IV Skew · 2026-05-26
HDFCLIFE IV Skew
Total OI 3.32Cr
Call OI 2.12Cr
Put OI 1.20Cr
OI PCR 0.57
Total Volume 1.83Cr
Call Volume 1.20Cr
Put Volume 63.4L
Volume PCR 0.53
ATM IV (nearest) 23.32%
ATM IV (30d) 20.67%
Max Pain 600 2026-05-26 · 12d
Expected Move ±3.56% 583 – 626
Chart Guide
What is IV Skew?
How the market prices fear — and where it expects the risk to come from
IV Skew plots implied volatility across all strike prices. OTM puts typically carry higher IV than equivalent OTM calls — reflecting demand for downside prot…
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Frequently Asked Questions
What is IV skew for HDFCLIFE?
IV skew is the difference in implied volatility across strike prices for HDFCLIFE options on NSE. In most markets, OTM puts carry higher IV than OTM calls — this is called put skew, reflecting demand for downside protection. When OTM calls carry higher IV it is called call skew, often seen before earnings or in strongly bullish markets. The current HDFCLIFE ATM IV is 2332.0% with relatively flat skew.
What does a steep IV skew mean for HDFCLIFE options strategy?
A steep put skew for HDFCLIFE means OTM put options are expensive relative to calls — the market is pricing in tail-risk to the downside. This makes selling OTM puts relatively attractive (collect elevated premium) but buying put protection expensive. A steep call skew (unusual) signals bullish sentiment or an upcoming event. Traders use the IV skew to select strikes that offer the best premium relative to directional risk.
What is the current ATM IV for HDFCLIFE and how does it compare to its 30-day average?
HDFCLIFE's current nearest-expiry ATM implied volatility is 2332.0%, compared to the 30-day ATM IV of 2067.0%. The IV Rank of 0 out of 100 contextualises this reading against HDFCLIFE's own 52-week IV range — low, meaning options are cheap relative to their historical range.
How often is HDFCLIFE IV skew data updated on StrikeVue?
HDFCLIFE IV skew data — including call IV, put IV by strike, and ATM IV — is refreshed every 5 minutes during India market hours. StrikeVue is completely free and requires no login or broker account.