haylaavo

ENRIN volatility

Option chain · IV across all F&O names
ATM IV
36.1%
HV 20d
44.5%
HV 30d
42.9%
IV percentile
33
IV rank
28
Implied vs historical volatility
ATM IVHV 20d
34.0%39.3%44.7%30 Sept 2616 Oct 2602 Nov 26ATM IV 36.09%HV 20d 44.50%
Put-call ratio (open interest)
0.30.61.030 Sept 2616 Oct 2602 Nov 26PCR 0.57

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.