haylaavo

DMART volatility

Option chain · IV across all F&O names
ATM IV
23.7%
HV 20d
33.2%
HV 30d
30.0%
IV percentile
39
IV rank
35
Implied vs historical volatility
ATM IVHV 20d
14.0%27.9%41.7%29 Sept 2517 Apr 2602 Nov 26ATM IV 23.68%HV 20d 33.16%
Put-call ratio (open interest)
0.30.81.229 Sept 2517 Apr 2602 Nov 26PCR 0.49

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.