haylaavo

MCX volatility

Option chain · IV across all F&O names
ATM IV
39.4%
HV 20d
35.1%
HV 30d
34.7%
IV percentile
61
IV rank
42
Implied vs historical volatility
ATM IVHV 20d
22.0%48.1%74.1%29 Sept 2517 Apr 2602 Nov 26ATM IV 39.38%HV 20d 35.08%
Put-call ratio (open interest)
0.40.71.129 Sept 2517 Apr 2602 Nov 26PCR 0.78

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.