haylaavo

PREMIERENE volatility

Option chain · IV across all F&O names
ATM IV
37.6%
HV 20d
26.6%
HV 30d
27.6%
IV percentile
54
IV rank
42
Implied vs historical volatility
ATM IVHV 20d
21.5%39.5%57.4%31 Dec 2503 Jun 2602 Nov 26ATM IV 37.64%HV 20d 26.58%
Put-call ratio (open interest)
0.40.71.131 Dec 2503 Jun 2602 Nov 26PCR 0.40

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.