haylaavo

TORNTPHARM volatility

Option chain · IV across all F&O names
ATM IV
22.2%
HV 20d
16.7%
HV 30d
19.3%
IV percentile
43
IV rank
39
Implied vs historical volatility
ATM IVHV 20d
9.5%22.4%35.3%29 Sept 2517 Apr 2602 Nov 26ATM IV 22.24%HV 20d 16.70%
Put-call ratio (open interest)
0.31.32.329 Sept 2517 Apr 2602 Nov 26PCR 0.58

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.