haylaavo

MARICO volatility

Option chain · IV across all F&O names
ATM IV
26.3%
HV 20d
19.4%
HV 30d
21.0%
IV percentile
94
IV rank
77
Implied vs historical volatility
ATM IVHV 20d
11.6%20.3%29.0%29 Sept 2517 Apr 2602 Nov 26ATM IV 26.32%HV 20d 19.40%
Put-call ratio (open interest)
0.51.32.229 Sept 2517 Apr 2602 Nov 26PCR 0.72

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.