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Last updated on June 22, 2004
| Underlying | Underlying Volatility | Underlying Ann. Volatility | Futures Volatility | Futures Ann. Volatility | Applicable Volatility | Applicable Ann. Volatility |
| ACC | 2.43 | 46.59 | 2.68 | 51.29 | 2.68 | 51.29 |
| ANDHRABANK | 4.63 | 88.55 | 4.80 | 91.76 | 4.80 | 91.76 |
| ARVINDMILL | 3.52 | 67.42 | 3.66 | 70.00 | 3.66 | 70.00 |
| BAJAJAUTO | 1.44 | 27.63 | 1.82 | 34.91 | 1.82 | 34.91 |
| BANKBARODA | 5.77 | 110.32 | 6.47 | 123.78 | 6.47 | 123.78 |
| BANKINDIA | 4.43 | 84.81 | 4.59 | 87.76 | 4.59 | 87.76 |
| BEL | 2.81 | 53.76 | 2.96 | 56.64 | 2.96 | 56.64 |
| BHEL | 4.28 | 81.80 | 4.75 | 90.84 | 4.75 | 90.84 |
| BPCL | 3.66 | 70.01 | 3.91 | 74.77 | 3.91 | 74.77 |
| CANBK | 4.50 | 85.98 | 4.51 | 86.28 | 4.51 | 86.28 |
| CIPLA | 3.08 | 59.00 | 3.14 | 60.07 | 3.14 | 60.07 |
| CNXIT | 2.82 | 53.91 | 3.21 | 61.44 | 3.21 | 61.44 |
| DRREDDY | 2.92 | 55.96 | 3.12 | 59.65 | 3.12 | 59.65 |
| GAIL | 5.26 | 100.62 | 5.63 | 107.58 | 5.63 | 107.58 |
| GRASIM | 3.17 | 60.62 | 3.18 | 60.81 | 3.18 | 60.81 |
| GUJAMBCEM | 2.66 | 50.87 | 2.71 | 51.77 | 2.71 | 51.77 |
| HCLTECH | 3.09 | 59.08 | 3.14 | 60.14 | 3.14 | 60.14 |
| HDFC | 3.03 | 57.95 | 3.44 | 65.83 | 3.44 | 65.83 |
| HDFCBANK | 4.04 | 77.29 | 4.12 | 78.76 | 4.12 | 78.76 |
| HEROHONDA | 2.43 | 46.46 | 2.47 | 47.29 | 2.47 | 47.29 |
| HINDALC0 | 2.49 | 47.58 | 2.50 | 47.92 | 2.50 | 47.92 |
| HINDLEVER | 2.41 | 46.06 | 2.51 | 47.95 | 2.51 | 47.95 |
| HINDPETRO | 3.39 | 64.94 | 3.66 | 69.94 | 3.66 | 69.94 |
| I-FLEX | 3.39 | 64.87 | 3.46 | 66.22 | 3.46 | 66.22 |
| ICICIBANK | 3.29 | 62.89 | 3.66 | 70.01 | 3.66 | 70.01 |
| INFOSYSTCH | 2.51 | 47.96 | 2.68 | 51.24 | 2.68 | 51.24 |
| IOC | 4.07 | 77.79 | 4.75 | 90.85 | 4.75 | 90.85 |
| IPCL | 4.92 | 94.13 | 5.08 | 97.21 | 5.08 | 97.21 |
| ITC | 2.28 | 43.57 | 2.40 | 45.99 | 2.40 | 45.99 |
| M&M | 2.77 | 53.09 | 3.09 | 59.06 | 3.09 | 59.06 |
| MARUTI | 3.59 | 68.70 | 3.65 | 69.87 | 3.65 | 69.87 |
| MASTEK | 3.76 | 71.83 | 3.85 | 73.57 | 3.85 | 73.57 |
| MTNL | 4.15 | 79.37 | 4.24 | 81.03 | 4.24 | 81.03 |
| NATIONALUM | 3.82 | 73.09 | 4.17 | 79.76 | 4.17 | 79.76 |
| NIFTY | 2.50 | 47.83 | 2.94 | 56.17 | 2.94 | 56.17 |
| NIIT | 4.60 | 87.89 | 4.69 | 89.77 | 4.69 | 89.77 |
| NSE10Y06 | 0.45 | 8.72 | 0.44 | 8.53 | 0.45 | 8.72 |
| NSE10YZC | 0.68 | 13.10 | 0.67 | 12.96 | 0.68 | 13.10 |
| NSETB91D | 0.63 | 12.09 | 0.63 | 12.09 | 0.63 | 12.09 |
| ONGC | 3.40 | 65.09 | 3.53 | 67.50 | 3.53 | 67.50 |
| ORIENTBANK | 5.73 | 109.63 | 5.96 | 113.97 | 5.96 | 113.97 |
| PNB | 5.01 | 95.84 | 5.15 | 98.53 | 5.15 | 98.53 |
| POLARIS | 3.84 | 73.37 | 3.87 | 73.93 | 3.87 | 73.93 |
| RANBAXY | 2.18 | 41.82 | 2.46 | 47.01 | 2.46 | 47.01 |
| REL | 5.10 | 97.50 | 5.86 | 111.97 | 5.86 | 111.97 |
| RELIANCE | 2.96 | 56.62 | 3.04 | 58.23 | 3.04 | 58.23 |
| SATYAMCOMP | 2.78 | 53.22 | 2.84 | 54.36 | 2.84 | 54.36 |
| SBIN | 3.82 | 72.98 | 4.11 | 78.69 | 4.11 | 78.69 |
| SCI | 4.94 | 94.53 | 5.13 | 98.06 | 5.13 | 98.06 |
| SYNDIBANK | 5.12 | 97.95 | 5.40 | 103.31 | 5.40 | 103.31 |
| TATAMOTORS | 3.33 | 63.66 | 3.53 | 67.48 | 3.53 | 67.48 |
| TATAPOWER | 4.53 | 86.58 | 4.81 | 91.93 | 4.81 | 91.93 |
| TATATEA | 2.58 | 49.34 | 2.79 | 53.38 | 2.79 | 53.38 |
| TISCO | 3.66 | 69.98 | 3.89 | 74.32 | 3.89 | 74.32 |
| UNIONBANK | 5.16 | 98.66 | 5.19 | 99.30 | 5.19 | 99.30 |
| WIPRO | 4.17 | 79.72 | 4.52 | 86.44 | 4.52 | 86.44 |
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