Implied volatility provides a gauge of market expectations and helps identify potential trading opportunities. Explore the chart below to assess risks and craft reliable SENSEX options strategies based on market sentiment.
Jul
Aug
Sep
Dec
Mar '26
Jun
Dec
Jun '27
Dec
Jun '28
Dec
Jun '29
Dec
Jun '30
ATM IV term structure
ATM IV refers to the implied volatility of a contract with a strike price closest to the underlying current price. Track the at-the-money implied volatility for SENSEX options across different expirations below.
