haylaavo

HDFCBANK volatility

Option chain · IV across all F&O names
ATM IV
20.7%
HV 20d
21.9%
HV 30d
22.5%
IV percentile
43
IV rank
30
Implied vs historical volatility
ATM IVHV 20d
9.9%27.4%44.8%29 Sept 2517 Apr 2602 Nov 26ATM IV 20.71%HV 20d 21.85%
Put-call ratio (open interest)
0.50.81.129 Sept 2517 Apr 2602 Nov 26PCR 0.68

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.