Historical Volatility (Parkinson) (150-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

HDFC Bank Limited (HDB) had 150-Day Historical Volatility (Parkinson) of 0.1943 for 2024-06-14.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3292
Historical Volatility (Parkinson)	0.1943
Implied Volatility (Calls)	0.2216
Implied Volatility (Puts)	0.2370
Implied Volatility (Mean)	0.2293
Put-Call Implied Volatility Ratio	1.0692
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	32.8224
Put-Call Ratio (Open Interest)	1.4520
Forward Price	61.76
Call Breakeven Price	65.52
Put Breakeven Price	48.96
Option Breakeven Price	56.16