haylaavo

AMBER volatility

Option chain · IV across all F&O names
ATM IV
39.4%
HV 20d
47.9%
HV 30d
43.5%
IV percentile
67
IV rank
39
Implied vs historical volatility
ATM IVHV 20d
20.9%47.8%74.6%29 Sept 2517 Apr 2602 Nov 26ATM IV 39.38%HV 20d 47.89%
Put-call ratio (open interest)
0.30.81.329 Sept 2517 Apr 2602 Nov 26PCR 0.76

As of 02 Nov 2026. ATM IV = mean of call and put IV at the strike nearest the parity forward, nearest expiry with ≥ 7 days left; HV = annualised close-to-close st.dev. (split/bonus ex-dates excluded); IVP = % of sessions in the window with lower IV; IVR = position between the window low and high. Source: NSE F&O bhavcopy + equity/index closes.