haylaavo

PGEL volatility

Option chain · IV across all F&O names
ATM IV
36.7%
HV 20d
49.4%
HV 30d
43.9%
IV percentile
30
IV rank
21
Implied vs historical volatility
ATM IVHV 20d
23.2%52.3%81.4%29 Sept 2517 Apr 2602 Nov 26ATM IV 36.72%HV 20d 49.38%
Put-call ratio (open interest)
0.40.91.429 Sept 2517 Apr 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.