haylaavo

ANANDRATHI volatility

Option chain · IV across all F&O names
ATM IV
20.9%
HV 20d
22.5%
HV 30d
21.8%
IV percentile
5
IV rank
5
Implied vs historical volatility
ATM IVHV 20d
18.1%29.0%39.9%30 Sept 2615 Oct 2602 Nov 26ATM IV 20.93%HV 20d 22.53%
Put-call ratio (open interest)
0.75.29.730 Sept 2615 Oct 2602 Nov 26PCR 2.14

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.