ICICI Bank Limited IBN 28.32 0.17 0.6%
IBN Historical Options Analysis
Explore IBN (ICICI Bank Limited) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
IBN / Comparative study
3 signals / 507 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.72
5.3
Mean
20.87
Window
-36.2%
ATM IV
z -0.20
0.23
Mean
0.33
Window
+43.9%
IV Percentile
z -0.29
47.47
Mean
56.09
Window
+204.3%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.76 | 0.68 |
| ATM IV | 0.76 | 1.00 | 0.40 |
| IV Percent... | 0.68 | 0.40 | 1.00 |
Source observations
Data inspector
1-50 of 507
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 28.32 | 5.3 | 0.23 | 47.47 |
| 2026-09-18 | 28.15 | 4.79 | 0.21 | 33.72 |
| 2026-09-17 | 28.18 | 4.46 | 0.19 | 22.09 |
| 2026-09-16 | 28.15 | 8.7 | 0.37 | 86.82 |
| 2026-09-15 | 28.4 | 5.84 | 0.25 | 60.85 |
| 2026-09-14 | 29.26 | 6.49 | 0.28 | 73.93 |
| 2026-09-11 | 29.39 | 5.16 | 0.22 | 47.29 |
| 2026-09-10 | 28.85 | 4.96 | 0.21 | 42.25 |
| 2026-09-09 | 29.02 | 4.53 | 0.19 | 26.74 |
| 2026-09-08 | 29.53 | 6.94 | 0.3 | 78.68 |
| 2026-09-07 | 30.3 | 4.81 | 0.21 | 36.58 |
| 2026-09-04 | 30.3 | 4.64 | 0.2 | 29.84 |
| 2026-09-03 | 30.52 | 4.63 | 0.2 | 29.84 |
| 2026-09-02 | 30.58 | 4.45 | 0.19 | 24.81 |
| 2026-09-01 | 30.19 | 4.77 | 0.21 | 35.8 |
| 2026-08-31 | 30.36 | 5.21 | 0.22 | 47.66 |
| 2026-08-28 | 29.88 | 4.9 | 0.21 | 38.91 |
| 2026-08-27 | 29.86 | 5.09 | 0.22 | 45.91 |
| 2026-08-26 | 30.15 | 4.5 | 0.19 | 28.02 |
| 2026-08-25 | 30.39 | 10.61 | 0.46 | 89.49 |
| 2026-08-24 | 29.64 | 11.88 | 0.51 | 89.84 |
| 2026-08-21 | 29.91 | 10.47 | 0.45 | 89.88 |
| 2026-08-20 | 29.67 | 4.95 | 0.21 | 43.58 |
| 2026-08-19 | 29.44 | 4.77 | 0.21 | 38.13 |
| 2026-08-18 | 29.63 | 5.01 | 0.22 | 45.53 |
| 2026-08-17 | 29.4 | 5.02 | 0.22 | 46.09 |
| 2026-08-14 | 29.74 | 4.92 | 0.21 | 42.02 |
| 2026-08-13 | 29.48 | 4.61 | 0.2 | 33.46 |
| 2026-08-12 | 29.84 | 4.65 | 0.2 | 35.41 |
| 2026-08-11 | 29.87 | 5.27 | 0.23 | 49.81 |
| 2026-08-10 | 30.08 | 5.12 | 0.22 | 48.05 |
| 2026-08-07 | 30.22 | 6.07 | 0.26 | 67.32 |
| 2026-08-06 | 30.48 | 4.5 | 0.19 | 32.68 |
| 2026-08-05 | 30.4 | 5.46 | 0.24 | 53.31 |
| 2026-08-04 | 30.33 | 5.73 | 0.25 | 60.31 |
| 2026-08-03 | 30.26 | 4.93 | 0.21 | 43.36 |
| 2026-07-31 | 29.99 | 6.47 | 0.28 | 75.1 |
| 2026-07-30 | 30.26 | 4.69 | 0.2 | 39.3 |
| 2026-07-29 | 29.76 | 6.18 | 0.27 | 70.04 |
| 2026-07-28 | 30.26 | 5.09 | 0.22 | 48.25 |
| 2026-07-27 | 29.89 | 4.68 | 0.2 | 39.06 |
| 2026-07-24 | 29.51 | 5.83 | 0.25 | 62.65 |
| 2026-07-23 | 29.24 | 3.97 | 0.17 | 8.95 |
| 2026-07-22 | 29.45 | 6.68 | 0.29 | 75.1 |
| 2026-07-21 | 30.05 | 4.27 | 0.18 | 28.02 |
| 2026-07-20 | 29.76 | 4.84 | 0.21 | 42.97 |
| 2026-07-17 | 29.76 | 5.85 | 0.25 | 63.42 |
| 2026-07-16 | 29.57 | 6.31 | 0.27 | 73.15 |
| 2026-07-15 | 29.4 | 5.82 | 0.25 | 63.81 |
| 2026-07-14 | 29 | 6.04 | 0.26 | 68.09 |