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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ICICI Bank Limited (IBN) - NYSE Next Earnings Date: OS Estimate: Jan. 24, 2026 AC
OS Projected Window: Jan. 19, 2026 to Jan. 24, 2026
EVR: 1.2
Avg Daily Volume: 4,638,810    Market Cap: 111.6B
Sector: Financial    Short Interest: 0.75
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 18, 2025 AC 1.0 $32.94 @$33.00 $1.73
($32.94)
5.25% -6.28% O -5.88% O $31.00 $0.00
( N/A )
None%
July 19, 2025 AC 1.0 $33.21 @$33.00 $1.55
($33.21)
4.67% 4.09% I 3.04% I $34.22 $0.00
( N/A )
None%
April 19, 2025 AC 1.0 $33.22 @$33.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2025 AC 1.0 $27.96 @$28.00
Oct. 26, 2024 AC 1.0 $29.48 @$29.00
July 27, 2024 AC 1.0 $28.76 @$29.00
April 27, 2024 AC 1.0 $26.53 @$27.00
Jan. 20, 2024 AC 1.2 $23.88 @$24.00
Oct. 21, 2023 AC 1.3 $22.26 @$22.00
July 22, 2023 AC 1.4 $24.47 @$24.00

 
 
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