haylaavo

NIFTYFPI volatility

Option chain · IV across all F&O names
ATM IV
14.1%
HV 20d
—
HV 30d
—
IV percentile
11
IV rank
10
Implied vs historical volatility
ATM IVHV 20d
13.4%18.4%23.4%12 Aug 2621 Sept 2602 Nov 26ATM IV 14.07%
Put-call ratio (open interest)
0.00.40.812 Aug 2621 Sept 2602 Nov 26PCR 0.20

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.