haylaavo

SHRIRAMFIN volatility

Option chain · IV across all F&O names
ATM IV
31.7%
HV 20d
45.4%
HV 30d
39.6%
IV percentile
58
IV rank
24
Implied vs historical volatility
ATM IVHV 20d
20.6%45.1%69.6%29 Sept 2517 Apr 2602 Nov 26ATM IV 31.71%HV 20d 45.40%
Put-call ratio (open interest)
0.50.91.429 Sept 2517 Apr 2602 Nov 26PCR 0.56

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.