haylaavo

VBL volatility

Option chain · IV across all F&O names
ATM IV
27.9%
HV 20d
39.1%
HV 30d
33.5%
IV percentile
48
IV rank
29
Implied vs historical volatility
ATM IVHV 20d
18.3%30.6%42.8%29 Sept 2517 Apr 2602 Nov 26ATM IV 27.93%HV 20d 39.08%
Put-call ratio (open interest)
0.40.60.929 Sept 2517 Apr 2602 Nov 26PCR 0.53

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.