FUTURES DAILY VOLATILITY & APPLICABLE ANNUALISED VOLATILITY VALUES IN NSE AS ON 19 JAN 2010
NSE Code
UNDERLYING DAILY VOLATILITY
UNDERLYING ANNUALISED VOLATILITY
FUTURES VOLATILITY
FUTURES ANNUALISED VOLATILITY
APPLICABLE VOLATILITY
APPLICABLE ANNUALISED VOLATILITY
ABAN
2.74
52.33
2.89
55.18
2.89
55.18
ABB
1.77
33.79
1.75
33.39
1.77
33.79
ABIRLANUVO
1.96
37.51
2.01
38.43
2.01
38.43
ACC
2.10
40.18
2.22
42.39
2.22
42.39
ALBK
2.04
38.93
2.11
40.22
2.11
40.22
AMBUJACEM
2.21
42.17
2.22
42.32
2.22
42.32
ANDHRABANK
1.85
35.26
1.83
34.88
1.85
35.26
APIL
1.59
30.42
1.67
31.95
1.67
31.95
ASHOKLEY
2.08
39.78
2.10
40.09
2.10
40.09
ASIANPAINT
1.27
24.27
1.23
23.50
1.27
24.27
AUROPHARMA
1.81
34.59
1.70
32.40
1.81
34.59
AXISBANK
1.75
33.47
1.72
32.80
1.75
33.47
BAJAJ-AUTO
1.73
32.98
1.61
30.74
1.73
32.98
BAJAJHIND
2.55
48.67
2.62
50.05
2.62
50.05
BALRAMCHIN
2.33
44.60
2.23
42.55
2.33
44.60
BANKBARODA
1.42
27.10
1.36
25.95
1.42
27.10
BANKINDIA
1.76
33.68
1.79
34.16
1.79
34.16
BANKNIFTY
1.19
22.70
1.22
23.31
1.22
23.31
BEL
1.92
36.68
1.97
37.62
1.97
37.62
BEML
1.90
36.26
1.94
36.98
1.94
36.98
BHARATFORG
2.16
41.33
2.24
42.78
2.24
42.78
BHARTIARTL
1.84
35.22
1.81
34.65
1.84
35.22
BHEL
1.23
23.49
1.23
23.52
1.23
23.52
BHUSANSTL
2.24
42.88
2.33
44.48
2.33
44.48
BIOCON
1.88
35.91
1.94
37.00
1.94
37.00
BOSCHLTD
1.78
34.08
1.81
34.52
1.81
34.52
BPCL
1.51
28.86
1.55
29.55
1.55
29.55
BRFL
2.29
43.72
2.32
44.31
2.32
44.31
CAIRN
1.56
29.75
1.50
28.72
1.56
29.75
CANBK
1.86
35.51
1.84
35.18
1.86
35.51
CENTURYTEX
2.40
45.81
2.47
47.11
2.47
47.11
CESC
2.02
38.56
2.01
38.40
2.02
38.56
CHAMBLFERT
2.78
53.09
2.91
55.59
2.91
55.59
CHENNPETRO
1.73
33.05
1.73
33.11
1.73
33.11
CIPLA
1.76
33.56
1.74
33.24
1.76
33.56
CNXIT
1.59
30.38
1.53
29.15
1.59
30.38
COLPAL
1.47
28.14
1.45
27.61
1.47
28.14
CONCOR
1.35
25.80
1.36
25.94
1.36
25.94
CROMPGREAV
2.09
40.02
1.94
37.12
2.09
40.02
CUMMINSIND
1.74
33.22
1.70
32.51
1.74
33.22
DABUR
1.54
29.41
1.45
27.76
1.54
29.41
DCHL
2.21
42.16
2.26
43.19
2.26
43.19
DENABANK
2.60
49.60
2.69
51.42
2.69
51.42
DISHTV
2.98
56.84
2.98
56.98
2.98
56.98
DIVISLAB
1.63
31.05
1.62
30.99
1.63
31.05
DLF
2.24
42.79
2.32
44.39
2.32
44.39
DRREDDY
1.76
33.70
1.77
33.83
1.77
33.83
EDUCOMP
2.35
44.91
2.34
44.76
2.35
44.91
EKC
1.89
36.16
1.95
37.17
1.95
37.17
ESSAROIL
2.54
48.46
2.67
51.01
2.67
51.01
FEDERALBNK
1.86
35.45
1.95
37.21
1.95
37.21
FINANTECH
2.43
46.46
2.48
47.38
2.48
47.38
FSL
2.02
38.67
2.07
39.59
2.07
39.59
GAIL
1.85
35.26
1.81
34.55
1.85
35.26
GESHIP
2.32
44.36
2.39
45.61
2.39
45.61
GLAXO
1.22
23.27
1.28
24.38
1.28
24.38
GMRINFRA
1.75
33.52
1.80
34.42
1.80
34.42
GRASIM
1.81
34.53
1.84
35.13
1.84
35.13
GSPL
1.82
34.71
1.86
35.51
1.86
35.51
GTL
1.39
26.57
1.40
26.76
1.40
26.76
GTLINFRA
3.65
69.67
3.77
71.99
3.77
71.99
GTOFFSHORE
3.37
64.36
3.26
62.36
3.37
64.36
GVKPIL
1.97
37.65
2.03
38.70
2.03
38.70
HCC
2.39
45.59
2.39
45.60
2.39
45.60
HCLTECH
2.06
39.37
2.07
39.53
2.07
39.53
HDFC
1.30
24.80
1.21
23.16
1.30
24.80
HDFCBANK
1.39
26.56
1.39
26.48
1.39
26.56
HDIL
2.28
43.64
2.36
45.16
2.36
45.16
HEROHONDA
1.68
32.02
1.60
30.49
1.68
32.02
HINDALCO
2.74
52.41
2.76
52.71
2.76
52.71
HINDPETRO
1.66
31.71
1.66
31.70
1.66
31.71
HINDUNILVR
1.07
20.37
1.00
19.11
1.07
20.37
HINDZINC
2.27
43.32
2.25
43.01
2.27
43.32
HOTELEELA
2.18
41.67
2.24
42.81
2.24
42.81
IBREALEST
2.46
47.01
2.45
46.76
2.46
47.01
ICICIBANK
1.70
32.53
1.70
32.55
1.70
32.55
ICSA
2.25
43.05
2.31
44.04
2.31
44.04
IDBI
1.98
37.86
2.11
40.23
2.11
40.23
IDEA
2.27
43.31
2.21
42.20
2.27
43.31
IDFC
1.87
35.75
1.81
34.63
1.87
35.75
IFCI
2.43
46.38
2.54
48.57
2.54
48.57
INDHOTEL
2.24
42.75
2.27
43.37
2.27
43.37
INDIACEM
2.04
39.04
2.07
39.52
2.07
39.52
INDIAINFO
2.55
48.70
2.64
50.44
2.64
50.44
INDIANB
1.80
34.34
1.84
35.23
1.84
35.23
INFOSYSTCH
1.71
32.58
1.60
30.53
1.71
32.58
IOB
1.88
35.83
1.87
35.79
1.88
35.83
IOC
1.45
27.70
1.41
26.91
1.45
27.70
ISPATIND
2.34
44.74
2.42
46.15
2.42
46.15
ITC
1.24
23.65
1.23
23.48
1.24
23.65
IVRCLINFRA
2.29
43.83
2.25
42.91
2.29
43.83
JINDALSAW
2.70
51.51
2.72
51.97
2.72
51.97
JINDALSTEL
1.62
31.02
1.70
32.56
1.70
32.56
JPASSOCIAT
2.38
45.51
2.43
46.41
2.43
46.41
JPPOWER
2.45
46.78
2.58
49.32
2.58
49.32
JSWSTEEL
2.94
56.09
2.94
56.18
2.94
56.18
KFA
2.62
50.14
2.74
52.43
2.74
52.43
KOTAKBANK
1.80
34.43
1.83
34.95
1.83
34.95
KSOILS
1.51
28.75
1.50
28.65
1.51
28.75
LICHSGFIN
1.55
29.59
1.59
30.37
1.59
30.37
LITL
2.18
41.56
2.15
41.01
2.18
41.56
LT
1.02
19.57
1.07
20.41
1.07
20.41
LUPIN
1.54
29.49
1.53
29.16
1.54
29.49
M&M
2.11
40.40
1.99
37.93
2.11
40.40
MARUTI
1.47
28.17
1.47
28.18
1.47
28.18
MCDOWELL-N
2.34
44.72
2.30
43.91
2.34
44.72
MINIFTY
0.89
17.03
0.93
17.76
0.93
17.76
MLL
3.16
60.31
3.22
61.55
3.22
61.55
MOSERBAER
2.11
40.27
2.19
41.91
2.19
41.91
MPHASIS
1.65
31.56
1.66
31.67
1.66
31.67
MRPL
2.08
39.83
2.18
41.68
2.18
41.68
MTNL
2.94
56.23
3.08
58.78
3.08
58.78
NAGARCONST
2.08
39.68
2.10
40.18
2.10
40.18
NAGARFERT
2.24
42.73
2.35
44.97
2.35
44.97
NATIONALUM
3.48
66.46
3.19
60.92
3.48
66.46
NEYVELILIG
2.18
41.65
2.31
44.16
2.31
44.16
NFTYMCAP50
1.08
20.54
1.17
22.35
1.17
22.35
NIFTY
0.89
17.03
0.93
17.81
0.93
17.81
NOIDATOLL
2.39
45.64
2.52
48.17
2.52
48.17
NTPC
1.43
27.32
1.46
27.88
1.46
27.88
OFSS
2.05
39.11
2.09
39.92
2.09
39.92
ONGC
1.34
25.62
1.25
23.91
1.34
25.62
OPTOCIRCUI
1.90
36.26
1.91
36.47
1.91
36.47
ORCHIDCHEM
2.66
50.79
2.72
52.00
2.72
52.00
ORIENTBANK
1.86
35.54
1.92
36.69
1.92
36.69
PANTALOONR
2.24
42.70
2.46
47.00
2.46
47.00
PATELENG
1.80
34.36
1.82
34.82
1.82
34.82
PATNI
1.68
32.11
1.69
32.27
1.69
32.27
PETRONET
2.11
40.24
2.21
42.19
2.21
42.19
PFC
1.88
35.98
1.83
34.94
1.88
35.98
PIRHEALTH
1.88
35.96
1.81
34.50
1.88
35.96
PNB
1.35
25.77
1.38
26.39
1.38
26.39
POLARIS
2.92
55.71
2.85
54.40
2.92
55.71
POWERGRID
1.23
23.53
1.25
23.84
1.25
23.84
PRAJIND
2.52
48.22
2.71
51.79
2.71
51.79
PTC
2.71
51.73
2.60
49.66
2.71
51.73
PUNJLLOYD
2.05
39.19
2.09
39.95
2.09
39.95
RANBAXY
1.59
30.33
1.62
30.97
1.62
30.97
RCOM
2.35
44.82
2.36
45.11
2.36
45.11
RECLTD
2.51
48.05
2.36
45.11
2.51
48.05
RELCAPITAL
1.88
35.97
2.05
39.08
2.05
39.08
RELIANCE
1.66
31.64
1.63
31.06
1.66
31.64
RELINFRA
1.65
31.53
1.68
32.07
1.68
32.07
RELMEDIA
2.10
40.18
2.18
41.73
2.18
41.73
RENUKA
2.42
46.29
2.39
45.60
2.42
46.29
RNRL
1.86
35.59
1.96
37.45
1.96
37.45
ROLTA
2.05
39.17
2.14
40.81
2.14
40.81
RPOWER
1.68
32.11
1.74
33.20
1.74
33.20
SAIL
2.21
42.16
2.21
42.19
2.21
42.19
SBIN
1.35
25.79
1.34
25.51
1.35
25.79
SCI
2.45
46.85
2.55
48.65
2.55
48.65
SESAGOA
2.10
40.13
2.11
40.35
2.11
40.35
SIEMENS
1.88
35.89
1.99
37.98
1.99
37.98
SINTEX
2.55
48.63
2.57
49.14
2.57
49.14
STER
1.96
37.41
1.90
36.29
1.96
37.41
STERLINBIO
2.78
53.16
2.74
52.41
2.78
53.16
SUNPHARMA
1.56
29.74
1.49
28.48
1.56
29.74
SUNTV
1.48
28.28
1.50
28.73
1.50
28.73
SUZLON
2.62
50.13
2.71
51.79
2.71
51.79
SYNDIBANK
1.85
35.35
2.01
38.39
2.01
38.39
TATACHEM
1.84
35.13
1.91
36.42
1.91
36.42
TATACOMM
2.04
39.06
2.08
39.80
2.08
39.80
TATAMOTORS
2.03
38.80
1.87
35.64
2.03
38.80
TATAPOWER
1.37
26.08
1.37
26.25
1.37
26.25
TATASTEEL
2.05
39.26
2.03
38.73
2.05
39.26
TATATEA
1.81
34.55
1.86
35.60
1.86
35.60
TCS
2.17
41.46
2.05
39.15
2.17
41.46
TECHM
2.12
40.49
2.20
41.95
2.20
41.95
TITAN
1.77
33.74
1.68
32.17
1.77
33.74
TRIVENI
2.40
45.85
2.46
46.92
2.46
46.92
TTML
2.38
45.51
2.35
44.91
2.38
45.51
TULIP
1.83
34.89
1.84
35.07
1.84
35.07
TV-18
2.34
44.76
2.34
44.78
2.34
44.78
UCOBANK
2.74
52.43
2.87
54.90
2.87
54.90
ULTRACEMCO
2.06
39.41
2.08
39.75
2.08
39.75
UNIONBANK
1.50
28.66
1.48
28.23
1.50
28.66
UNIPHOS
2.19
41.92
2.15
41.11
2.19
41.92
UNITECH
2.39
45.67
2.47
47.24
2.47
47.24
VIJAYABANK
2.32
44.34
2.40
45.89
2.40
45.89
VOLTAS
2.01
38.31
2.04
38.96
2.04
38.96
WELGUJ
1.54
29.45
1.64
31.25
1.64
31.25
WIPRO
1.92
36.70
1.86
35.62
1.92
36.70
YESBANK
2.21
42.26
2.19
41.78
2.21
42.26
ZEEL
2.72
51.88
2.66
50.74
2.72
51.88
Kind Comments