Implied Volatility (Calls) (20-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

HDFC Bank Limited (HDB) had 20-Day Implied Volatility (Calls) of 0.3637 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)	0.1628
Historical Volatility (Parkinson)	0.1167
Implied Volatility (Calls)	0.3637
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.9183
Put-Call Ratio (Open Interest)	1.2915
Forward Price	56.56
Call Breakeven Price	60.74
Put Breakeven Price	52.46
Option Breakeven Price	57.20