Strota / IV Rank & IV Percentile for NSE F&O Stocks

IV Rank & IV Percentile for NSE F&O Stocks

At-the-money implied volatility for every F&O underlying, ranked against its own one-year history, with 20-day historical volatility alongside - to see where options are cheap or expensive relative to their past.

In short · Updated 19 Oct 2026

Implied volatility rank and IV percentile for Nifty, Bank Nifty and every NSE F&O stock: today's at-the-money implied volatility, where it sits in its one-year range, the share of the past year's sessions it exceeds, and how it compares with the stock's 20-day historical volatility.

IV rank and IV percentile — NSE F&O

219 underlyings · session of 2026-10-16

Nifty 50 at-the-money IV since 2025-10-16 (247 sessions, range 7.39% – 33.86%)

Bank Nifty at-the-money IV since 2025-10-16 (247 sessions, range 8.69% – 38.44%)

Highest IV rank — richest premiums vs their year

LTM · IV 45.16%100.0

COLPAL · IV 33.45%86.2

OBEROIRLTY · IV 37.71%73.7

INFY · IV 35.05%72.0

SBILIFE · IV 25.71%71.4

YESBANK · IV 44.97%66.3

KEI · IV 39.78%66.1

VEDL · IV 32.17%65.2

CGPOWER · IV 38.84%64.6

COFORGE · IV 42.03%64.2

Lowest IV rank — cheapest premiums vs their year

FORCEMOT · IV 29.08%3.1

MOTHERSON · IV 24.48%3.7

WAAREEENER · IV 25.77%5.5

360ONE · IV 25.21%6.0

INDUSTOWER · IV 21.39%7.1

ASTRAL · IV 22.69%7.3

GODFRYPHLP · IV 31.5%8.4

WIPRO · IV 24.58%10.9

PGEL · IV 32.15%11.2

TRENT · IV 23.7%11.2

Symbol	ATM IV	IV rank	IV percentile	1Y low	1Y high	HV20	IV − HV
BANKNIFTY	13.7%	17	53	8.7	38.4	14.4	-0.7
FINNIFTY	14.3%	18	52	9.0	38.9	16.7	-2.4
MIDCPNIFTY	17.1%	19	57	11.1	42.5	20.5	-3.4
NIFTY	12.0%	17	53	7.4	33.9	16.1	-4.1
NIFTYNXT50	16.1%	35	66	11.2	25.3	17.2	-1.2
360ONE	25.2%	6	4	23.1	57.8	24.1	+1.1
ABB	36.4%	64	91	17.4	47.2	30.1	+6.3
ABCAPITAL	25.7%	14	17	22.0	48.7	23.5	+2.2
ADANIENSOL	37.6%	45	50	19.6	59.4	36.8	+0.8
ADANIENT	28.8%	19	34	22.2	56.3	38.5	-9.8
ADANIGREEN	39.1%	34	49	23.6	69.6	41.4	-2.3
ADANIPORTS	21.0%	12	22	17.4	47.9	30.3	-9.3
ADANIPOWER	34.3%	26	29	22.8	67.9	38.6	-4.3
ALKEM	21.9%	27	31	15.4	39.4	23.1	-1.1
AMBER	29.1%	14	19	23.5	63.8	37.5	-8.4
AMBUJACEM	28.3%	40	64	16.9	45.2	31.7	-3.3
ANANDRATHI	22.8%	—	—	22.8	40.7	24.6	-1.7
ANGELONE	32.7%	18	14	27.0	58.2	37.3	-4.6
APLAPOLLO	30.9%	63	83	15.7	39.7	32.4	-1.5
APOLLOHOSP	22.9%	43	68	12.5	36.6	35.0	-12.1
ASHOKLEY	27.8%	27	30	20.1	48.1	27.6	+0.1
ASIANPAINT	20.1%	27	27	13.8	37.2	22.9	-2.8
ASTRAL	22.7%	7	8	20.8	47.3	21.3	+1.4
ATHERENERG	35.0%	—	—	33.6	44.9	36.0	-1.1
AUBANK	33.4%	53	85	17.9	47.2	33.3	+0.1
AUROPHARMA	23.0%	14	6	20.3	39.9	18.6	+4.4
AXISBANK	27.2%	53	86	14.0	39.1	24.5	+2.7
BAJAJ-AUTO	19.5%	19	19	15.5	36.2	36.3	-16.8
BAJAJFINSV	23.2%	36	60	14.5	38.5	23.7	-0.5
BAJAJHLDNG	25.6%	28	21	18.5	43.7	31.1	-5.5
BAJFINANCE	33.4%	57	88	17.2	45.8	33.4	+0.0
BANDHANBNK	38.9%	43	70	12.5	73.4	54.6	-15.6
BANKBARODA	27.0%	31	54	18.1	46.7	22.1	+4.9
BANKINDIA	37.3%	58	76	20.0	49.6	30.4	+7.0
BDL	30.3%	21	13	23.6	55.1	27.8	+2.5
BEL	24.4%	19	34	18.5	50.1	20.1	+4.4
BHARATFORG	23.8%	14	14	19.7	48.2	24.9	-1.1
BHARTIARTL	15.7%	16	20	13.1	29.3	26.9	-11.2
BHEL	29.4%	21	24	22.9	53.5	42.3	-12.8
BIOCON	24.1%	20	15	19.4	43.3	21.8	+2.4
BLUESTARCO	26.2%	22	22	19.3	50.4	36.3	-10.1
BOSCHLTD	20.8%	21	16	15.2	42.4	28.4	-7.5
BPCL	25.4%	18	30	19.7	50.8	21.8	+3.6
BRITANNIA	20.9%	31	50	15.6	32.4	22.0	-1.1
BSE	32.0%	13	3	29.2	50.3	38.5	-6.5
CAMS	25.0%	24	8	20.2	39.9	31.6	-6.5
CANBK	25.9%	22	22	19.3	49.5	33.6	-7.7
CDSL	25.7%	16	6	20.9	50.6	19.9	+5.8
CGPOWER	38.8%	65	84	22.1	48.0	35.5	+3.3
CHOLAFIN	29.3%	19	53	21.2	64.0	32.2	-2.9
CIPLA	21.9%	38	56	13.2	35.6	14.9	+6.9
COALINDIA	18.0%	28	25	11.4	34.6	22.2	-4.2
COCHINSHIP	28.4%	13	15	23.9	58.8	30.2	-1.8
COFORGE	42.0%	64	73	23.5	52.4	29.6	+12.4
COLPAL	33.5%	86	98	15.7	36.3	32.6	+0.8
CONCOR	27.8%	40	64	16.9	44.3	28.7	-0.9
CROMPTON	31.8%	49	55	19.7	44.5	32.5	-0.7
CUMMINSIND	24.4%	29	26	17.8	41.0	22.5	+1.9
DABUR	19.1%	22	17	15.2	32.9	25.6	-6.5
DELHIVERY	26.1%	18	22	21.2	48.5	27.9	-1.8
DIVISLAB	23.4%	30	47	17.2	37.9	24.8	-1.4
DIXON	35.1%	26	37	26.1	61.3	27.7	+7.4
DLF	29.6%	28	45	19.3	55.8	29.1	+0.5
DMART	22.1%	27	19	16.7	36.9	32.8	-10.7
DRREDDY	27.9%	56	83	12.6	39.7	22.4	+5.5
EICHERMOT	19.2%	15	17	15.6	40.2	27.1	-7.8
ENRIN	37.2%	—	—	37.2	41.9	40.1	-2.9
ETERNAL	36.7%	31	70	22.5	67.9	27.2	+9.5
FEDERALBNK	27.1%	50	70	14.9	39.5	22.9	+4.1
FORCEMOT	29.1%	3	3	27.8	68.7	20.0	+9.1
FORTIS	27.4%	41	54	17.8	41.1	36.1	-8.8
GAIL	21.4%	16	28	17.3	43.5	17.8	+3.6
GLENMARK	25.1%	22	23	20.4	42.4	35.7	-10.7
GMRAIRPORT	28.9%	27	41	20.6	51.2	31.4	-2.5
GODFRYPHLP	31.5%	8	21	27.6	74.8	33.1	-1.6
GODREJCP	21.0%	18	22	17.6	36.2	21.6	-0.5
GODREJPROP	33.8%	34	51	22.3	56.3	26.5	+7.2
GRASIM	17.6%	14	21	14.5	36.0	22.3	-4.7
GVT&D	33.3%	26	25	25.5	56.1	29.8	+3.5
HAL	21.4%	16	3	16.3	47.4	28.6	-7.1
HAVELLS	30.5%	57	85	15.1	42.1	31.9	-1.4
HCLTECH	26.0%	45	39	14.2	40.3	38.7	-12.7
HDFCAMC	22.9%	17	22	18.4	45.0	34.0	-11.0
HDFCBANK	22.8%	38	56	12.2	40.5	22.3	+0.5
HDFCLIFE	20.6%	33	38	13.5	35.3	31.2	-10.6
HEROMOTOCO	22.2%	19	16	17.6	41.9	27.4	-5.2
HINDALCO	24.1%	16	27	19.9	46.8	26.8	-2.7
HINDPETRO	29.6%	27	45	19.9	55.8	34.2	-4.6
HINDUNILVR	15.9%	50	18	0.9	30.9	24.4	-8.5
HINDZINC	34.3%	31	57	24.3	56.5	23.8	+10.5
HYUNDAI	25.5%	17	14	21.3	45.6	27.4	-2.0
ICICIBANK	22.5%	51	83	10.9	33.9	21.6	+0.9
ICICIGI	23.9%	35	67	15.4	39.8	35.7	-11.8
ICICIPRULI	25.0%	36	47	15.7	41.9	24.7	+0.3
IDEA	42.5%	24	31	31.4	78.2	38.5	+4.0
IDFCFIRSTB	35.6%	55	82	16.7	51.0	30.6	+4.9
IEX	34.8%	33	66	20.4	64.0	24.0	+10.8
INDHOTEL	27.7%	42	72	16.8	42.6	27.0	+0.7
INDIANB	23.9%	17	9	19.3	46.3	29.4	-5.5
INDIGO	28.4%	38	64	16.6	47.8	25.3	+3.2
INDUSINDBK	30.8%	41	70	19.9	46.7	31.0	-0.2
INDUSTOWER	21.4%	7	4	19.8	42.5	27.1	-5.7
INFY	35.0%	72	83	14.3	43.1	33.3	+1.7
INOXWIND	34.5%	34	21	17.4	67.9	47.4	-12.9
IOC	20.5%	12	17	16.9	47.4	22.4	-1.9
IREDA	38.7%	50	74	23.3	54.0	28.5	+10.2
IRFC	26.6%	29	26	19.0	45.0	27.6	-0.9
ITC	17.4%	36	41	10.2	30.1	34.3	-16.9
JINDALSTEL	32.7%	55	85	19.6	43.6	28.9	+3.7
JIOFIN	26.8%	34	41	16.9	46.5	23.4	+3.4
JSWENERGY	32.6%	51	70	20.1	44.6	34.2	-1.6
JSWSTEEL	24.6%	30	60	17.4	41.1	26.2	-1.6
JUBLFOOD	28.4%	30	39	18.9	50.2	34.9	-6.5
KALYANKJIL	32.1%	21	19	21.7	71.8	35.4	-3.2
KAYNES	35.2%	13	17	27.5	88.4	38.3	-3.1
KEI	39.8%	66	87	22.6	48.6	28.6	+11.2
KFINTECH	35.5%	36	54	24.9	54.1	34.8	+0.7
KOTAKBANK	25.8%	52	78	12.9	37.9	22.3	+3.5
KPITTECH	35.4%	35	43	23.6	57.0	40.5	-5.1
LAURUSLABS	24.7%	23	15	18.9	44.4	25.8	-1.2
LICHSGFIN	24.5%	35	50	14.2	44.0	40.9	-16.4
LICI	20.3%	26	24	14.4	37.5	23.5	-3.2
LODHA	33.0%	28	40	20.5	64.4	31.2	+1.9
LT	19.0%	19	44	12.9	45.3	22.6	-3.7
LTF	31.6%	32	37	23.3	49.0	40.9	-9.2
LTM	45.2%	100	99	29.2	45.2	34.9	+10.3
LUPIN	19.8%	18	17	15.6	38.0	20.5	-0.8
M&M	20.9%	17	17	16.0	44.4	25.4	-4.4
MAHABANK	37.1%	—	—	27.3	39.2	34.3	+2.8
MANAPPURAM	27.9%	17	18	22.9	51.8	33.4	-5.5
MANKIND	29.9%	36	68	17.9	51.3	38.5	-8.6
MARICO	17.7%	17	15	15.3	29.8	18.5	-0.9
MARUTI	21.4%	39	50	12.3	36.0	25.4	-4.0
MAXHEALTH	29.2%	61	66	19.2	35.6	28.8	+0.4
MAZDOCK	31.7%	34	25	21.0	52.1	29.4	+2.3
MCX	33.8%	30	27	23.5	57.2	35.6	-1.9
MFSL	28.0%	48	52	18.4	38.6	44.8	-16.8
MOTHERSON	24.5%	4	3	23.4	53.9	31.1	-6.6
MOTILALOFS	36.2%	45	60	24.4	50.8	40.7	-4.5
MPHASIS	30.4%	38	28	21.2	45.3	30.6	-0.2
MUTHOOTFIN	27.7%	19	30	19.0	64.1	21.8	+5.9
NAM-INDIA	34.4%	30	59	22.8	61.1	30.8	+3.6
NATIONALUM	29.9%	21	16	24.0	51.9	31.8	-1.8
NAUKRI	26.0%	27	20	19.3	44.5	37.3	-11.3
NBCC	32.5%	20	32	24.4	65.9	27.6	+4.9
NESTLEIND	22.7%	37	71	13.8	38.0	38.9	-16.2
NHPC	24.6%	35	33	18.1	36.7	17.7	+7.0
NIFTYFPI	13.0%	—	—	13.0	13.0	—	—
NMDC	28.3%	29	42	19.9	49.0	25.0	+3.3
NTPC	16.6%	31	21	11.1	28.8	17.7	-1.1
NYKAA	24.6%	23	16	19.3	42.5	29.5	-4.8
OBEROIRLTY	37.7%	74	96	19.5	44.2	25.5	+12.2
OFSS	42.7%	57	94	18.6	61.1	39.1	+3.6
OIL	21.6%	18	4	16.3	46.1	19.1	+2.5
ONGC	15.9%	12	6	12.9	38.0	17.8	-1.8
PAGEIND	23.4%	19	29	17.6	48.4	23.4	+0.0
PATANJALI	33.1%	23	71	19.5	78.7	40.9	-7.8
PAYTM	39.1%	46	76	21.8	59.4	34.5	+4.6
PERSISTENT	29.9%	22	26	21.6	59.4	33.6	-3.8
PETRONET	20.4%	12	24	14.8	62.7	25.0	-4.6
PFC	25.4%	30	38	16.9	45.4	23.5	+1.9
PGEL	32.1%	11	10	26.9	73.6	38.1	-6.0
PHOENIXLTD	26.6%	40	47	16.9	40.8	31.1	-4.5
PIDILITIND	19.5%	30	36	12.8	34.7	24.9	-5.5
PIIND	24.9%	14	26	19.2	61.5	34.3	-9.4
PNB	35.3%	60	89	17.4	47.4	27.1	+8.2
PNBHOUSING	28.0%	27	23	18.6	53.1	30.0	-2.0
POLICYBZR	36.9%	29	55	21.8	73.3	166.9	-130.0
POLYCAB	32.5%	54	78	18.2	44.8	19.8	+12.7
POWERGRID	18.5%	19	27	14.9	33.7	22.6	-4.1
POWERINDIA	34.1%	21	33	27.0	61.3	31.0	+3.1
PREMIERENE	30.4%	17	16	25.7	54.2	26.3	+4.1
PRESTIGE	27.4%	17	11	22.5	52.0	33.3	-5.9
RADICO	26.3%	35	24	19.6	38.9	32.1	-5.8
RBLBANK	26.4%	24	30	16.9	55.5	44.5	-18.1
RECLTD	24.2%	27	33	17.1	43.1	30.6	-6.4
RELIANCE	24.1%	62	78	10.5	32.4	25.6	-1.5
RVNL	30.6%	12	18	23.6	82.5	29.5	+1.1
SAGILITY	41.1%	—	—	28.4	42.0	27.2	+13.8
SAIL	19.8%	14	3	15.3	48.2	37.3	-17.4
SBICARD	32.6%	56	81	18.7	43.4	25.6	+7.1
SBILIFE	25.7%	71	86	10.9	31.7	19.9	+5.8
SBIN	19.0%	26	32	12.1	39.0	17.2	+1.8
SHREECEM	25.9%	49	68	16.4	35.7	20.7	+5.2
SHRIRAMFIN	34.1%	32	70	23.6	56.9	37.4	-3.4
SIEMENS	29.6%	37	45	19.8	46.0	32.0	-2.4
SOLARINDS	31.3%	33	32	24.1	46.1	34.6	-3.3
SONACOMS	35.0%	57	68	23.6	43.8	27.7	+7.3
SRF	32.2%	61	82	16.9	41.9	18.7	+13.5
SUNPHARMA	15.9%	16	28	13.0	31.2	18.3	-2.4
SUPREMEIND	24.3%	16	13	20.0	46.5	27.4	-3.1
SUZLON	31.0%	28	26	21.7	55.1	37.7	-6.6
SWIGGY	43.8%	60	69	28.1	54.2	36.9	+6.8
TATACONSUM	20.8%	23	27	16.9	34.0	21.4	-0.6
TATAELXSI	29.8%	31	36	20.5	50.5	41.2	-11.4
TATAPOWER	18.6%	22	14	12.8	38.8	22.6	-4.0
TATASTEEL	24.8%	28	28	17.7	42.9	24.1	+0.7
TCS	26.5%	56	58	11.5	38.2	34.6	-8.1
TECHM	27.7%	54	56	13.8	39.7	41.1	-13.4
TIINDIA	33.1%	49	49	21.5	45.3	37.0	-3.9
TITAN	17.9%	20	22	13.0	38.1	24.4	-6.5
TMPV	25.4%	21	18	19.0	49.4	26.7	-1.2
TORNTPHARM	26.5%	57	81	13.2	36.6	19.8	+6.7
TRENT	23.7%	11	7	20.6	48.0	47.0	-23.3
TVSMOTOR	26.7%	37	56	17.7	42.2	20.8	+6.0
UJJIVANSFB	40.7%	—	—	35.6	54.4	—	—
ULTRACEMCO	23.4%	38	70	13.2	40.1	22.2	+1.2
UNIONBANK	36.0%	50	77	22.6	49.5	28.7	+7.3
UNITDSPR	20.7%	15	26	17.5	38.6	28.2	-7.5
UNOMINDA	27.0%	23	24	21.2	46.1	30.1	-3.1
UPL	26.7%	29	48	18.9	45.6	37.5	-10.8
VBL	26.2%	20	31	21.4	45.0	24.6	+1.6
VEDL	32.2%	65	42	1.6	48.5	36.3	-4.2
VMM	39.9%	54	82	25.3	52.1	30.0	+9.9
VOLTAS	28.4%	27	32	20.1	51.0	31.0	-2.6
WAAREEENER	25.8%	6	5	24.1	55.0	31.8	-6.0
WIPRO	24.6%	11	34	16.2	93.0	32.8	-8.2
YESBANK	45.0%	66	99	17.8	58.7	62.8	-17.8
ZYDUSLIFE	25.3%	45	62	14.5	38.4	24.1	+1.2

At-the-money IV of the nearest expiry at least 7 days out · rank and percentile over the last 365 days, once 60 sessions are recorded · HV20 = 20-session historical volatility · click a column to sort · CSV

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Implied volatility on its own says little: 30% is high for the Nifty and low for many mid-cap stocks. What matters to an options trader is whether today's IV is high or low for that underlying. IV rank and IV percentile answer exactly that, by comparing today's implied volatility with the past year of the same underlying's readings.

This page records the at-the-money implied volatility of every NSE F&O underlying after each session and ranks it against its own one-year history. The tables list the highest and lowest IV ranks, every underlying's current IV, its one-year range, and its 20-day historical volatility, so you can see at a glance where option premiums are rich or cheap.

IV rank vs IV percentile

IV rank places today's implied volatility between its one-year low (0) and high (100). An IV rank of 25 means today's IV is a quarter of the way from the year's low to its high. Because it uses only the two extremes, one spike can keep IV rank low for a whole year.

IV percentile is the share of the past year's sessions on which IV was lower than today. An IV percentile of 80 means IV was lower on 80% of days. It uses every reading, so it is less distorted by a single spike, and the two numbers can differ widely after a volatility event.

IV vs HV compares implied volatility with the stock's realised 20-session historical volatility. When IV is well above HV, options are pricing more movement than the stock has recently delivered; when it is below, they are pricing less.

How traders use IV rank

Option sellers tend to prefer high IV rank, when premiums are rich relative to the underlying's own history and a fall in IV works in their favour. Option buyers tend to prefer low IV rank, when premiums are cheap and a rise in IV adds to a directional gain.

High IV is not automatically a sell signal. It is often high for a reason - results, a court ruling, an index event or a sharp fall - and the risk it prices can arrive. Check the event calendar and the stock page before reading a high IV rank as an opportunity.

How the numbers are calculated

After each session, Strota takes each underlying's nearest expiry at least seven days away (expiry-week IV is distorted by time decay), finds the strike closest to the underlying price, and back-solves implied volatility from that strike's call and put closing prices with the Black-Scholes model, using the put-call-parity forward as the underlying level. A strike that did not trade is skipped rather than estimated.

IV rank and IV percentile are computed over the past 365 days of these readings and need at least sixty recorded sessions; underlyings with less history, such as newly added F&O stocks, show IV without a rank. Historical volatility is the annualised standard deviation of the last twenty daily close-to-close returns.

Key takeaways

IV rank places today's IV between its one-year low (0) and high (100).
IV percentile is the share of the past year's sessions with lower IV.
IV well above 20-day historical volatility means options price more movement than recently realised.
High IV rank favours option sellers; low IV rank favours buyers - but high IV usually has a cause.
Readings use at-the-money options at least seven days from expiry, recorded after every session.

Frequently asked questions

What is IV rank?

IV rank measures where today's implied volatility sits within its range over the past year: 0 at the year's lowest IV, 100 at the highest. It shows whether an underlying's options are expensive or cheap relative to its own history.

What is the difference between IV rank and IV percentile?

IV rank uses only the year's high and low; IV percentile counts the share of the year's sessions on which IV was lower than today. After a single volatility spike, IV rank can stay low while IV percentile reads much higher.

What is a good IV rank for selling options?

Many option sellers look for an IV rank above 50, when premiums are in the upper half of their one-year range. That is a rule of thumb, not an edge in itself: high IV often precedes the very move it is pricing.

What is Nifty's IV rank today?

The index rows at the top of the table show Nifty and Bank Nifty's at-the-money IV, IV rank and IV percentile as of the latest session.

Why does a stock show IV but no IV rank?

IV rank needs at least sixty recorded sessions of history. Stocks recently added to the F&O segment, or whose at-the-money options rarely trade, show the current IV without a rank until enough history accumulates.

How often is it updated?

Once per trading session, after the exchange publishes the end-of-day F&O data. The date above the table shows the session the numbers come from.