⚠ Education and data only, not investment advice. F&O trading can lose more than you put in. Risk details
ClearStrike
Log in
☰
English ▾

OFSS options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where OFSS can go (next trading day)

For the next trading day, options point to about 2.5% either way: OFSS between 10,251 and 10,768 (from 10,509).

2026-07-16 O 11,670 H 11,825 L 11,635 C 11,6812026-07-17 O 11,709 H 11,850 L 11,337 C 11,7712026-07-20 O 11,800 H 11,979 L 11,544 C 11,6202026-07-21 O 11,615 H 11,731 L 11,577 C 11,6322026-07-22 O 11,632 H 11,642 L 10,737 C 10,8512026-07-23 O 11,299 H 11,395 L 9,937 C 10,8432026-07-24 O 10,688 H 10,930 L 10,549 C 10,6522026-07-27 O 10,760 H 11,189 L 10,665 C 11,0892026-07-28 O 11,181 H 11,475 L 11,170 C 11,3342026-07-29 O 11,401 H 11,695 L 11,368 C 11,4272026-07-30 O 11,424 H 11,497 L 11,082 C 11,1362026-07-31 O 11,100 H 11,270 L 10,882 C 11,1862026-08-03 O 11,186 H 11,484 L 11,160 C 11,3322026-08-04 O 11,425 H 11,685 L 11,425 C 11,6002026-08-05 O 11,650 H 11,810 L 11,528 C 11,7592026-08-06 O 11,800 H 11,898 L 11,642 C 11,7352026-08-07 O 11,650 H 11,857 L 11,572 C 11,8052026-08-10 O 11,805 H 11,912 L 11,653 C 11,8902026-08-11 O 11,900 H 11,968 L 11,675 C 11,8962026-08-12 O 11,851 H 11,899 L 11,532 C 11,6792026-08-13 O 11,650 H 11,686 L 11,350 C 11,4202026-08-14 O 11,449 H 11,850 L 11,318 C 11,8282026-08-17 O 11,815 H 11,920 L 11,742 C 11,7892026-08-18 O 11,751 H 11,840 L 11,614 C 11,6232026-08-19 O 11,703 H 11,854 L 11,640 C 11,7742026-08-20 O 11,825 H 11,917 L 11,680 C 11,8262026-08-21 O 11,850 H 11,870 L 11,650 C 11,7242026-08-24 O 11,720 H 11,898 L 11,457 C 11,5182026-08-25 O 11,518 H 11,729 L 11,355 C 11,7292026-08-26 O 11,749 H 12,060 L 11,616 C 11,8002026-08-27 O 11,840 H 11,916 L 11,720 C 11,8552026-08-28 O 11,876 H 12,275 L 11,876 C 12,1902026-08-31 O 12,196 H 12,540 L 12,080 C 12,5402026-09-01 O 12,350 H 12,353 L 11,992 C 12,1872026-09-02 O 12,141 H 12,199 L 11,951 C 12,1582026-09-03 O 12,190 H 12,227 L 12,013 C 12,1492026-09-04 O 12,199 H 12,348 L 12,028 C 12,0582026-09-07 O 12,105 H 12,110 L 11,679 C 11,8472026-09-08 O 11,750 H 11,815 L 11,636 C 11,7802026-09-09 O 11,762 H 11,762 L 11,550 C 11,6302026-09-10 O 11,680 H 11,814 L 11,627 C 11,7252026-09-11 O 11,599 H 11,830 L 11,595 C 11,7632026-09-15 O 11,910 H 12,099 L 11,692 C 11,8032026-09-16 O 11,840 H 11,920 L 11,399 C 11,5102026-09-17 O 11,500 H 11,666 L 11,356 C 11,6202026-09-18 O 11,648 H 11,896 L 11,515 C 11,8962026-09-21 O 11,787 H 11,787 L 10,900 C 10,9112026-09-22 O 10,962 H 11,111 L 10,835 C 10,9892026-09-23 O 10,989 H 11,072 L 10,801 C 10,8492026-09-24 O 10,600 H 10,995 L 10,600 C 10,9252026-09-25 O 10,782 H 10,805 L 10,332 C 10,7702026-09-28 O 10,749 H 10,910 L 10,599 C 10,8002026-09-29 O 10,800 H 10,876 L 10,406 C 10,4062026-09-30 O 10,525 H 10,869 L 10,500 C 10,6302026-10-01 O 10,575 H 10,661 L 10,263 C 10,4202026-10-05 O 10,525 H 10,655 L 10,364 C 10,4702026-10-06 O 10,485 H 10,550 L 10,382 C 10,4822026-10-07 O 10,519 H 10,733 L 10,406 C 10,5762026-10-08 O 10,586 H 10,812 L 10,400 C 10,4002026-10-09 O 10,401 H 10,646 L 10,387 C 10,510Upper end 10,768Lower end 10,251Now 10,51016 Jul9 Oct
Lower end 10,251Now 10,509Upper end 10,768

Where OFSS can go in the next 3 days

Options imply about 4.3% either way over 3 days (about 2.5% in a day). That puts OFSS between 10,060 and 10,958 in 3 days (now 10,509).

2026-07-16 O 11,670 H 11,825 L 11,635 C 11,6812026-07-17 O 11,709 H 11,850 L 11,337 C 11,7712026-07-20 O 11,800 H 11,979 L 11,544 C 11,6202026-07-21 O 11,615 H 11,731 L 11,577 C 11,6322026-07-22 O 11,632 H 11,642 L 10,737 C 10,8512026-07-23 O 11,299 H 11,395 L 9,937 C 10,8432026-07-24 O 10,688 H 10,930 L 10,549 C 10,6522026-07-27 O 10,760 H 11,189 L 10,665 C 11,0892026-07-28 O 11,181 H 11,475 L 11,170 C 11,3342026-07-29 O 11,401 H 11,695 L 11,368 C 11,4272026-07-30 O 11,424 H 11,497 L 11,082 C 11,1362026-07-31 O 11,100 H 11,270 L 10,882 C 11,1862026-08-03 O 11,186 H 11,484 L 11,160 C 11,3322026-08-04 O 11,425 H 11,685 L 11,425 C 11,6002026-08-05 O 11,650 H 11,810 L 11,528 C 11,7592026-08-06 O 11,800 H 11,898 L 11,642 C 11,7352026-08-07 O 11,650 H 11,857 L 11,572 C 11,8052026-08-10 O 11,805 H 11,912 L 11,653 C 11,8902026-08-11 O 11,900 H 11,968 L 11,675 C 11,8962026-08-12 O 11,851 H 11,899 L 11,532 C 11,6792026-08-13 O 11,650 H 11,686 L 11,350 C 11,4202026-08-14 O 11,449 H 11,850 L 11,318 C 11,8282026-08-17 O 11,815 H 11,920 L 11,742 C 11,7892026-08-18 O 11,751 H 11,840 L 11,614 C 11,6232026-08-19 O 11,703 H 11,854 L 11,640 C 11,7742026-08-20 O 11,825 H 11,917 L 11,680 C 11,8262026-08-21 O 11,850 H 11,870 L 11,650 C 11,7242026-08-24 O 11,720 H 11,898 L 11,457 C 11,5182026-08-25 O 11,518 H 11,729 L 11,355 C 11,7292026-08-26 O 11,749 H 12,060 L 11,616 C 11,8002026-08-27 O 11,840 H 11,916 L 11,720 C 11,8552026-08-28 O 11,876 H 12,275 L 11,876 C 12,1902026-08-31 O 12,196 H 12,540 L 12,080 C 12,5402026-09-01 O 12,350 H 12,353 L 11,992 C 12,1872026-09-02 O 12,141 H 12,199 L 11,951 C 12,1582026-09-03 O 12,190 H 12,227 L 12,013 C 12,1492026-09-04 O 12,199 H 12,348 L 12,028 C 12,0582026-09-07 O 12,105 H 12,110 L 11,679 C 11,8472026-09-08 O 11,750 H 11,815 L 11,636 C 11,7802026-09-09 O 11,762 H 11,762 L 11,550 C 11,6302026-09-10 O 11,680 H 11,814 L 11,627 C 11,7252026-09-11 O 11,599 H 11,830 L 11,595 C 11,7632026-09-15 O 11,910 H 12,099 L 11,692 C 11,8032026-09-16 O 11,840 H 11,920 L 11,399 C 11,5102026-09-17 O 11,500 H 11,666 L 11,356 C 11,6202026-09-18 O 11,648 H 11,896 L 11,515 C 11,8962026-09-21 O 11,787 H 11,787 L 10,900 C 10,9112026-09-22 O 10,962 H 11,111 L 10,835 C 10,9892026-09-23 O 10,989 H 11,072 L 10,801 C 10,8492026-09-24 O 10,600 H 10,995 L 10,600 C 10,9252026-09-25 O 10,782 H 10,805 L 10,332 C 10,7702026-09-28 O 10,749 H 10,910 L 10,599 C 10,8002026-09-29 O 10,800 H 10,876 L 10,406 C 10,4062026-09-30 O 10,525 H 10,869 L 10,500 C 10,6302026-10-01 O 10,575 H 10,661 L 10,263 C 10,4202026-10-05 O 10,525 H 10,655 L 10,364 C 10,4702026-10-06 O 10,485 H 10,550 L 10,382 C 10,4822026-10-07 O 10,519 H 10,733 L 10,406 C 10,5762026-10-08 O 10,586 H 10,812 L 10,400 C 10,4002026-10-09 O 10,401 H 10,646 L 10,387 C 10,510Upper end 10,958Lower end 10,060Now 10,51016 Jul9 Oct
Lower end 10,060Now 10,509Upper end 10,958

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

OFSS (Information Technology): ATM IV is 39.1%, higher than 85% of days over the last year in the same expiry-cycle phase. Options imply about ±2.46% in a day and ±4.27% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
39.1%
IV percentile
85%
Expected move 1d
±2.46%
Expected move 3d
±4.27%
IV / realised
1.15
Gamma flip
-1.5%
from spot
Max pain
+1.8%
from spot
Lot size
100
Confirm lot size with your broker.
Event
None announced

ATM IV, last 60 days

71.2%26.0%2026-07-162026-10-09

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: Information Technology

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.