ICICI Bank Ltd ADR (IBN) Historical Volatility

Tracking IBN historical volatility helps you see how much ICICI Bank Ltd ADR's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, ICICI Bank Ltd ADR's HV tells you what really happened. Use our scanner to monitor IBN 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The IBN 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing ICICI Bank Ltd ADR's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

ICICI Bank Limited, together with its subsidiaries, engages in the provision of various banking and financial services to retail and corporate customers in India and internationally. The company operates through Retail Banking, Wholesale Banking, Treasury, Other Banking, Life Insurance, and Others segments. It accepts savings, salary, pension, current, trade, escrow, foreign currency, and vostro accounts, as well as time, fixed, recurring, and security deposits services. The company also provides home, car, two-wheeler, personal, gold, and commercial business loans, as well as loans against securities and other loans; business loans, including working capital finance, term loans, collateral free loans, loans without financials, finance for importers and exporters, and overdraft facilities, as well as loans for new entities and card swipes; and credit, debit, prepaid, travel, forex, and corporate cards.

In addition, it offers pockets wallet; fixed income products; investment products, such as mutual funds, gold monetization schemes, initial public offerings, and other online investment services; and agri and rural business, farmer finance, tractor loans, and micro banking services. Further, the company provides portfolio management, trade, foreign exchange, locker, private and NRI banking, and cash management services; family wealth and demat accounts; commercial and investment banking, capital market, custodial, and institutional banking services; health, personal accident, fire, and motor insurance, as well as distributes general and life insurance products; and Internet, mobile, and phone banking services. Additionally, it offers securities investment, broking, trading, and underwriting services; and merchant banking, trusteeship, housing finance, pension fund management, asset management, investment advisory, points of presence, and private equity/venture capital fund management services. The company was founded in 1955 and is headquartered in Mumbai, India.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts ICICI Bank Ltd ADR's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where IBN HV is running hot, cold, or in line. Make the IBN 30 day historical volatility — and every other window — work for your edge instead of against it.