Markets / IV leaders
Which F&O stocks' options are priced for the biggest and smallest moves, and where implied volatility is changing fastest today.
| Company | ATM IV | Today |
|---|---|---|
| Godfrey Phillips India | 51.8% | -1.7 |
| Inox Wind | 49.1% | -11.1 |
| Kalyan Jewellers India | 49.1% | -2.6 |
| Syrma SGS Technology | 48.3% | +0.6 |
| Hitachi Energy India | 46.5% | +0.1 |
| Divi's Laboratories | 45.9% | +2.6 |
| Siemens Energy India | 45.1% | +1.9 |
| Patanjali Foods | 44.2% | +7.4 |
| Siemens | 42.2% | +5.1 |
| Tube Investments of India | 41.5% | -1.4 |
| Bharat Dynamics | 41.3% | -0.9 |
| Amber Enterprises India | 41.3% | +2.1 |
| PI Industries | 41.3% | +3.4 |
| NBCC (India) | 41.2% | -4.0 |
| Coromandel International | 41.0% | -5.1 |
Options priced for the biggest moves.
| Company | ATM IV | Today |
|---|---|---|
| Sun Pharmaceutical Industries | 18.0% | -1.9 |
| Cipla | 18.3% | -1.0 |
| Kotak Mahindra Bank | 18.7% | +0.5 |
| ICICI Bank | 18.8% | +1.9 |
| Hindustan Unilever | 18.8% | +0.5 |
| ITC | 19.3% | +1.5 |
| Coal India | 19.6% | +0.5 |
| Bharti Airtel | 19.6% | -0.9 |
| Larsen & Toubro | 19.8% | +1.6 |
| SBI Life Insurance Company | 19.9% | -0.9 |
| Axis Bank | 20.2% | -0.2 |
| Reliance Industries | 20.2% | +0.4 |
| Dr. Reddy's Laboratories | 20.6% | +0.2 |
| Anand Rathi Wealth | 20.7% | +1.9 |
| Tata Consumer Products | 20.8% | -0.1 |
Options priced for the smallest moves.
| Company | ATM IV | Today |
|---|---|---|
| Patanjali Foods | 44.2% | +7.4 |
| Oil India | 34.2% | +6.6 |
| Siemens | 42.2% | +5.1 |
| Astral | 36.0% | +4.6 |
| Hindustan Petroleum Corporation | 30.8% | +4.0 |
| Bank of Maharashtra | 36.0% | +3.8 |
| Bandhan Bank | 36.6% | +3.7 |
| PI Industries | 41.3% | +3.4 |
| Polycab India | 29.1% | +3.3 |
| City Union Bank | 37.8% | +3.3 |
| Adani Enterprises | 32.5% | +3.3 |
| Life Insurance Corporation of India | 27.6% | +2.9 |
| Godrej Consumer Products | 24.0% | +2.9 |
| Blue Star | 34.1% | +2.8 |
| Divi's Laboratories | 45.9% | +2.6 |
Change in points since the first reading today: traders paying more for options.
| Company | ATM IV | Today |
|---|---|---|
| Inox Wind | 49.1% | -11.1 |
| Manappuram Finance | 37.1% | -10.3 |
| Indian Energy Exchange | 30.2% | -9.4 |
| Delhivery | 26.8% | -9.0 |
| Bharat Forge | 29.6% | -8.7 |
| Shree Cement | 23.9% | -8.1 |
| FSN E-Commerce Ventures | 29.9% | -7.5 |
| Waaree Energies | 26.1% | -7.0 |
| Indian Renewable Energy Development Agency | 32.7% | -6.9 |
| Hindustan Zinc | 28.3% | -6.8 |
| Cummins India | 36.0% | -6.8 |
| IndusInd Bank | 27.3% | -6.7 |
| Lodha Developers | 35.6% | -6.5 |
| PG Electroplast | 37.1% | -6.2 |
| Adani Green Energy | 31.9% | -6.1 |
Premiums getting cheaper: often after news is out.
At-the-money implied volatility worked out from each stock's live ATM straddle (212 F&O stocks). Stocks whose at-the-money options hardly trade are left out: their prices are too old to give a true IV. Information only, not investment advice.
Implied volatility is the yearly move the option price assumes. High IV means expensive options: the market expects big moves, often before results or news.
With very little time left, small price changes swing the IV figure a lot, so stocks close to expiry are marked.