Put-Call Implied Volatility Ratio (150-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

HDFC Bank Limited (HDB) had 150-Day Put-Call Implied Volatility Ratio of 1.1158 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2865
Historical Volatility (Parkinson)	0.2006
Implied Volatility (Calls)	0.2351
Implied Volatility (Puts)	0.2623
Implied Volatility (Mean)	0.2487
Put-Call Implied Volatility Ratio	1.1158
Implied Volatility Skew	-0.0486
Option Statistics
Put-Call Ratio (Volume)	1.4035
Put-Call Ratio (Open Interest)	0.8200
Forward Price	56.92
Call Breakeven Price	63.46
Put Breakeven Price	49.43
Option Breakeven Price	57.42