ThetaOwl

IBN

ICICI Bank LimitedFinancial Services
$25.61
Bearish
Mkt Cap: $93.15B|Float: 7.12B|SI: 0.4%|DTC: 5.5
Data as of market close Apr 2, 2026
IV Rank
89
IV Pctl
78%
HV 20d
27.4%
52W Range
$25-$34
ATR(14)
$0.60
Exp. Move
±4.2%
P/C Ratio
0.85
Earnings
Apr 18
GEX Negative
DEX Long
Net Put Premium
IV High
Max Pain Above
Exp. Move Wide

IBN Key Options Data

IV Rank
88.8%
Total GEX
$-0.00B
Total DEX
$0.7M
Max Pain
$26.00
Expected Move
±4.2%
Put/Call OI
0.85
Net Premium
$-0.1M
Spot Price
$25.61

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$1.07±4.2%$24.54$26.69
2026-05-1543±$1.07±4.2%$24.54$26.69
2026-06-1877±$4.33±16.9%$21.29$29.94
2026-09-18169±$2.00±7.8%$23.61$27.61
2027-01-15288±$4.55±17.8%$21.06$30.16

Explore IBN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.