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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

Expected move

November 10, 2026 close · $34.88
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$0.37 $34.51 – $35.25 $34.43 – $35.33 $34.08 – $35.68
2 sessions ±1.5% ±$0.52 $34.36 – $35.40 $34.25 – $35.51 $33.76 – $36.00
3 sessions ±1.9% ±$0.65 $34.23 – $35.53 $34.10 – $35.66 $33.49 – $36.27
1 week ±2.4% ±$0.83 $34.05 – $35.71 $33.86 – $35.90 $33.11 – $36.65
2 weeks ±3.3% ±$1.16 $33.72 – $36.04 $33.44 – $36.32 $32.40 – $37.36
3 weeks ±4.1% ±$1.44 $33.44 – $36.32 $33.09 – $36.67 $31.83 – $37.93
1 month ±4.9% ±$1.72 $33.16 – $36.60 $32.73 – $37.03 $31.24 – $38.52
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

No completed report with a comparable pre-report straddle.