haylaavo

LTM volatility

Option chain · IV across all F&O names
ATM IV
33.9%
HV 20d
34.2%
HV 30d
33.2%
IV percentile
45
IV rank
30
Implied vs historical volatility
ATM IVHV 20d
24.0%35.1%46.1%27 Feb 2603 Jul 2602 Nov 26ATM IV 33.89%HV 20d 34.16%
Put-call ratio (open interest)
0.40.71.027 Feb 2603 Jul 2602 Nov 26PCR 0.69

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.