Implied volatility — all F&O names
End of day 02 Nov 2026 · 224 underlyings · IVP/IVR need ≥ 20 sessions of history; they fill in as option history is computed.
| Underlying | ATM IV ↓ | IV pct | IV rank | HV 20d | IV − HV | PCR |
|---|---|---|---|---|---|---|
| DATAPATTNS | 52.6 | — | — | 46.3 | 6.3 | 0.49 |
| INOXWIND | 51.1 | 84 | 67 | 61.8 | -10.8 | 0.69 |
| SYRMA | 46.8 | — | — | 57.4 | -10.5 | 0.36 |
| IDEA | 44.0 | 37 | 32 | 41.1 | 3.0 | 0.56 |
| POWERINDIA | 43.7 | 79 | 49 | 41.9 | 1.8 | 1.05 |
| POLICYBZR | 43.5 | 86 | 45 | 48.3 | -4.8 | 0.68 |
| KALYANKJIL | 43.4 | 71 | 43 | 39.7 | 3.7 | 0.61 |
| BDL | 42.6 | 77 | 61 | 33.1 | 9.5 | 0.75 |
| GODFRYPHLP | 42.3 | 53 | 31 | 37.1 | 5.2 | 0.59 |
| TIINDIA | 41.7 | 90 | 84 | 41.4 | 0.3 | 0.71 |
| UJJIVANSFB | 41.3 | 43 | 27 | 53.3 | -12.0 | 0.87 |
| BANDHANBNK | 40.2 | 71 | 55 | 53.7 | -13.5 | 0.85 |
| BSE | 39.8 | 70 | 44 | 31.9 | 7.9 | 0.75 |
| SOLARINDS | 39.7 | 88 | 72 | 31.4 | 8.3 | 0.75 |
| YESBANK | 39.4 | 93 | 53 | 60.3 | -20.9 | 0.50 |
| AMBER | 39.4 | 66 | 39 | 47.9 | -8.5 | 0.76 |
| MCX | 39.4 | 62 | 42 | 35.1 | 4.3 | 0.78 |
| RVNL | 39.3 | 56 | 35 | 34.6 | 4.7 | 0.82 |
| NBCC | 39.2 | 59 | 34 | 46.8 | -7.7 | 0.68 |
| ATHERENERG | 38.9 | 59 | 32 | 61.6 | -22.8 | 0.77 |
| KARURVYSYA | 38.8 | — | — | 38.8 | 0.0 | 0.88 |
| SWIGGY | 38.6 | 38 | 42 | 76.2 | -37.6 | 0.44 |
| COCHINSHIP | 38.4 | 55 | 42 | 37.8 | 0.6 | 0.75 |
| NATIONALUM | 38.2 | 71 | 50 | 41.8 | -3.6 | 0.79 |
| PIIND | 38.2 | 95 | 44 | 35.4 | 2.8 | 1.05 |
| MANAPPURAM | 38.1 | 74 | 56 | 42.8 | -4.7 | 0.50 |
| SUZLON | 38.1 | 62 | 49 | 50.8 | -12.8 | 0.48 |
| PAYTM | 38.0 | 69 | 42 | 36.7 | 1.4 | 0.45 |
| VOLTAS | 38.0 | 78 | 53 | 36.0 | 2.0 | 1.03 |
| KPITTECH | 37.8 | 58 | 43 | 41.1 | -3.4 | 0.56 |
| MPHASIS | 37.8 | 81 | 66 | 33.7 | 4.1 | 1.08 |
| PREMIERENE | 37.6 | 54 | 42 | 26.6 | 11.1 | 0.40 |
| SAIL | 37.2 | 62 | 56 | 36.9 | 0.3 | 0.25 |
| CUB | 37.0 | — | — | 46.9 | -9.9 | 0.36 |
| LODHA | 36.9 | 58 | 37 | 37.2 | -0.3 | 0.58 |
| SAGILITY | 36.8 | 73 | 55 | 38.4 | -1.6 | 0.60 |
| TMPV | 36.8 | 83 | 58 | 29.3 | 7.5 | 0.85 |
| KAYNES | 36.8 | 13 | 13 | 41.0 | -4.3 | 0.72 |
| JUBLFOOD | 36.7 | 84 | 57 | 37.0 | -0.3 | 0.78 |
| PGEL | 36.7 | 30 | 21 | 49.4 | -12.7 | 0.63 |
| ABB | 36.7 | 88 | 65 | 43.4 | -6.7 | 0.86 |
| ENRIN | 36.1 | 33 | 28 | 44.5 | -8.4 | 0.57 |
| MOTHERSON | 36.1 | 67 | 42 | 27.8 | 8.3 | 0.64 |
| PATANJALI | 36.1 | 81 | 28 | 32.3 | 3.8 | 0.82 |
| CUMMINSIND | 36.0 | 94 | 78 | 30.9 | 5.0 | 1.04 |
| NYKAA | 35.8 | 89 | 70 | 34.0 | 1.8 | 0.75 |
| UNOMINDA | 35.7 | 73 | 59 | 23.9 | 11.9 | 0.90 |
| DIVISLAB | 35.6 | 99 | 89 | 30.3 | 5.3 | 0.57 |
| OFSS | 35.4 | 53 | 39 | 27.6 | 7.8 | 0.73 |
| ANGELONE | 35.1 | 28 | 26 | 42.5 | -7.4 | 0.71 |
| MAZDOCK | 34.8 | 52 | 44 | 41.0 | -6.3 | 0.62 |
| IEX | 34.7 | 59 | 22 | 36.9 | -2.2 | 0.71 |
| PRESTIGE | 34.4 | 60 | 41 | 32.3 | 2.1 | 0.99 |
| ZYDUSLIFE | 34.4 | 98 | 83 | 28.0 | 6.4 | 0.82 |
| MOTILALOFS | 34.3 | 39 | 33 | 51.5 | -17.1 | 0.51 |
| CROMPTON | 34.2 | 70 | 61 | 41.3 | -7.1 | 0.55 |
| ADANIENSOL | 34.0 | 30 | 35 | 48.9 | -14.9 | 0.76 |
| BHARATFORG | 34.0 | 76 | 52 | 27.1 | 6.9 | 0.71 |
| LTM | 33.9 | 45 | 30 | 34.2 | -0.3 | 0.69 |
| ADANIGREEN | 33.8 | 26 | 24 | 49.4 | -15.6 | 0.92 |
| BHEL | 33.8 | 47 | 36 | 48.6 | -14.8 | 0.50 |
| UPL | 33.7 | 82 | 58 | 44.1 | -10.3 | 0.69 |
| MAHABANK | 33.7 | 47 | 57 | 36.6 | -2.9 | 0.63 |
| CONCOR | 33.6 | 90 | 61 | 26.9 | 6.8 | 0.73 |
| VMM | 33.6 | 49 | 34 | 34.4 | -0.8 | 0.57 |
| ASTRAL | 33.4 | 81 | 48 | 22.8 | 10.6 | 0.89 |
| NAVINFLUOR | 33.2 | — | — | 44.9 | -11.6 | 0.35 |
| CGPOWER | 33.1 | 53 | 43 | 38.2 | -5.1 | 0.72 |
| GLENMARK | 33.0 | 77 | 57 | 32.1 | 0.9 | 0.59 |
| ASHOKLEY | 32.9 | 50 | 34 | 26.0 | 6.9 | 0.98 |
| GVT&D | 32.6 | 18 | 23 | 39.1 | -6.5 | 0.85 |
| ADANIPOWER | 32.5 | 23 | 21 | 39.4 | -6.9 | 0.79 |
| BIOCON | 32.5 | 81 | 55 | 29.5 | 3.0 | 0.85 |
| SIEMENS | 32.4 | 56 | 46 | 40.8 | -8.4 | 0.85 |
| NAM-INDIA | 32.3 | 41 | 22 | 41.3 | -9.0 | 0.94 |
| IREDA | 32.2 | 34 | 33 | 29.1 | 3.1 | 0.83 |
| FORTIS | 32.1 | 83 | 61 | 30.3 | 1.9 | 0.49 |
| COFORGE | 32.1 | 29 | 30 | 33.2 | -1.1 | 0.83 |
| BLUESTARCO | 32.1 | 51 | 41 | 41.3 | -9.2 | 0.56 |
| KFINTECH | 31.9 | 25 | 24 | 40.4 | -8.5 | 0.65 |
| SHRIRAMFIN | 31.7 | 59 | 24 | 45.4 | -13.7 | 0.56 |
| IRFC | 31.7 | 59 | 49 | 31.8 | -0.1 | 0.56 |
| PNBHOUSING | 31.5 | 47 | 38 | 35.8 | -4.2 | 0.56 |
| RADICO | 31.3 | 48 | 50 | 34.7 | -3.4 | 0.54 |
| MFSL | 31.3 | 75 | 64 | 23.6 | 7.7 | 0.71 |
| INFY | 31.3 | 64 | 59 | 37.5 | -6.3 | 0.92 |
| COROMANDEL | 31.2 | — | — | 29.8 | 1.4 | 0.92 |
| KEI | 31.1 | 44 | 31 | 47.1 | -16.0 | 0.62 |
| HINDALCO | 31.0 | 70 | 41 | 26.5 | 4.5 | 0.86 |
| TATAELXSI | 30.9 | 39 | 35 | 40.4 | -9.5 | 0.77 |
| NHPC | 30.9 | 81 | 59 | 29.0 | 1.9 | 1.05 |
| CDSL | 30.8 | 51 | 32 | 26.5 | 4.4 | 0.76 |
| AUROPHARMA | 30.8 | 80 | 54 | 27.1 | 3.7 | 0.61 |
| HAL | 30.8 | 71 | 47 | 25.7 | 5.1 | 0.76 |
| PERSISTENT | 30.7 | 28 | 24 | 31.7 | -1.0 | 0.64 |
| FORCEMOT | 30.5 | 6 | 7 | 32.0 | -1.5 | 0.93 |
| LTF | 30.5 | 31 | 28 | 31.4 | -0.9 | 0.70 |
| GODREJPROP | 30.4 | 25 | 24 | 35.8 | -5.3 | 0.67 |
| PAGEIND | 30.4 | 80 | 48 | 26.3 | 4.2 | 0.80 |
| BOSCHLTD | 30.4 | 79 | 56 | 26.0 | 4.5 | 0.95 |
| DIXON | 30.4 | 19 | 12 | 51.8 | -21.5 | 1.39 |
| MUTHOOTFIN | 30.3 | 43 | 25 | 36.2 | -5.9 | 1.04 |
| VEDL | 30.2 | 26 | 59 | 39.1 | -8.9 | 0.80 |
| SONACOMS | 30.2 | 27 | 33 | 42.4 | -12.2 | 1.03 |
| NAUKRI | 30.1 | 44 | 43 | 32.7 | -2.6 | 0.50 |
| MAXHEALTH | 29.9 | 65 | 54 | 26.9 | 3.0 | 0.68 |
| ADANIENT | 29.9 | 39 | 23 | 37.3 | -7.4 | 0.91 |
| CAMS | 29.9 | 56 | 43 | 39.9 | -10.0 | 0.58 |
| SBICARD | 29.8 | 65 | 46 | 29.1 | 0.7 | 0.68 |
| LUPIN | 29.8 | 93 | 63 | 22.2 | 7.5 | 0.82 |
| AMBUJACEM | 29.7 | 70 | 45 | 36.0 | -6.3 | 0.73 |
| ICICILIFE | 29.4 | — | — | — | — | 0.61 |
| NMDC | 29.4 | 44 | 33 | 28.9 | 0.6 | 0.58 |
| WAAREEENER | 29.4 | 19 | 19 | 36.1 | -6.7 | 0.79 |
| OIL | 29.2 | 46 | 43 | 18.2 | 11.0 | 0.76 |
| PFC | 29.1 | 69 | 43 | 24.9 | 4.2 | 0.73 |
| PETRONET | 29.1 | 74 | 30 | 28.6 | 0.5 | 0.81 |
| TATASTEEL | 28.9 | 69 | 45 | 28.2 | 0.7 | 0.99 |
| PHOENIXLTD | 28.9 | 55 | 50 | 33.2 | -4.3 | 1.10 |
| LAURUSLABS | 28.9 | 52 | 39 | 42.0 | -13.1 | 0.97 |
| BANKINDIA | 28.8 | 28 | 30 | 36.2 | -7.4 | 0.85 |
| 360ONE | 28.8 | 32 | 16 | 33.8 | -5.0 | 0.76 |
| JIOFIN | 28.6 | 51 | 40 | 27.2 | 1.4 | 0.76 |
| M&M | 28.6 | 75 | 46 | 21.7 | 6.9 | 0.77 |
| TCS | 28.4 | 74 | 64 | 34.8 | -6.3 | 1.00 |
| POLYCAB | 28.4 | 62 | 38 | 29.6 | -1.2 | 0.66 |
| DELHIVERY | 28.2 | 35 | 26 | 39.5 | -11.4 | 0.45 |
| DABUR | 28.1 | 83 | 74 | 30.4 | -2.3 | 0.98 |
| HCLTECH | 28.1 | 62 | 53 | 37.2 | -9.2 | 0.82 |
| UNIONBANK | 28.1 | 23 | 20 | 25.4 | 2.7 | 0.84 |
| IDFCFIRSTB | 28.0 | 53 | 33 | 26.5 | 1.5 | 0.80 |
| COLPAL | 28.0 | 77 | 60 | 36.1 | -8.1 | 0.74 |
| TECHM | 27.9 | 59 | 55 | 43.0 | -15.0 | 0.87 |
| VBL | 27.9 | 49 | 29 | 39.1 | -11.2 | 0.53 |
| CHOLAFIN | 27.9 | 41 | 16 | 39.3 | -11.4 | 0.93 |
| CANBK | 27.9 | 35 | 29 | 36.7 | -8.8 | 0.95 |
| SUPREMEIND | 27.9 | 36 | 30 | 31.2 | -3.4 | 0.66 |
| DLF | 27.8 | 36 | 23 | 25.4 | 2.4 | 0.60 |
| JSWENERGY | 27.8 | 39 | 31 | 44.7 | -16.9 | 0.88 |
| HINDZINC | 27.7 | 12 | 9 | 32.0 | -4.3 | 0.61 |
| EICHERMOT | 27.6 | 72 | 49 | 25.4 | 2.3 | 0.90 |
| GMRAIRPORT | 27.5 | 26 | 22 | 35.1 | -7.6 | 0.82 |
| BAJAJFINSV | 27.3 | 84 | 53 | 19.5 | 7.8 | 0.89 |
| WIPRO | 27.3 | 51 | 44 | 35.5 | -8.2 | 1.06 |
| OBEROIRLTY | 27.2 | 32 | 31 | 25.2 | 2.0 | 0.86 |
| RECLTD | 27.2 | 62 | 39 | 30.0 | -2.8 | 0.97 |
| HEROMOTOCO | 27.2 | 57 | 40 | 29.9 | -2.7 | 0.64 |
| TVSMOTOR | 27.1 | 59 | 38 | 25.5 | 1.5 | 0.61 |
| MANKIND | 27.0 | 42 | 28 | 43.2 | -16.2 | 0.92 |
| HINDPETRO | 27.0 | 26 | 20 | 35.5 | -8.6 | 1.07 |
| INDUSINDBK | 26.9 | 40 | 27 | 29.5 | -2.6 | 0.98 |
| BRITANNIA | 26.9 | 87 | 67 | 22.7 | 4.2 | 0.92 |
| INDIGO | 26.8 | 52 | 33 | 27.6 | -0.7 | 1.10 |
| PNB | 26.8 | 47 | 32 | 27.5 | -0.7 | 0.71 |
| INDIANB | 26.8 | 24 | 28 | 27.4 | -0.7 | 0.98 |
| LICI | 26.8 | 70 | 54 | 24.5 | 2.3 | 0.91 |
| HYUNDAI | 26.7 | 28 | 24 | 26.4 | 0.3 | 0.72 |
| APOLLOHOSP | 26.6 | 85 | 59 | 34.4 | -7.7 | 0.76 |
| AUBANK | 26.6 | 46 | 30 | 40.9 | -14.4 | 0.73 |
| MARICO | 26.3 | 94 | 77 | 19.4 | 6.9 | 0.72 |
| ABCAPITAL | 26.3 | 22 | 16 | 28.1 | -1.8 | 1.02 |
| SBIN | 26.3 | 79 | 54 | 20.6 | 5.7 | 1.05 |
| BAJFINANCE | 26.2 | 52 | 33 | 27.9 | -1.7 | 0.89 |
| ETERNAL | 26.2 | 12 | 8 | 33.4 | -7.2 | 1.01 |
| TRENT | 26.2 | 23 | 21 | 52.0 | -25.8 | 0.78 |
| HAVELLS | 26.2 | 59 | 41 | 31.5 | -5.3 | 0.64 |
| RBLBANK | 26.2 | 27 | 36 | 43.1 | -16.9 | 0.48 |
| BPCL | 26.1 | 34 | 20 | 28.5 | -2.4 | 0.94 |
| ICICIGI | 25.7 | 76 | 41 | 24.6 | 1.1 | 0.58 |
| APLAPOLLO | 25.6 | 43 | 42 | 39.5 | -13.8 | 0.65 |
| IOC | 25.5 | 51 | 28 | 21.3 | 4.2 | 1.18 |
| LICHSGFIN | 25.5 | 57 | 38 | 38.4 | -12.9 | 0.56 |
| TATAPOWER | 25.4 | 71 | 45 | 26.3 | -1.0 | 1.03 |
| SHREECEM | 25.0 | 56 | 46 | 22.4 | 2.6 | 0.91 |
| TITAN | 24.9 | 75 | 48 | 21.3 | 3.6 | 0.80 |
| HDFCLIFE | 24.6 | 68 | 51 | 21.3 | 3.3 | 0.63 |
| HDFCAMC | 24.5 | 35 | 23 | 30.4 | -5.8 | 1.13 |
| JINDALSTEL | 24.5 | 32 | 21 | 30.5 | -5.9 | 0.96 |
| INDHOTEL | 24.5 | 53 | 31 | 27.1 | -2.7 | 0.78 |
| FEDERALBNK | 24.3 | 51 | 38 | 26.0 | -1.7 | 0.68 |
| UNITDSPR | 24.2 | 64 | 37 | 39.7 | -15.6 | 1.11 |
| BEL | 23.8 | 28 | 17 | 22.4 | 1.4 | 0.87 |
| DMART | 23.7 | 38 | 35 | 33.2 | -9.5 | 0.49 |
| MARUTI | 23.4 | 63 | 47 | 22.3 | 1.1 | 0.75 |
| SRF | 23.4 | 23 | 26 | 26.4 | -3.0 | 1.04 |
| SBILIFE | 23.2 | 68 | 59 | 19.0 | 4.2 | 0.72 |
| NESTLEIND | 23.1 | 71 | 37 | 39.8 | -16.7 | 0.53 |
| BANKBARODA | 22.9 | 22 | 19 | 28.9 | -5.9 | 1.04 |
| JSWSTEEL | 22.8 | 29 | 24 | 39.0 | -16.2 | 0.83 |
| ASIANPAINT | 22.7 | 53 | 39 | 22.3 | 0.4 | 0.82 |
| BAJAJ-AUTO | 22.6 | 53 | 34 | 24.5 | -1.9 | 0.68 |
| GODREJCP | 22.5 | 35 | 29 | 24.7 | -2.2 | 0.86 |
| ADANIPORTS | 22.4 | 31 | 16 | 32.4 | -9.9 | 0.80 |
| ONGC | 22.4 | 47 | 38 | 20.8 | 1.5 | 0.66 |
| INDUSTOWER | 22.3 | 10 | 12 | 27.6 | -5.2 | 0.74 |
| ALKEM | 22.3 | 31 | 34 | 18.0 | 4.3 | 0.71 |
| PIDILITIND | 22.3 | 60 | 50 | 28.2 | -5.9 | 1.37 |
| TORNTPHARM | 22.2 | 42 | 39 | 16.7 | 5.5 | 0.58 |
| GRASIM | 22.1 | 57 | 36 | 21.7 | 0.3 | 0.92 |
| TATACONSUM | 21.6 | 37 | 30 | 31.7 | -10.1 | 1.05 |
| ITC | 21.5 | 82 | 57 | 32.5 | -11.0 | 0.61 |
| DRREDDY | 21.4 | 40 | 33 | 28.5 | -7.1 | 0.93 |
| GAIL | 21.3 | 26 | 15 | 30.0 | -8.8 | 1.12 |
| CIPLA | 21.2 | 51 | 36 | 15.0 | 6.1 | 0.90 |
| POWERGRID | 21.1 | 56 | 34 | 23.2 | -2.0 | 0.87 |
| ANANDRATHI | 20.9 | 5 | 5 | 22.5 | -1.6 | 2.14 |
| HDFCBANK | 20.7 | 43 | 30 | 21.9 | -1.1 | 0.68 |
| BHARTIARTL | 20.6 | 74 | 48 | 24.6 | -4.0 | 0.74 |
| AXISBANK | 20.4 | 52 | 26 | 22.5 | -2.1 | 0.75 |
| RELIANCE | 20.1 | 45 | 41 | 46.4 | -26.4 | 0.87 |
| ULTRACEMCO | 19.5 | 40 | 23 | 23.8 | -4.3 | 0.71 |
| MIDCPNIFTY | 19.5 | 70 | 37 | 19.0 | 0.5 | 1.18 |
| COALINDIA | 19.0 | 30 | 34 | 28.2 | -9.3 | 0.78 |
| HINDUNILVR | 19.0 | 49 | 60 | 23.6 | -4.7 | 0.66 |
| SUNPHARMA | 19.0 | 69 | 33 | 13.2 | 5.8 | 0.74 |
| KOTAKBANK | 18.9 | 37 | 24 | 26.4 | -7.5 | 0.91 |
| NTPC | 18.5 | 39 | 44 | 22.2 | -3.8 | 0.73 |
| ICICIBANK | 18.3 | 55 | 32 | 19.9 | -1.6 | 0.81 |
| LT | 18.2 | 34 | 17 | 23.1 | -4.9 | 1.02 |
| NIFTYNXT50 | 15.7 | 15 | 34 | 18.7 | -3.1 | 0.09 |
| FINNIFTY | 15.5 | 54 | 34 | 15.6 | -0.0 | 0.89 |
| BANKNIFTY | 14.5 | 59 | 20 | 12.2 | 2.3 | 0.96 |
| NIFTY | 14.5 | 70 | 27 | 15.5 | -1.0 | 0.96 |
| NIFTYFPI | 14.1 | 11 | 10 | — | — | 0.20 |
Source: NSE F&O bhavcopy (EOD). ATM IV from the nearest expiry with at least 7 days left. Descriptive statistics only.