haylaavo

KEI volatility

Option chain · IV across all F&O names
ATM IV
31.1%
HV 20d
47.1%
HV 30d
42.1%
IV percentile
43
IV rank
31
Implied vs historical volatility
ATM IVHV 20d
17.6%34.6%51.7%29 Sept 2517 Apr 2602 Nov 26ATM IV 31.13%HV 20d 47.15%
Put-call ratio (open interest)
0.41.22.029 Sept 2517 Apr 2602 Nov 26PCR 0.62

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.