haylaavo

BANKNIFTY volatility

Option chain · IV across all F&O names
ATM IV
14.5%
HV 20d
12.2%
HV 30d
13.5%
IV percentile
60
IV rank
20
Implied vs historical volatility
ATM IVHV 20d
7.1%23.3%39.4%29 Sept 2517 Apr 2602 Nov 26ATM IV 14.51%HV 20d 12.20%
Put-call ratio (open interest)
0.71.21.729 Sept 2517 Apr 2602 Nov 26PCR 0.96

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.