Low IV Rank Stocks Today (NSE F&O)neutral
F&O stocks whose at-the-money implied volatility is lowest relative to their own past year - where option premiums are cheapest.
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) |
|---|---|---|---|---|---|
| FORCEMOTForce Motors Ltd. | 29.1% | 3.1 | 3.0 | 20.0% | +9.1 |
| MOTHERSONSamvardhana Motherson International Ltd. | 24.5% | 3.7 | 3.2 | 31.1% | -6.6 |
| WAAREEENERWaaree Energies Ltd. | 25.8% | 5.5 | 4.6 | 31.8% | -6.0 |
| 360ONE360 ONE WAM Ltd. | 25.2% | 6.0 | 4.5 | 24.1% | +1.1 |
| INDUSTOWERIndus Towers Ltd. | 21.4% | 7.1 | 4.5 | 27.1% | -5.7 |
| ASTRALAstral Ltd. | 22.7% | 7.3 | 8.5 | 21.3% | +1.4 |
| GODFRYPHLPGodfrey Phillips India Ltd. | 31.5% | 8.4 | 21.4 | 33.1% | -1.6 |
| WIPROWipro Ltd. | 24.6% | 10.9 | 34.4 | 32.8% | -8.2 |
| PGELPG Electroplast Ltd. | 32.1% | 11.2 | 9.7 | 38.1% | -6.0 |
| TRENTTrent Ltd. | 23.7% | 11.2 | 6.9 | 47.0% | -23.3 |
| PETRONETPetronet LNG Ltd. | 20.4% | 11.6 | 23.5 | 25.0% | -4.6 |
| IOCIndian Oil Corporation Ltd. | 20.5% | 11.8 | 17.0 | 22.4% | -1.9 |
| RVNLRail Vikas Nigam Ltd. | 30.6% | 11.8 | 17.8 | 29.5% | +1.1 |
| ADANIPORTSAdani Ports and Special Economic Zone Ltd. | 21.0% | 11.9 | 21.5 | 30.3% | -9.3 |
| ONGCOil & Natural Gas Corporation Ltd. | 15.9% | 12.3 | 6.5 | 17.8% | -1.8 |
| KAYNESKaynes Technology India Ltd. | 35.2% | 12.6 | 17.0 | 38.3% | -3.1 |
| BSEBSE Ltd. | 32.0% | 12.9 | 2.8 | 38.5% | -6.5 |
| COCHINSHIPCochin Shipyard Ltd. | 28.4% | 12.9 | 14.8 | 30.2% | -1.8 |
| PIINDPI Industries Ltd. | 24.9% | 13.5 | 26.2 | 34.3% | -9.4 |
| SAILSteel Authority of India Ltd. | 19.8% | 13.6 | 2.6 | 37.3% | -17.4 |
| AUROPHARMAAurobindo Pharma Ltd. | 23.0% | 13.7 | 6.1 | 18.6% | +4.4 |
| AMBERAmber Enterprises India Ltd. | 29.1% | 13.9 | 19.1 | 37.5% | -8.4 |
| ABCAPITALAditya Birla Capital Ltd. | 25.7% | 14.0 | 17.0 | 23.5% | +2.2 |
| BHARATFORGBharat Forge Ltd. | 23.8% | 14.4 | 14.2 | 24.9% | -1.1 |
| GRASIMGrasim Industries Ltd. | 17.6% | 14.5 | 21.2 | 22.3% | -4.7 |
How this screen works
A low IV rank means a stock's options are priced for less movement than usual for that stock. Option buyers like it because premiums are cheap and a rise in implied volatility adds to a directional gain.
This screen lists the F&O stocks with the lowest IV rank in the latest session, with their IV percentile and 20-day historical volatility.
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. IV rank and percentile use the past 365 days, with at least sixty sessions of history.
Volatility tends to cluster: quiet periods can stay quiet for a while. Low IV is cheap, not necessarily about to rise.
FAQ
What does a low IV rank mean?
The stock's at-the-money implied volatility is near the bottom of its one-year range, so its options are cheap relative to its own history.
Is low IV good for buying options?
Buyers pay less premium when IV is low, and gain if IV later rises. But low IV can persist, and time decay still works against the buyer. This is data, not advice.
Where can I see IV rank for every stock?
The IV rank page lists every F&O underlying, sortable by IV, IV rank, IV percentile and historical volatility.