haylaavo

IDFCFIRSTB volatility

Option chain · IV across all F&O names
ATM IV
28.0%
HV 20d
26.5%
HV 30d
30.4%
IV percentile
54
IV rank
33
Implied vs historical volatility
ATM IVHV 20d
15.6%41.9%68.2%29 Sept 2517 Apr 2602 Nov 26ATM IV 28.00%HV 20d 26.54%
Put-call ratio (open interest)
0.40.71.129 Sept 2517 Apr 2602 Nov 26PCR 0.80

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.