haylaavo

SHREECEM volatility

Option chain · IV across all F&O names
ATM IV
25.0%
HV 20d
22.4%
HV 30d
23.7%
IV percentile
57
IV rank
46
Implied vs historical volatility
ATM IVHV 20d
12.2%25.9%39.6%29 Sept 2517 Apr 2602 Nov 26ATM IV 25.00%HV 20d 22.37%
Put-call ratio (open interest)
0.31.01.629 Sept 2517 Apr 2602 Nov 26PCR 0.91

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.