haylaavo

NAM-INDIA volatility

Option chain · IV across all F&O names
ATM IV
32.3%
HV 20d
41.3%
HV 30d
39.9%
IV percentile
41
IV rank
22
Implied vs historical volatility
ATM IVHV 20d
25.9%45.4%64.9%01 Apr 2616 Jul 2602 Nov 26ATM IV 32.29%HV 20d 41.32%
Put-call ratio (open interest)
0.31.32.301 Apr 2616 Jul 2602 Nov 26PCR 0.94

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.