ICICI Bank Limited (IBN) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

ICICI Bank Limited

NYSE: IBN · Real-Time Price · USD
31.70
-0.18 (-0.56%)
At close: Sep 05, 2025, 3:59 PM
31.67
-0.10%
After-hours: Sep 05, 2025, 06:40 PM EDT

IBN Option Overview

Overview for all option chains of IBN. As of September 06, 2025, IBN options have an IV of 66.64% and an IV rank of 243.9%. The volume is 127 contracts, which is 19.87% of average daily volume of 639 contracts. The volume put-call ratio is 1.02, indicating a neutral sentiment in the market.

Implied Volatility

Implied Volatility (30d)
66.64%
IV Rank
243.9%
Historical Volatility
12.36%
IV Low
25.18% on Sep 19, 2024
IV High
42.18% on Sep 05, 2025

Open Interest (OI)

Today's Open Interest
51,337
Put-Call Ratio
0.58
Put Open Interest
18,794
Call Open Interest
32,543
Open Interest Avg (30-day)
47,341
Today vs Open Interest Avg (30-day)
108.44%

Option Volume

Today's Volume
127
Put-Call Ratio
1.02
Put Volume
64
Call Volume
63
Volume Avg (30-day)
639
Today vs Volume Avg (30-day)
19.87%

Option Chain Statistics

This table provides a comprehensive overview of all IBN options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Sep 19, 2025 55 47 0.85 11,619 10,090 0.87 66.64% 31
Oct 17, 2025 0 16 0 428 328 0.77 32.34% 32
Dec 19, 2025 2 1 0.5 5,467 762 0.14 28.92% 31
Jan 16, 2026 4 0 0 13,477 6,381 0.47 25.14% 30
Mar 20, 2026 0 0 0 540 10 0.02 22.17% 31
Jun 18, 2026 2 0 0 401 828 2.06 27.9% 32
Jan 15, 2027 0 0 0 611 395 0.65 29.35% 30