haylaavo

CUMMINSIND volatility

Option chain · IV across all F&O names
ATM IV
36.0%
HV 20d
30.9%
HV 30d
27.9%
IV percentile
94
IV rank
78
Implied vs historical volatility
ATM IVHV 20d
16.7%32.0%47.3%29 Sept 2517 Apr 2602 Nov 26ATM IV 35.95%HV 20d 30.94%
Put-call ratio (open interest)
0.41.01.629 Sept 2517 Apr 2602 Nov 26PCR 1.04

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.