haylaavo

ETERNAL volatility

Option chain · IV across all F&O names
ATM IV
26.2%
HV 20d
33.4%
HV 30d
31.8%
IV percentile
12
IV rank
8
Implied vs historical volatility
ATM IVHV 20d
15.1%40.5%65.9%29 Sept 2517 Apr 2602 Nov 26ATM IV 26.23%HV 20d 33.41%
Put-call ratio (open interest)
0.40.91.329 Sept 2517 Apr 2602 Nov 26PCR 1.01

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.