haylaavo

SAGILITY volatility

Option chain · IV across all F&O names
ATM IV
36.8%
HV 20d
38.4%
HV 30d
34.6%
IV percentile
73
IV rank
55
Implied vs historical volatility
ATM IVHV 20d
22.5%32.9%43.2%26 Aug 2628 Sept 2602 Nov 26ATM IV 36.82%HV 20d 38.44%
Put-call ratio (open interest)
0.30.50.826 Aug 2628 Sept 2602 Nov 26PCR 0.60

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.