-10-07 O 1,586 H 1,601 L 1,575 C 1,5902026-10-08 O 1,591 H 1,629 L 1,589 C 1,6242026-10-09 O 1,625 H 1,699 L 1,620 C 1,690Upper end 1,747Lower end 1,634Now 1,69016 Jul9 Oct
Lower end 1,634Now 1,690Upper end 1,747

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 2026-10-14

ICICIGI (Insurance): ATM IV is 30.7%, higher than 92% of days over the last year in the same expiry-cycle phase. Options imply about ±1.93% in a day and ±3.35% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
30.7%
IV percentile
92%
Expected move 1d
±1.93%
Expected move 3d
±3.35%
IV / realised
0.85
Gamma flip
-2.9%
from spot
Max pain
-5.3%
from spot
Lot size
325
Confirm lot size with your broker.
Event
Results 2026-10-14

ATM IV, last 60 days

30.7%16.6%2026-07-162026-10-09

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: Insurance

Sector peers by IV percentile

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