Historical Volatility (Close-to-Close) (20-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

HDFC Bank Limited (HDB) had 20-Day Historical Volatility (Close-to-Close) of 0.1827 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1827
Historical Volatility (Parkinson)	0.1719
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2984
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2734
Put-Call Ratio (Open Interest)	2.7551
Forward Price	57.88
Call Breakeven Price	60.81
Put Breakeven Price	53.34
Option Breakeven Price	55.72