haylaavo

HDFCAMC volatility

Option chain · IV across all F&O names
ATM IV
24.5%
HV 20d
30.4%
HV 30d
31.2%
IV percentile
35
IV rank
23
Implied vs historical volatility
ATM IVHV 20d
10.5%33.6%56.6%29 Sept 2517 Apr 2602 Nov 26ATM IV 24.53%HV 20d 30.38%
Put-call ratio (open interest)
0.41.01.529 Sept 2517 Apr 2602 Nov 26PCR 1.13

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.