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Daily Volatility (F&O)
Last Updated on 25-March-2011

Underlying Underlying Volatility Underlying Ann. Volatility Futures Volatility Futures Ann. Volatility Applicable Volatility Applicable Ann. Volatility
3IINFOTECH 2.77 52.84 2.83 54.14 2.83 54.14
ABAN 3.03 57.89 3.06 58.38 3.06 58.38
ABB 2.09 39.85 2.00 38.20 2.09 39.85
ABGSHIP 2.00 38.27 2.00 38.23 2.00 38.27
ABIRLANUVO 1.54 29.38 1.49 28.51 1.54 29.38
ACC 1.20 22.91 1.55 29.62 1.55 29.62
ADANIENT 1.44 27.44 1.45 27.77 1.45 27.77
ADANIPOWER 1.39 26.63 1.41 26.96 1.41 26.96
ALBK 2.03 38.73 2.01 38.32 2.03 38.73
ALOKTEXT 2.71 51.83 2.77 52.85 2.77 52.85
AMBUJACEM 2.12 40.43 2.18 41.64 2.18 41.64
ANDHRABANK 1.96 37.52 1.91 36.40 1.96 37.52
APIL 2.41 46.01 2.46 46.93 2.46 46.93
APOLLOTYRE 3.12 59.63 3.09 59.01 3.12 59.63
AREVAT&D 2.85 54.40 2.77 52.91 2.85 54.40
ASHOKLEY 3.09 58.95 2.97 56.69 3.09 58.95
ASIANPAINT 1.40 26.74 1.33 25.44 1.40 26.74
AUROPHARMA 3.87 73.88 3.81 72.87 3.87 73.88
AXISBANK 2.28 43.59 2.28 43.48 2.28 43.59
BAJAJ-AUTO 1.61 30.82 1.63 31.13 1.63 31.13
BAJAJHIND 2.51 48.04 2.57 49.01 2.57 49.01
BAJAJHLDNG 1.63 31.09 1.54 29.50 1.63 31.09
BALRAMCHIN 2.06 39.32 2.05 39.25 2.06 39.32
BANKBARODA 1.73 32.96 1.70 32.39 1.73 32.96
BANKINDIA 2.32 44.30 2.29 43.81 2.32 44.30
BANKNIFTY 1.74 33.21 1.80 34.39 1.80 34.39
BATAINDIA 2.35 44.89 2.19 41.79 2.35 44.89
BEL 1.20 23.01 1.12 21.49 1.20 23.01
BEML 2.53 48.25 2.57 49.12 2.57 49.12
BGRENERGY 3.41 65.22 3.45 65.85 3.45 65.85
BHARATFORG 2.36 45.07 2.31 44.09 2.36 45.07
BHARTIARTL 1.71 32.73 1.67 31.97 1.71 32.73
BHEL 2.05 39.24 2.02 38.57 2.05 39.24
BHUSANSTL 2.11 40.25 2.26 43.12 2.26 43.12
BIOCON 1.99 37.97 2.03 38.71 2.03 38.71
BOMDYEING 3.10 59.23 3.07 58.74 3.10 59.23
BOSCHLTD 0.96 18.30 1.00 19.08 1.00 19.08
BPCL 2.17 41.55 2.02 38.62 2.17 41.55
BRFL 1.48 28.36 1.50 28.60 1.50 28.60
CAIRN 1.36 26.04 1.32 25.14 1.36 26.04
CANBK 2.24 42.71 2.11 40.36 2.24 42.71
CENTRALBK 2.70 51.50 2.37 45.22 2.70 51.50
CENTURYTEX 2.62 50.12 2.67 50.97 2.67 50.97
CESC 2.12 40.42 2.18 41.70 2.18 41.70
CHAMBLFERT 2.78 53.04 2.69 51.47 2.78 53.04
CHENNPETRO 1.73 32.99 1.66 31.72 1.73 32.99
CIPLA 1.52 28.99 1.46 27.90 1.52 28.99
CNXIT 1.54 29.40 1.57 29.91 1.57 29.91
COLPAL 1.04 19.84 1.00 19.20 1.04 19.84
CONCOR 2.00 38.15 2.14 40.91 2.14 40.91
COREPROTEC 1.98 37.78 2.26 43.18 2.26 43.18
CROMPGREAV 1.98 37.89 1.92 36.72 1.98 37.89
CUMMINSIND 1.63 31.06 1.67 31.89 1.67 31.89
DABUR 1.45 27.78 1.31 25.12 1.45 27.78
DCB 2.44 46.63 2.49 47.49 2.49 47.49
DCHL 5.08 96.99 5.13 98.08 5.13 98.08
DENABANK 2.29 43.81 2.36 45.12 2.36 45.12
DISHTV 2.42 46.32 2.51 47.91 2.51 47.91
DIVISLAB 1.39 26.65 1.41 26.93 1.41 26.93
DLF 2.62 50.06 2.64 50.35 2.64 50.35
DRREDDY 1.76 33.66 1.65 31.49 1.76 33.66
EDUCOMP 2.84 54.19 2.81 53.76 2.84 54.19
EKC 3.01 57.58 3.17 60.64 3.17 60.64
ESCORTS 3.35 63.91 3.41 65.09 3.41 65.09
ESSAROIL 2.38 45.56 2.45 46.72 2.45 46.72
EXIDEIND 2.18 41.69 2.08 39.83 2.18 41.69
FEDERALBNK 1.96 37.53 1.96 37.45 1.96 37.53
FINANTECH 2.36 45.18 2.35 44.95 2.36 45.18
FORTIS 1.39 26.50 1.39 26.54 1.39 26.54
FSL 2.95 56.28 2.92 55.83 2.95 56.28
GAIL 1.72 32.77 1.67 31.96 1.72 32.77
GESHIP 1.80 34.46 1.88 35.91 1.88 35.91
GLAXO 1.40 26.66 1.41 26.93 1.41 26.93
GMDCLTD 2.26 43.23 2.34 44.62 2.34 44.62
GMRINFRA 2.71 51.80 2.84 54.33 2.84 54.33
GODREJIND 2.33 44.52 2.49 47.54 2.49 47.54
GRASIM 1.19 22.77 1.38 26.38 1.38 26.38
GSPL 1.80 34.43 1.78 33.93 1.80 34.43
GTL 0.54 10.23 0.63 11.99 0.63 11.99
GTLINFRA 1.03 19.64 1.10 20.94 1.10 20.94
GTOFFSHORE 2.62 50.08 2.67 51.03 2.67 51.03
GVKPIL 2.86 54.65 2.84 54.26 2.86 54.65
HAVELLS 2.59 49.40 2.56 48.93 2.59 49.40
HCC 2.30 44.03 2.35 44.96 2.35 44.96
HCLTECH 1.83 34.93 1.80 34.46 1.83 34.93
HDFC 2.07 39.62 2.00 38.24 2.07 39.62
HDFCBANK 1.70 32.44 1.73 33.14 1.73 33.14
HDIL 3.21 61.31 3.19 60.91 3.21 61.31
HEROHONDA 1.95 37.26 1.86 35.61 1.95 37.26
HEXAWARE 3.26 62.25 3.02 57.74 3.26 62.25
HINDALCO 2.31 44.10 2.26 43.18 2.31 44.10
HINDOILEXP 3.99 76.22 4.07 77.70 4.07 77.70
HINDPETRO 1.97 37.71 2.00 38.14 2.00 38.14
HINDUNILVR 1.07 20.53 1.10 21.05 1.10 21.05
HINDZINC 1.96 37.53 1.90 36.23 1.96 37.53
HOTELEELA 2.22 42.42 2.21 42.32 2.22 42.42
IBREALEST 2.89 55.15 2.95 56.37 2.95 56.37
ICICIBANK 2.29 43.80 2.27 43.37 2.29 43.80
IDBI 1.95 37.17 2.04 39.03 2.04 39.03
IDEA 2.03 38.79 2.08 39.76 2.08 39.76
IDFC 2.47 47.17 2.43 46.41 2.47 47.17
IFCI 2.42 46.31 2.49 47.56 2.49 47.56
IGL 1.21 23.13 1.26 24.09 1.26 24.09
INDHOTEL 2.01 38.33 1.96 37.54 2.01 38.33
INDIACEM 1.94 37.05 2.01 38.35 2.01 38.35
INDIAINFO 2.70 51.60 2.71 51.86 2.71 51.86
INDIANB 2.32 44.34 2.19 41.88 2.32 44.34
INDUSINDBK 2.19 41.83 2.11 40.23 2.19 41.83
INFOSYSTCH 1.86 35.59 1.85 35.43 1.86 35.59
IOB 2.03 38.74 1.96 37.38 2.03 38.74
IOC 1.73 33.13 1.73 33.14 1.73 33.14
IRB 2.51 48.04 2.55 48.80 2.55 48.80
ISPATIND 2.17 41.55 2.21 42.22 2.21 42.22
ITC 1.82 34.74 1.84 35.11 1.84 35.11
IVRCLINFRA 3.41 65.22 3.51 67.08 3.51 67.08
JETAIRWAYS 3.31 63.29 3.29 62.94 3.31 63.29
JINDALSAW 2.15 41.08 2.09 39.96 2.15 41.08
JINDALSTEL 1.67 31.88 1.67 31.83 1.67 31.88
JINDALSWHL 3.57 68.18 3.65 69.78 3.65 69.78
JISLJALEQS 3.39 64.68 3.37 64.40 3.39 64.68
JPASSOCIAT 3.22 61.50 3.27 62.51 3.27 62.51
JPPOWER 2.54 48.60 2.69 51.40 2.69 51.40
JSWSTEEL 2.80 53.57 2.81 53.65 2.81 53.65
KFA 3.02 57.67 3.14 60.03 3.14 60.03
KOTAKBANK 1.98 37.90 2.04 39.01 2.04 39.01
KSOILS 3.05 58.19 3.08 58.82 3.08 58.82
KTKBANK 2.42 46.32 2.48 47.47 2.48 47.47
LICHSGFIN 2.61 49.95 2.70 51.49 2.70 51.49
LITL 3.85 73.53 3.87 73.88 3.87 73.88
LT 2.17 41.39 2.17 41.37 2.17 41.39
LUPIN 2.19 41.80 2.07 39.48 2.19 41.80
M&M 2.45 46.88 2.39 45.58 2.45 46.88
MARUTI 2.25 42.91 2.35 44.81 2.35 44.81
MAX 1.58 30.10 1.57 30.00 1.58 30.10
MCDOWELL-N 2.69 51.36 2.72 51.98 2.72 51.98
MCLEODRUSS 2.66 50.77 2.61 49.88 2.66 50.77
MINIFTY 1.36 25.97 1.43 27.23 1.43 27.23
MLL 3.21 61.37 3.35 63.94 3.35 63.94
MOSERBAER 2.80 53.45 2.94 56.19 2.94 56.19
MPHASIS 5.17 98.70 5.06 96.72 5.17 98.70
MRF 2.34 44.73 2.31 44.22 2.34 44.73
MRPL 2.29 43.74 2.33 44.55 2.33 44.55
MTNL 2.88 55.11 2.94 56.10 2.94 56.10
MUNDRAPORT 2.16 41.22 2.08 39.79 2.16 41.22
NAGARFERT 2.32 44.27 2.42 46.16 2.42 46.16
NATIONALUM 2.71 51.86 1.96 37.51 2.71 51.86
NCC 2.44 46.69 2.48 47.38 2.48 47.38
NEYVELILIG 2.33 44.47 2.43 46.35 2.43 46.35
NFTYMCAP50 1.51 28.79 1.46 27.91 1.51 28.79
NHPC 1.52 29.10 1.55 29.67 1.55 29.67
NIFTY 1.36 25.97 1.43 27.24 1.43 27.24
NMDC 1.43 27.41 1.48 28.32 1.48 28.32
NTPC 1.78 34.03 1.72 32.85 1.78 34.03
OFSS 1.39 26.47 1.41 26.89 1.41 26.89
OIL 1.31 25.04 1.39 26.63 1.39 26.63
ONGC 1.61 30.71 1.64 31.32 1.64 31.32
ONMOBILE 3.46 66.17 3.40 64.96 3.46 66.17
OPTOCIRCUI 2.27 43.30 2.22 42.43 2.27 43.30
ORBITCORP 3.34 63.91 3.39 64.68 3.39 64.68
ORCHIDCHEM 3.04 58.16 3.07 58.74 3.07 58.74
ORIENTBANK 2.18 41.61 2.16 41.27 2.18 41.61
PANTALOONR 3.39 64.84 3.53 67.37 3.53 67.37
PATELENG 3.38 64.56 3.45 65.86 3.45 65.86
PATNI 0.68 12.99 0.68 13.05 0.68 13.05
PETRONET 2.01 38.33 2.02 38.61 2.02 38.61
PFC 2.64 50.35 2.59 49.53 2.64 50.35
PIRHEALTH 1.24 23.68 1.32 25.25 1.32 25.25
PNB 1.46 27.82 1.56 29.81 1.56 29.81
POLARIS 2.67 51.07 2.69 51.39 2.69 51.39
POWERGRID 0.76 14.57 0.81 15.45 0.81 15.45
PRAJIND 2.56 48.94 2.57 49.16 2.57 49.16
PTC 2.96 56.56 3.00 57.31 3.00 57.31
PUNJLLOYD 3.11 59.49 3.27 62.54 3.27 62.54
RANBAXY 2.44 46.62 2.39 45.69 2.44 46.62
RCOM 3.31 63.18 3.30 63.10 3.31 63.18
RECLTD 2.88 55.08 2.89 55.29 2.89 55.29
RELCAPITAL 3.31 63.16 3.35 63.91 3.35 63.91
RELIANCE 1.65 31.57 1.65 31.53 1.65 31.57
RELINFRA 3.74 71.49 3.73 71.22 3.74 71.49
RELMEDIA 3.69 70.42 3.73 71.24 3.73 71.24
RENUKA 2.74 52.28 2.69 51.45 2.74 52.28
ROLTA 2.11 40.39 2.18 41.73 2.18 41.73
RPOWER 2.51 47.99 2.62 50.13 2.62 50.13
RUCHISOYA 2.41 45.96 2.41 45.95 2.41 45.96
SAIL 1.89 36.02 1.90 36.22 1.90 36.22
SBIN 1.84 35.08 1.80 34.46 1.84 35.08
SCI 1.61 30.85 1.68 32.12 1.68 32.12
SESAGOA 2.41 46.01 2.38 45.46 2.41 46.01
SIEMENS 1.35 25.75 1.38 26.38 1.38 26.38
SINTEX 2.61 49.86 2.57 49.08 2.61 49.86
SKUMARSYNF 3.53 67.50 3.49 66.61 3.53 67.50
SOBHA 2.98 56.92 2.91 55.68 2.98 56.92
SREINFRA 3.10 59.19 3.18 60.69 3.18 60.69
SRTRANSFIN 2.01 38.43 1.96 37.38 2.01 38.43
STER 2.01 38.48 1.99 38.09 2.01 38.48
STERLINBIO 0.65 12.46 0.68 13.05 0.68 13.05
STRTECH 3.00 57.23 3.00 57.31 3.00 57.31
SUNPHARMA 1.90 36.35 1.96 37.51 1.96 37.51
SUNTV 2.07 39.60 2.12 40.47 2.12 40.47
SUZLON 2.33 44.50 2.50 47.74 2.50 47.74
SYNDIBANK 1.76 33.62 1.87 35.78 1.87 35.78
TATACHEM 1.74 33.31 1.79 34.28 1.79 34.28
TATACOMM 3.70 70.63 3.60 68.76 3.70 70.63
TATAGLOBAL 2.61 49.84 2.56 48.87 2.61 49.84
TATAMOTORS 2.64 50.53 2.45 46.89 2.64 50.53
TATAMTRDVR 2.68 51.21 2.71 51.87 2.71 51.87
TATAPOWER 1.74 33.18 1.84 35.11 1.84 35.11
TATASTEEL 1.82 34.74 1.81 34.53 1.82 34.74
TCS 1.74 33.22 1.69 32.32 1.74 33.22
TECHM 2.65 50.66 2.60 49.66 2.65 50.66
TITAN 1.90 36.37 1.87 35.71 1.90 36.37
TRIVENI 2.56 48.93 2.42 46.31 2.56 48.93
TTML 2.14 40.90 2.18 41.72 2.18 41.72
TULIP 2.22 42.48 2.30 43.94 2.30 43.94
TV-18 2.23 42.55 2.25 42.94 2.25 42.94
TVSMOTOR 3.54 67.67 3.41 65.19 3.54 67.67
UCOBANK 1.93 36.96 1.99 38.01 1.99 38.01
ULTRACEMCO 1.54 29.41 1.54 29.45 1.54 29.45
UNIONBANK 1.96 37.44 1.92 36.64 1.96 37.44
UNIPHOS 2.64 50.35 2.61 49.77 2.64 50.35
UNITECH 3.83 73.21 3.87 73.91 3.87 73.91
VIDEOIND 1.69 32.27 2.07 39.48 2.07 39.48
VIJAYABANK 2.07 39.46 2.11 40.25 2.11 40.25
VOLTAS 2.56 49.00 2.57 49.06 2.57 49.06
WELCORP 2.97 56.82 2.95 56.34 2.97 56.82
WIPRO 1.61 30.74 1.67 31.81 1.67 31.81
YESBANK 2.52 48.07 2.44 46.53 2.52 48.07
ZEEL 1.73 32.98 1.77 33.90 1.77 33.90

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