Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ICICI Bank Limited (IBN) - NYSE Next Earnings Date: Estimated on July 18, 2026
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 1.2
Avg Daily Volume: 7,340,109    Market Cap: 95.2B
Sector: Financial    Short Interest: 0.66
Live Interactive Chart
Days to Next Earnings: 50 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
April 18, 2026 AC 1.3 $28.80 @$29.00 $2.53
($28.80)
8.78% 1.07% I -0.17% I $28.75 $0.00
( N/A )
None%
Jan. 17, 2026 AC 1.2 $30.87 @$31.00 $1.67
($30.87)
5.41% -5.79% O -4.43% I $29.50 $0.00
( N/A )
None%
Oct. 18, 2025 AC 1.0 $32.94 @$33.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 27, 2024 AC 1.0 $26.53 @$27.00
Jan. 20, 2024 AC 1.2 $23.88 @$24.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US