Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.2153 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)	0.2153
Historical Volatility (Parkinson)	0.1787
Implied Volatility (Calls)	0.2174
Implied Volatility (Puts)	0.2732
Implied Volatility (Mean)	0.2453
Put-Call Implied Volatility Ratio	1.2567
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1508
Put-Call Ratio (Open Interest)	0.3358
Forward Price	58.19
Call Breakeven Price	63.03
Put Breakeven Price	54.13
Option Breakeven Price	60.76