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ICICI Bank Limited IBN 34.88 0.43 1.25%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.237
Put Call Ratio (OI)
0.373
Put Call Ratio (Vol)
0.799
IV Rank
5.51
IV Percentile
43.9
Max pain
29

Delta exposure (2026-11-10)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
10.0
437.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.9
19.9
View values by strike
IBN · Delta exposure · 2026-11-10. Delta-weighted share equivalents.
StrikeCallsPuts
15.00 41.3 K -1.5 K
18.00 1.4 K -17.3
19.00 0 -26.7
20.00 10 K -380
21.00 0 -99.2
22.00 0 -6.69
23.00 11 K -2.21 K
24.00 0 -18.1
25.00 13.8 K -2.43 K
26.00 0 -20.3 K
27.00 12.6 K -4.79 K
28.00 5.38 K -1.52 K
29.00 8.47 K -3.8 K
30.00 197 K -21.3 K
31.00 93.4 K -30.4
32.00 1.19 M -7.81 K
33.00 184 K -23.8
34.00 30.2 K -4.47 K
35.00 119 K -1.23 K
36.00 1.15 K 0
37.00 50.6 K 0
38.00 1.26 K 0
40.00 2.58 K 0
42.00 118 0
45.00 641 0