haylaavo

WAAREEENER volatility

Option chain · IV across all F&O names
ATM IV
29.4%
HV 20d
36.1%
HV 30d
33.8%
IV percentile
19
IV rank
19
Implied vs historical volatility
ATM IVHV 20d
14.9%39.8%64.7%31 Dec 2503 Jun 2602 Nov 26ATM IV 29.37%HV 20d 36.11%
Put-call ratio (open interest)
0.30.91.431 Dec 2503 Jun 2602 Nov 26PCR 0.79

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.