High IV Rank Stocks Today (NSE F&O)neutral
F&O stocks whose at-the-money implied volatility is highest relative to their own past year - where option premiums are richest.
Showing top 25 of 207 matches · ranked by significance · click any symbol for the full smart-money deep dive · Download CSV
| Stock | ATM IV | IV rank | IV percentile | HV20 | IV − HV (pts) |
|---|---|---|---|---|---|
| LTMLTM Ltd. | 45.2% | 100.0 | 99.4 | 34.9% | +10.3 |
| COLPALColgate Palmolive (India) Ltd. | 33.5% | 86.2 | 98.4 | 32.6% | +0.8 |
| OBEROIRLTYOberoi Realty Ltd. | 37.7% | 73.7 | 95.9 | 25.5% | +12.2 |
| INFYInfosys Ltd. | 35.0% | 72.0 | 83.0 | 33.3% | +1.7 |
| SBILIFESBI Life Insurance Company Ltd. | 25.7% | 71.4 | 86.2 | 19.9% | +5.8 |
| YESBANKYes Bank Ltd. | 45.0% | 66.3 | 99.2 | 62.8% | -17.8 |
| KEIKEI Industries Ltd. | 39.8% | 66.1 | 87.3 | 28.6% | +11.2 |
| VEDLVedanta Ltd. | 32.2% | 65.2 | 41.7 | 36.3% | -4.2 |
| CGPOWERCG Power and Industrial Solutions Ltd. | 38.8% | 64.6 | 84.2 | 35.5% | +3.3 |
| COFORGECoforge Ltd. | 42.0% | 64.2 | 72.9 | 29.6% | +12.4 |
| ABBABB India Ltd. | 36.4% | 63.9 | 90.7 | 30.1% | +6.3 |
| APLAPOLLOAPL Apollo Tubes Ltd. | 30.9% | 63.3 | 83.1 | 32.4% | -1.5 |
| RELIANCEReliance Industries Ltd. | 24.1% | 62.3 | 78.1 | 25.6% | -1.5 |
| SRFSRF Ltd. | 32.2% | 61.1 | 81.8 | 18.7% | +13.5 |
| MAXHEALTHMax Healthcare Institute Ltd. | 29.2% | 60.7 | 66.4 | 28.8% | +0.4 |
| SWIGGYSwiggy Ltd. | 43.8% | 60.0 | 69.4 | 36.9% | +6.8 |
| PNBPunjab National Bank | 35.3% | 59.7 | 88.7 | 27.1% | +8.2 |
| BANKINDIABank of India | 37.3% | 58.4 | 76.0 | 30.4% | +7.0 |
| HAVELLSHavells India Ltd. | 30.5% | 57.1 | 85.3 | 31.9% | -1.4 |
| TORNTPHARMTorrent Pharmaceuticals Ltd. | 26.5% | 56.9 | 80.8 | 19.8% | +6.7 |
| OFSSOracle Financial Services Software Ltd. | 42.7% | 56.8 | 94.3 | 39.1% | +3.6 |
| SONACOMSSona BLW Precision Forgings Ltd. | 35.0% | 56.7 | 68.4 | 27.7% | +7.3 |
| BAJFINANCEBajaj Finance Ltd. | 33.4% | 56.6 | 87.9 | 33.4% | +0.0 |
| DRREDDYDr. Reddy's Laboratories Ltd. | 27.9% | 56.4 | 82.6 | 22.4% | +5.5 |
| SBICARDSBI Cards and Payment Services Ltd. | 32.6% | 56.4 | 81.4 | 25.6% | +7.1 |
How this screen works
Implied volatility is only high or low relative to the stock itself: 30% is quiet for some mid-caps and a storm for a bank. IV rank compares today's at-the-money IV with the stock's own one-year low (0) and high (100).
This screen lists the F&O stocks with the highest IV rank in the latest session, with their IV percentile and 20-day historical volatility. A wide gap between IV and recent realised volatility shows the options are pricing in more movement than the stock has delivered.
At-the-money IV is back-solved each session from the call and put closing prices at the strike nearest the underlying, on the nearest expiry at least seven days away, using the put-call-parity forward. A strike where both legs did not trade is skipped.
IV rank and IV percentile use the past 365 days and need at least sixty recorded sessions. The full table for every F&O underlying is on the IV rank page.
High IV usually has a reason - results, a regulatory event, a sharp move. It is not a signal by itself that options are mispriced.
FAQ
What is a high IV rank?
An IV rank near 100 means the stock's at-the-money implied volatility is at the top of its one-year range. Traders read it as option premiums being expensive relative to the stock's own history.
Should I sell options on high IV rank stocks?
Option sellers often look for high IV rank because premiums are rich and a fall in IV helps them. But IV is high for a reason, and the move it prices can happen; check the event calendar first. This is data, not advice.
How is IV rank different from IV percentile?
IV rank uses only the year's high and low. IV percentile is the share of the year's sessions with lower IV. After one spike, rank can stay low while percentile reads high.