haylaavo

COCHINSHIP volatility

Option chain · IV across all F&O names
ATM IV
38.4%
HV 20d
37.8%
HV 30d
37.9%
IV percentile
55
IV rank
42
Implied vs historical volatility
ATM IVHV 20d
20.5%42.5%64.6%01 Apr 2617 Jul 2602 Nov 26ATM IV 38.41%HV 20d 37.83%
Put-call ratio (open interest)
0.30.60.901 Apr 2617 Jul 2602 Nov 26PCR 0.75

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.