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

IV Rank & IV Percentile for NSE F&O Stocks

Name: IV Rank & IV Percentile for NSE F&O Stocks
Creator: Strota

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 20 Oct 2026

At the 19 Oct 2026 close, Nifty's at-the-money IV was 12.63% (IV rank 20, IV percentile 59) and Bank Nifty's 14.21% (IV rank 19). Highest IV rank: COLPAL 96, SBICARD 86, BAJFINANCE 85; lowest: DLF 6, BEL 8, INDUSTOWER 8.

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

216 underlyings · session of 2026-10-19

Nifty 50 at-the-money IV since 2025-10-20 (246 sessions, range 7.39% – 33.86%)

Bank Nifty at-the-money IV since 2025-10-20 (246 sessions, range 8.69% – 38.44%)

Highest IV rank — richest premiums vs their year

COLPAL · IV 35.53%96.3

SBICARD · IV 39.96%86.2

BAJFINANCE · IV 41.62%85.4

SRF · IV 38.27%85.4

KEI · IV 44.46%84.1

ABB · IV 42.27%83.5

CGPOWER · IV 43.65%83.2

INFY · IV 38.1%82.5

APLAPOLLO · IV 35.26%81.5

COFORGE · IV 46.52%79.7

Lowest IV rank — cheapest premiums vs their year

DLF · IV 21.65%6.3

BEL · IV 20.95%7.9

INDUSTOWER · IV 21.71%8.5

WIPRO · IV 23.79%9.9

FORCEMOT · IV 31.93%10.1

MOTHERSON · IV 26.48%10.2

ASTRAL · IV 23.58%10.6

ADANIPORTS · IV 20.86%11.3

PETRONET · IV 20.25%11.3

IOC · IV 20.55%12.1

Symbol	ATM IV	IV rank	IV percentile	1Y low	1Y high	HV20	IV − HV
BANKNIFTY	14.2%	19	55	8.7	38.4	14.4	-0.2
FINNIFTY	14.9%	20	57	9.0	38.9	17.4	-2.5
MIDCPNIFTY	19.5%	27	73	11.1	42.5	20.5	-1.0
NIFTY	12.6%	20	59	7.4	33.9	16.5	-3.9
360ONE	28.5%	16	29	23.1	57.8	25.0	+3.5
ABB	42.3%	84	98	17.4	47.2	31.7	+10.5
ABCAPITAL	27.2%	20	30	22.0	48.7	23.5	+3.8
ADANIENSOL	39.6%	50	59	19.6	59.4	35.6	+4.0
ADANIENT	29.3%	21	36	22.2	56.3	38.5	-9.2
ADANIGREEN	41.7%	39	64	23.6	69.6	40.6	+1.1
ADANIPORTS	20.9%	11	22	17.4	47.9	29.7	-8.9
ADANIPOWER	37.2%	32	41	22.8	67.9	38.7	-1.5
ALKEM	23.7%	34	45	15.4	39.4	21.2	+2.5
AMBER	31.4%	20	31	23.5	63.8	37.7	-6.2
ANANDRATHI	25.8%	—	—	22.8	40.7	24.5	+1.3
ANGELONE	33.5%	21	19	27.0	58.2	37.2	-3.8
APLAPOLLO	35.3%	82	95	15.7	39.7	29.2	+6.1
APOLLOHOSP	25.2%	53	80	12.5	36.6	35.6	-10.4
ASHOKLEY	29.7%	34	36	20.1	48.1	27.6	+2.1
ASIANPAINT	20.7%	30	34	13.8	37.2	22.9	-2.1
ASTRAL	23.6%	11	20	20.8	47.3	20.1	+3.5
ATHERENERG	44.5%	—	—	33.6	44.9	35.0	+9.5
AUBANK	38.2%	69	94	17.9	47.2	33.2	+5.0
AUROPHARMA	25.2%	25	35	20.3	39.9	20.5	+4.7
AXISBANK	18.3%	17	31	14.0	39.1	29.0	-10.7
BAJAJ-AUTO	20.6%	25	24	15.5	36.2	36.2	-15.6
BAJAJFINSV	26.7%	51	82	14.5	38.5	24.2	+2.5
BAJAJHLDNG	25.6%	28	21	18.5	43.7	30.0	-4.3
BAJFINANCE	41.6%	85	99	17.2	45.8	33.9	+7.7
BANDHANBNK	39.3%	44	72	12.5	73.4	54.2	-14.9
BANKBARODA	26.5%	29	50	18.1	46.7	25.1	+1.4
BANKINDIA	42.1%	75	90	20.0	49.6	32.7	+9.4
BDL	30.8%	23	14	23.6	55.1	28.3	+2.5
BEL	20.9%	8	10	18.5	50.1	19.3	+1.7
BHARATFORG	25.9%	22	28	19.7	48.2	25.5	+0.5
BHARTIARTL	15.3%	14	16	13.1	29.3	24.5	-9.2
BHEL	31.1%	27	32	22.9	53.5	42.4	-11.3
BIOCON	25.7%	26	28	19.4	43.3	19.9	+5.8
BLUESTARCO	27.1%	25	27	19.3	50.4	35.5	-8.4
BOSCHLTD	21.4%	23	17	15.2	42.4	28.0	-6.6
BPCL	28.1%	27	51	19.7	50.8	21.9	+6.2
BRITANNIA	21.6%	36	58	15.6	32.4	22.1	-0.4
BSE	32.8%	17	6	29.2	50.3	36.5	-3.7
CAMS	26.5%	32	26	20.2	39.9	32.1	-5.6
CANBK	25.4%	20	21	19.3	49.5	35.6	-10.2
CDSL	26.6%	19	15	20.9	50.6	19.2	+7.3
CGPOWER	43.6%	83	96	22.1	48.0	34.9	+8.8
CHOLAFIN	30.7%	22	64	21.2	64.0	31.9	-1.2
CIPLA	23.9%	48	71	13.2	35.6	14.9	+9.0
COALINDIA	18.0%	28	25	11.4	34.6	22.4	-4.3
COCHINSHIP	30.6%	19	32	23.9	58.8	30.5	+0.1
COFORGE	46.5%	80	93	23.5	52.4	29.6	+16.9
COLPAL	35.5%	96	99	15.7	36.3	32.8	+2.8
CONCOR	27.4%	38	61	16.9	44.3	25.2	+2.1
CROMPTON	28.0%	33	32	19.7	44.5	34.2	-6.3
CUMMINSIND	24.2%	28	23	17.8	41.0	22.6	+1.6
DABUR	20.5%	30	28	15.2	32.9	25.2	-4.7
DELHIVERY	27.0%	21	29	21.2	48.5	27.6	-0.6
DIVISLAB	24.0%	33	52	17.2	37.9	24.8	-0.8
DIXON	33.4%	21	32	26.1	61.3	26.1	+7.3
DLF	21.6%	6	3	19.3	55.8	28.0	-6.3
DMART	22.9%	31	30	16.7	36.9	32.0	-9.1
DRREDDY	31.2%	68	92	12.6	39.7	22.3	+8.9
EICHERMOT	20.8%	21	34	15.6	40.2	27.3	-6.5
ENRIN	41.0%	—	—	37.2	41.9	40.4	+0.7
ETERNAL	40.1%	39	81	22.5	67.9	25.7	+14.4
FEDERALBNK	23.9%	37	47	14.9	39.5	25.4	-1.4
FORCEMOT	31.9%	10	12	27.8	68.7	20.2	+11.7
FORTIS	27.0%	40	51	17.8	41.1	35.8	-8.7
GAIL	21.7%	17	31	17.3	43.5	17.7	+4.1
GLENMARK	26.9%	30	39	20.4	42.4	35.7	-8.8
GMRAIRPORT	28.1%	24	34	20.6	51.2	31.7	-3.6
GODFRYPHLP	33.9%	14	42	27.6	74.8	33.5	+0.5
GODREJCP	21.3%	20	24	17.6	36.2	21.3	+0.0
GODREJPROP	35.8%	40	67	22.3	56.3	26.5	+9.3
GRASIM	20.6%	28	51	14.5	36.0	22.3	-1.8
GVT&D	35.3%	32	36	25.5	56.1	29.8	+5.4
HAL	22.4%	20	7	16.3	47.4	28.7	-6.3
HAVELLS	35.1%	74	92	15.1	42.1	31.0	+4.1
HCLTECH	27.5%	51	54	14.2	40.3	38.0	-10.5
HDFCAMC	24.9%	24	42	18.4	45.0	34.6	-9.7
HDFCBANK	18.1%	21	30	12.2	40.5	23.3	-5.2
HDFCLIFE	21.1%	35	41	13.5	35.3	31.1	-9.9
HEROMOTOCO	23.8%	26	29	17.6	41.9	25.7	-1.9
HINDALCO	24.7%	18	28	19.9	46.8	26.8	-2.1
HINDPETRO	32.0%	34	62	19.9	55.8	34.4	-2.3
HINDUNILVR	15.8%	50	17	0.9	30.9	25.2	-9.4
HINDZINC	39.7%	48	78	24.3	56.5	23.8	+15.9
HYUNDAI	25.7%	18	16	21.3	45.6	26.2	-0.6
ICICIBANK	16.5%	24	37	10.9	33.9	22.1	-5.6
ICICIGI	23.1%	32	59	15.4	39.8	35.2	-12.1
ICICIPRULI	26.5%	41	60	15.7	41.9	24.8	+1.7
IDEA	45.4%	30	39	31.4	78.2	39.1	+6.2
IDFCFIRSTB	38.5%	64	89	16.7	51.0	31.3	+7.3
IEX	36.1%	36	70	20.4	64.0	25.0	+11.1
INDHOTEL	32.8%	62	94	16.8	42.6	27.3	+5.5
INDIANB	25.2%	22	15	19.3	46.3	29.4	-4.3
INDIGO	29.3%	41	66	16.6	47.8	25.2	+4.1
INDUSINDBK	33.9%	52	84	19.9	46.7	31.2	+2.7
INDUSTOWER	21.7%	8	6	19.8	42.5	27.1	-5.4
INFY	38.1%	82	94	14.3	43.1	34.6	+3.5
INOXWIND	39.8%	44	52	17.4	67.9	48.6	-8.8
IOC	20.6%	12	18	16.9	47.4	22.4	-1.9
IREDA	43.8%	67	92	23.3	54.0	27.6	+16.2
IRFC	27.8%	34	33	19.0	45.0	28.2	-0.4
ITC	16.1%	29	31	10.2	30.1	33.8	-17.7
JINDALSTEL	36.1%	69	96	19.6	43.6	28.5	+7.6
JIOFIN	28.2%	38	52	16.9	46.5	23.6	+4.7
JSWENERGY	31.5%	46	62	20.1	44.6	33.9	-2.4
JSWSTEEL	26.1%	37	69	17.4	41.1	27.4	-1.3
JUBLFOOD	29.1%	32	42	18.9	50.2	34.3	-5.2
KALYANKJIL	31.1%	19	17	21.7	71.8	35.5	-4.4
KAYNES	40.2%	21	31	27.5	88.4	35.1	+5.1
KEI	44.5%	84	95	22.6	48.6	28.5	+16.0
KFINTECH	38.4%	46	72	24.9	54.1	32.8	+5.5
KOTAKBANK	27.6%	59	87	12.9	37.9	23.0	+4.6
KPITTECH	35.1%	35	42	23.6	57.0	42.2	-7.1
LAURUSLABS	26.4%	29	32	18.9	44.4	23.4	+3.0
LICHSGFIN	26.8%	42	69	14.2	44.0	38.7	-11.8
LICI	21.1%	29	28	14.4	37.5	22.9	-1.9
LODHA	33.5%	30	43	20.5	64.4	32.3	+1.2
LT	18.8%	18	42	12.9	45.3	22.9	-4.1
LTF	32.5%	36	44	23.3	49.0	40.9	-8.3
LTM	34.7%	34	57	29.2	45.2	36.5	-1.8
LUPIN	21.4%	26	39	15.6	38.0	20.7	+0.8
M&M	21.7%	20	24	16.0	44.4	25.4	-3.7
MAHABANK	38.6%	—	—	27.3	39.2	34.4	+4.2
MANAPPURAM	27.0%	14	11	22.9	51.8	33.4	-6.4
MANKIND	34.6%	50	90	17.9	51.3	31.8	+2.8
MARICO	19.3%	28	35	15.3	29.8	15.9	+3.4
MARUTI	22.2%	42	55	12.3	36.0	25.3	-3.1
MAXHEALTH	30.2%	67	75	19.2	35.6	27.0	+3.1
MAZDOCK	32.5%	37	35	21.0	52.1	29.3	+3.2
MCX	34.5%	33	29	23.5	57.2	35.4	-0.8
MFSL	29.1%	53	63	18.4	38.6	44.5	-15.4
MOTHERSON	26.5%	10	15	23.4	53.9	31.3	-4.8
MOTILALOFS	38.8%	54	81	24.4	50.8	42.4	-3.7
MPHASIS	30.2%	38	25	21.2	45.3	30.6	-0.4
MUTHOOTFIN	30.6%	26	45	19.0	64.1	21.7	+8.9
NAM-INDIA	38.2%	40	72	22.8	61.1	31.7	+6.4
NATIONALUM	32.7%	31	32	24.0	51.9	32.0	+0.7
NAUKRI	26.7%	30	25	19.3	44.5	37.1	-10.4
NBCC	34.4%	24	35	24.4	65.9	27.9	+6.5
NESTLEIND	23.8%	41	79	13.8	38.0	38.9	-15.1
NHPC	24.5%	34	31	18.1	36.7	17.4	+7.1
NMDC	30.6%	37	58	19.9	49.0	24.8	+5.8
NTPC	20.0%	50	58	11.1	28.8	18.5	+1.5
NYKAA	26.8%	32	30	19.3	42.5	30.7	-3.9
OBEROIRLTY	28.0%	34	42	19.5	44.2	24.5	+3.5
OFSS	46.7%	66	98	18.6	61.1	25.9	+20.8
OIL	22.4%	20	7	16.3	46.1	19.3	+3.1
ONGC	16.3%	14	8	12.9	38.0	17.9	-1.6
PAGEIND	25.3%	25	42	17.6	48.4	23.3	+1.9
PATANJALI	33.3%	23	72	19.5	78.7	29.2	+4.1
PAYTM	42.3%	54	91	21.8	59.4	33.9	+8.3
PERSISTENT	30.7%	24	30	21.6	59.4	33.9	-3.1
PETRONET	20.2%	11	23	14.8	62.7	22.4	-2.1
PFC	25.0%	28	33	16.9	45.4	23.4	+1.6
PGEL	33.1%	13	14	26.9	73.6	38.7	-5.6
PHOENIXLTD	26.1%	38	45	16.9	40.8	29.6	-3.5
PIDILITIND	20.9%	37	46	12.8	34.7	25.2	-4.4
PIIND	26.0%	16	37	19.2	61.5	34.0	-8.0
PNB	25.8%	28	33	17.4	47.4	31.9	-6.1
PNBHOUSING	24.5%	17	2	18.6	53.1	30.6	-6.1
POLICYBZR	38.1%	32	65	21.8	73.3	165.7	-127.6
POLYCAB	34.3%	61	83	18.2	44.8	21.3	+13.0
POWERGRID	20.4%	29	46	14.9	33.7	22.2	-1.8
POWERINDIA	33.7%	20	31	27.0	61.3	30.1	+3.6
PREMIERENE	30.9%	18	17	25.7	54.2	25.3	+5.6
PRESTIGE	28.4%	20	16	22.5	52.0	32.3	-3.9
RADICO	25.0%	28	22	19.6	38.9	31.9	-6.9
RBLBANK	26.0%	33	26	16.9	44.3	43.2	-17.2
RECLTD	27.6%	40	65	17.1	43.1	31.2	-3.6
RELIANCE	25.2%	67	85	10.5	32.4	24.9	+0.3
RVNL	32.6%	15	26	23.6	82.5	29.8	+2.8
SAGILITY	44.0%	—	—	28.4	44.0	29.0	+15.0
SAIL	22.4%	21	4	15.3	48.2	37.4	-15.0
SBICARD	40.0%	86	96	18.7	43.4	25.3	+14.6
SBILIFE	25.3%	70	84	10.9	31.7	19.0	+6.3
SBIN	19.3%	27	32	12.1	39.0	17.8	+1.4
SHREECEM	30.6%	74	90	16.4	35.7	20.9	+9.7
SHRIRAMFIN	40.2%	50	88	23.6	56.9	37.6	+2.6
SIEMENS	33.8%	54	67	19.8	46.0	32.0	+1.9
SOLARINDS	31.8%	35	33	24.1	46.1	32.6	-0.8
SONACOMS	37.9%	71	85	23.6	43.8	27.2	+10.6
SRF	38.3%	85	97	16.9	41.9	19.2	+19.0
SUNPHARMA	16.9%	21	47	13.0	31.2	16.9	-0.0
SUPREMEIND	25.5%	21	21	20.0	46.5	26.1	-0.6
SUZLON	32.2%	32	30	21.7	55.1	39.9	-7.7
SWIGGY	44.4%	63	74	28.1	54.2	37.2	+7.2
TATACONSUM	22.1%	30	48	16.9	34.0	21.7	+0.4
TATAELXSI	29.8%	31	35	20.5	50.5	42.1	-12.3
TATAPOWER	18.1%	20	8	12.8	38.8	21.6	-3.6
TATASTEEL	25.3%	30	32	17.7	42.9	23.9	+1.4
TCS	27.2%	59	68	11.5	38.2	34.7	-7.5
TECHM	27.2%	52	50	13.8	39.7	41.3	-14.1
TIINDIA	33.9%	52	53	21.5	45.3	37.0	-3.1
TITAN	19.1%	24	31	13.0	38.1	23.2	-4.2
TMPV	27.6%	28	34	19.0	49.4	28.5	-1.0
TORNTPHARM	29.5%	70	92	13.2	36.6	16.6	+12.9
TRENT	24.6%	14	13	20.6	48.0	47.8	-23.2
TVSMOTOR	24.4%	27	37	17.7	42.2	20.8	+3.5
UJJIVANSFB	37.5%	—	—	35.6	54.4	—	—
ULTRACEMCO	23.0%	36	66	13.2	40.1	23.5	-0.5
UNIONBANK	28.7%	23	26	22.6	49.5	34.1	-5.4
UNITDSPR	23.7%	29	62	17.5	38.6	27.7	-4.0
UNOMINDA	28.8%	31	40	21.2	46.1	27.0	+1.8
UPL	28.9%	37	67	18.9	45.6	35.7	-6.8
VBL	27.9%	28	51	21.4	45.0	25.9	+2.0
VEDL	33.2%	68	46	1.6	48.5	35.5	-2.2
VMM	43.5%	68	90	25.3	52.1	30.2	+13.2
VOLTAS	29.5%	30	38	20.1	51.0	28.7	+0.8
WAAREEENER	29.3%	17	19	24.1	55.0	31.4	-2.1
WIPRO	23.8%	10	30	16.2	93.0	32.7	-8.9
YESBANK	35.1%	42	85	17.8	58.7	62.1	-27.0
ZYDUSLIFE	24.9%	44	55	14.5	38.4	24.1	+0.8

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.