haylaavo

YESBANK volatility

Option chain · IV across all F&O names
ATM IV
39.4%
HV 20d
60.3%
HV 30d
53.3%
IV percentile
93
IV rank
53
Implied vs historical volatility
ATM IVHV 20d
14.6%38.0%61.3%29 Sept 2517 Apr 2602 Nov 26ATM IV 39.39%HV 20d 60.31%
Put-call ratio (open interest)
0.40.71.029 Sept 2517 Apr 2602 Nov 26PCR 0.50

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.