haylaavo

TATAELXSI volatility

Option chain · IV across all F&O names
ATM IV
30.9%
HV 20d
40.4%
HV 30d
38.7%
IV percentile
40
IV rank
35
Implied vs historical volatility
ATM IVHV 20d
18.1%33.6%49.1%29 Sept 2517 Apr 2602 Nov 26ATM IV 30.93%HV 20d 40.42%
Put-call ratio (open interest)
0.30.81.329 Sept 2517 Apr 2602 Nov 26PCR 0.77

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.