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Implied volatility
what the options are pricing, against what the tape deliveredSource: implied volatility computed from NSE options.
Volatility
Bottom lineImplied volatility for 2026-10-01, from traded premiums only. 9,467 of 9,764 option rows inverted; 297 refused and counted, never interpolated across. 212 names carry an at-the-money series, and 189 of them have enough history for an IV percentile — the rest are blank rather than ranked on a short denominator. Descriptive only: nothing on this page ranks, and nothing here has been shown to predict a return.
What the option market charged for uncertainty, measured against each name's own history — never against another name's.
The derivatives book says where positions stand — never what happens next. Descriptive only. What this workspace can and cannot know →
Evidence · hover a tag for what it means: observed: traded option premiums and usable price coveragederived: implied volatility inverted from those premiumsunknowable: what volatility will actually be realised glossary →
The first 60 of 212 names with a traded at-the-money series, alphabetically
Read from the 2026-10-27 expiry — 26 calendar days out from this tape, for 212 of 212 names carrying an at-the-money series. Implied volatility is expiry-matched or it is nothing: the same name reads differently three days out and thirty days out, which is why the maturity is on the page rather than inferred.
In plain EnglishNames are ordered alphabetically. The percentile prints the number of observations behind it and is left blank below 250 — a percentile on a short history invents its own denominator. The put skew uses the listed put strike nearest 95% of its matched forward and reports its K/F ratio, rather than interpolating an exact 0.95 strike that did not trade.
What each column is, in its own units. At-the-money IV is annualised implied volatility in percent, inverted from the traded premium of the strike nearest the matched forward — not from an exchange theoretical price. IV percentile is the share of this name's own at-the-money IV observations over the trailing two years that sat below today's, as a percent of the observations counted:
100 × (observations below today) ÷ (observations). So 90% means only a tenth of that history was higher. 🔴 This is not the “IV Rank” other options tools publish, which is (IV − two-year low) ÷ (two-year high − two-year low) on the same 0–100 scale. The two disagree whenever the history is skewed rather than evenly spread, so do not compare this number with a vendor’s IV Rank. Term slope and put skew are differences between two implied volatilities, in volatility points (not percent of spot, and not rupees): the term slope is the next expiry's at-the-money IV minus the near expiry's, so positive means further-out uncertainty is priced higher. Put strike / forward (K/F) is the listed put strike divided by its matched forward, not a rupee strike. 0.95 means the listed put strike is about 95% of its matched forward. Inverted / traded counts option rows whose premium yielded a volatility, over rows that actually traded.| Name | At-the-money IV | IV percentile vs its own 2 years | Term slope (pts) | 95% put skew (pts) | Put strike / forward (K/F) | Inverted / traded |
|---|---|---|---|---|---|---|
| 360ONE | 32.1 | 66% of 313 obs | — | +1.3 | 0.95 | 23 / 24 |
| ABB | 29.2 | 51% of 496 obs | — | +1.1 | 0.96 | 37 / 39 |
| ABCAPITAL | 28.6 | 33% of 496 obs | -4.4 | +1.8 | 0.95 | 44 / 46 |
| ADANIENSOL | 37.1 | 48% of 456 obs | -3.2 | +1.4 | 0.96 | 41 / 44 |
| ADANIENT | 30.3 | 45% of 496 obs | +0.1 | +2.0 | 0.95 | 45 / 46 |
| ADANIGREEN | 33.5 | 23% of 456 obs | -1.9 | +2.3 | 0.95 | 37 / 37 |
| ADANIPORTS | 23.3 | 34% of 496 obs | +2.0 | +2.1 | 0.95 | 45 / 46 |
| ADANIPOWER | 34.7 | under 250 obs | -2.3 | +0.1 | 0.95 | 52 / 53 |
| ALKEM | 20.5 | 22% of 496 obs | +9.2 | +3.7 | 0.95 | 31 / 31 |
| AMBER | 30.5 | 29% of 313 obs | -2.5 | +4.6 | 0.95 | 26 / 28 |
| AMBUJACEM | 28.1 | 67% of 496 obs | +1.0 | +1.3 | 0.95 | 47 / 51 |
| ANANDRATHI | 37.3 | under 250 obs | — | +1.7 | 0.95 | 15 / 15 |
| ANGELONE | 42.8 | 66% of 456 obs | -3.8 | -0.1 | 0.94 | 38 / 39 |
| APLAPOLLO | 29.1 | 70% of 456 obs | +4.4 | +1.2 | 0.95 | 47 / 48 |
| APOLLOHOSP | 23.1 | 75% of 496 obs | -0.2 | +2.2 | 0.95 | 56 / 57 |
| ASHOKLEY | 31.5 | 62% of 496 obs | +3.2 | +0.7 | 0.96 | 49 / 52 |
| ASIANPAINT | 20.8 | 51% of 496 obs | +5.1 | +2.5 | 0.95 | 50 / 50 |
| ASTRAL | 26.0 | 43% of 496 obs | — | +1.8 | 0.95 | 29 / 31 |
| ATHERENERG | 39.3 | under 250 obs | +5.4 | +1.7 | 0.96 | 55 / 55 |
| AUBANK | 29.8 | 62% of 496 obs | — | +2.3 | 0.95 | 44 / 46 |
| AUROPHARMA | 26.0 | 35% of 496 obs | +1.1 | +0.3 | 0.95 | 33 / 34 |
| AXISBANK | 24.3 | 80% of 496 obs | -4.1 | +1.7 | 0.95 | 68 / 70 |
| BAJAJ-AUTO | 22.7 | 44% of 496 obs | +3.7 | +1.9 | 0.95 | 82 / 87 |
| BAJAJFINSV | 24.6 | 73% of 496 obs | +1.6 | +3.3 | 0.95 | 57 / 57 |
| BAJAJHLDNG | 20.7 | under 250 obs | — | +10.8 | 0.94 | 12 / 12 |
| BAJFINANCE | 29.9 | 84% of 496 obs | +0.7 | +1.2 | 0.95 | 72 / 72 |
| BANDHANBNK | 34.2 | 61% of 496 obs | -28.6 | +11.3 | 0.94 | 26 / 27 |
| BANKBARODA | 26.5 | 47% of 496 obs | -0.4 | +3.2 | 0.95 | 50 / 52 |
| BANKINDIA | 33.3 | 57% of 456 obs | +2.3 | -1.4 | 0.94 | 29 / 32 |
| BDL | 33.9 | 44% of 333 obs | +4.4 | +1.2 | 0.96 | 46 / 50 |
| BEL | 24.2 | 28% of 496 obs | +0.6 | +1.9 | 0.95 | 67 / 73 |
| BHARATFORG | 27.0 | 36% of 496 obs | +6.3 | +1.0 | 0.95 | 69 / 70 |
| BHARTIARTL | 16.4 | 32% of 496 obs | -0.8 | +2.9 | 0.95 | 55 / 58 |
| BHEL | 35.3 | 56% of 496 obs | +0.4 | +1.6 | 0.94 | 56 / 58 |
| BIOCON | 24.3 | 18% of 496 obs | +1.3 | +2.6 | 0.95 | 39 / 41 |
| BLUESTARCO | 34.9 | 79% of 333 obs | +2.8 | +1.5 | 0.95 | 33 / 33 |
| BOSCHLTD | 24.8 | 47% of 496 obs | +1.3 | +1.3 | 0.95 | 34 / 36 |
| BPCL | 25.4 | 28% of 496 obs | -0.0 | +1.9 | 0.94 | 29 / 29 |
| BRITANNIA | 20.1 | 34% of 496 obs | +1.3 | +0.4 | 0.95 | 37 / 40 |
| BSE | 38.2 | 38% of 456 obs | -1.4 | +1.6 | 0.95 | 54 / 54 |
| CAMS | 28.1 | 34% of 456 obs | — | +0.5 | 0.95 | 32 / 33 |
| CANBK | 29.8 | 52% of 496 obs | -1.7 | +2.0 | 0.95 | 66 / 69 |
| CDSL | 30.9 | 41% of 456 obs | -5.6 | +1.3 | 0.94 | 53 / 53 |
| CGPOWER | 31.4 | 41% of 456 obs | -0.6 | +0.5 | 0.95 | 38 / 38 |
| CHOLAFIN | 29.5 | 56% of 496 obs | +2.3 | +2.8 | 0.95 | 43 / 45 |
| CIPLA | 22.6 | 59% of 496 obs | -0.8 | +1.3 | 0.95 | 55 / 55 |
| COALINDIA | 21.4 | 46% of 496 obs | +0.0 | +1.6 | 0.94 | 45 / 47 |
| COCHINSHIP | 29.4 | under 250 obs | +2.8 | +0.5 | 0.95 | 34 / 36 |
| COFORGE | 40.7 | 79% of 496 obs | -1.6 | +0.4 | 0.95 | 57 / 57 |
| COLPAL | 25.6 | 68% of 496 obs | -0.3 | +0.3 | 0.95 | 55 / 56 |
| CONCOR | 28.9 | 67% of 496 obs | -0.7 | +1.0 | 0.94 | 39 / 42 |
| CROMPTON | 33.3 | 74% of 496 obs | -1.8 | -1.5 | 0.96 | 38 / 44 |
| CUMMINSIND | 22.8 | 21% of 496 obs | +3.8 | +2.8 | 0.95 | 31 / 31 |
| DABUR | 23.9 | 76% of 496 obs | +0.3 | +1.0 | 0.96 | 37 / 38 |
| DELHIVERY | 28.6 | 34% of 456 obs | +4.0 | +2.1 | 0.95 | 35 / 37 |
| DIVISLAB | 24.8 | 56% of 496 obs | +2.0 | +1.0 | 0.95 | 59 / 60 |
| DIXON | 35.6 | 45% of 496 obs | -0.4 | +0.8 | 0.94 | 42 / 44 |
| DLF | 28.5 | 47% of 496 obs | -3.0 | +1.9 | 0.95 | 38 / 39 |
| DMART | 31.2 | 84% of 456 obs | -2.3 | +2.3 | 0.95 | 40 / 40 |
| DRREDDY | 25.8 | 76% of 496 obs | -1.6 | +0.1 | 0.95 | 59 / 59 |
Coverage, beside the numbers rather than in a footnote. At-the-money series 212 of 212 names · term slope 88% · put skew 100%. Option rows: 9,467 inverted of 9,764 traded, 297 refused (3%), 0 flagged as extreme and shown rather than dropped. A refusal is a deep in-the-money premium below its own intrinsic value — the exchange's number, not ours, and interpolating across it would fabricate the tail where skew lives.
Realised volatility for a future period is not yet observable. Implied volatility describes the recorded option prices and does not establish the volatility that will occur.