haylaavo

IREDA volatility

Option chain · IV across all F&O names
ATM IV
32.2%
HV 20d
29.1%
HV 30d
32.4%
IV percentile
34
IV rank
33
Implied vs historical volatility
ATM IVHV 20d
17.3%36.0%54.8%29 Sept 2517 Apr 2602 Nov 26ATM IV 32.23%HV 20d 29.10%
Put-call ratio (open interest)
0.40.91.429 Sept 2517 Apr 2602 Nov 26PCR 0.83

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.