haylaavo

MAHABANK volatility

Option chain · IV across all F&O names
ATM IV
33.7%
HV 20d
36.6%
HV 30d
37.6%
IV percentile
47
IV rank
57
Implied vs historical volatility
ATM IVHV 20d
25.8%32.6%39.5%26 Aug 2628 Sept 2602 Nov 26ATM IV 33.70%HV 20d 36.62%
Put-call ratio (open interest)
0.30.50.826 Aug 2628 Sept 2602 Nov 26PCR 0.63

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.