haylaavo

IOC volatility

Option chain · IV across all F&O names
ATM IV
25.5%
HV 20d
21.3%
HV 30d
23.2%
IV percentile
52
IV rank
28
Implied vs historical volatility
ATM IVHV 20d
14.4%30.3%46.2%29 Sept 2517 Apr 2602 Nov 26ATM IV 25.51%HV 20d 21.33%
Put-call ratio (open interest)
0.50.81.229 Sept 2517 Apr 2602 Nov 26PCR 1.18

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.