haylaavo

SYRMA volatility

Option chain · IV across all F&O names
ATM IV
46.8%
HV 20d
57.4%
HV 30d
56.0%
IV percentile
—
IV rank
—

IV percentile and rank need at least 20 sessions; 4 computed so far — history is being back-filled.

Implied vs historical volatility
ATM IVHV 20d
47.2%52.1%57.0%28 Oct 2629 Oct 2602 Nov 26ATM IV 46.84%HV 20d 57.38%
Put-call ratio (open interest)
0.10.30.528 Oct 2629 Oct 2602 Nov 26PCR 0.36

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.