haylaavo

ICICIBANK volatility

Option chain · IV across all F&O names
ATM IV
18.3%
HV 20d
19.9%
HV 30d
19.2%
IV percentile
55
IV rank
32
Implied vs historical volatility
ATM IVHV 20d
9.1%21.0%33.0%29 Sept 2517 Apr 2602 Nov 26ATM IV 18.31%HV 20d 19.93%
Put-call ratio (open interest)
0.50.81.129 Sept 2517 Apr 2602 Nov 26PCR 0.81

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.