haylaavo

VMM volatility

Option chain · IV across all F&O names
ATM IV
33.6%
HV 20d
34.4%
HV 30d
34.5%
IV percentile
49
IV rank
34
Implied vs historical volatility
ATM IVHV 20d
19.6%35.6%51.6%01 Apr 2616 Jul 2602 Nov 26ATM IV 33.62%HV 20d 34.44%
Put-call ratio (open interest)
0.41.52.601 Apr 2616 Jul 2602 Nov 26PCR 0.57

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.