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

ICICI Bank Limited

NYSE: IBN · Real-Time Price · USD
30.77
0.14 (0.46%)
At close: Oct 03, 2025, 3:59 PM
30.77
0.02%
After-hours: Oct 03, 2025, 05:52 PM EDT

IBN Option Overview

Overview for all option chains of IBN. As of October 05, 2025, IBN options have an IV of 72.22% and an IV rank of 192.5%. The volume is 199 contracts, which is 20.39% of average daily volume of 976 contracts. The volume put-call ratio is 2.43, indicating a bearish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
72.22%
IV Rank
100%
Historical Volatility
13.2%
IV Low
26.17% on Aug 12, 2025
IV High
50.09% on Sep 30, 2025

Open Interest (OI)

Today's Open Interest
38,948
Put-Call Ratio
0.32
Put Open Interest
9,400
Call Open Interest
29,548
Open Interest Avg (30-day)
34,399
Today vs Open Interest Avg (30-day)
113.22%

Option Volume

Today's Volume
199
Put-Call Ratio
2.43
Put Volume
141
Call Volume
58
Volume Avg (30-day)
976
Today vs Volume Avg (30-day)
20.39%

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
Oct 17, 2025 3 14 4.67 4,803 738 0.15 72.22% 30
Nov 21, 2025 18 3 0.17 1,834 64 0.03 39.86% 30
Dec 19, 2025 6 2 0.33 5,366 847 0.16 37.41% 31
Jan 16, 2026 20 120 6 15,696 6,433 0.41 30.84% 30
Mar 20, 2026 2 0 0 647 24 0.04 28.57% 28
Jun 18, 2026 5 2 0.4 544 899 1.65 28.06% 32
Jan 15, 2027 4 0 0 649 395 0.61 26.29% 30
Jan 21, 2028 0 0 0 9 0 0 24.94% 20