haylaavo

UJJIVANSFB volatility

Option chain · IV across all F&O names
ATM IV
41.3%
HV 20d
53.3%
HV 30d
51.2%
IV percentile
43
IV rank
27
Implied vs historical volatility
ATM IVHV 20d
37.1%45.4%53.8%30 Sept 2616 Oct 2602 Nov 26ATM IV 41.32%HV 20d 53.31%
Put-call ratio (open interest)
0.30.71.230 Sept 2616 Oct 2602 Nov 26PCR 0.87

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.