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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ICICI Bank Limited (IBN) - NYSE Next Earnings Date: Estimated on Oct. 17, 2026
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 1.2
Avg Daily Volume: 4,809,946    Market Cap: 101.0B
Sector: Financial Services    Short Interest: 0.62
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Monthly: 14.45%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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. 17, 2026 AC None $0.00 @$28.00 $4.03
($27.88)
14.45% -None% -None% $0.00 $0.00
( N/A )
None%
July 18, 2026 AC 1.2 $29.76 @$30.00 $1.70
($29.76)
5.71% 1.88% I 0.0% $29.76 $0.00
( N/A )
None%
April 18, 2026 AC 1.3 $28.80 @$29.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 17, 2026 AC 1.2 $30.87 @$31.00
Oct. 18, 2025 AC 1.0 $32.94 @$33.00
July 19, 2025 AC 1.0 $33.21 @$33.00
April 19, 2025 AC 1.0 $33.22 @$33.00
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

 
 
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