Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.1669 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3165
Historical Volatility (Parkinson)	0.1669
Implied Volatility (Calls)	0.2096
Implied Volatility (Puts)	0.2323
Implied Volatility (Mean)	0.2209
Put-Call Implied Volatility Ratio	1.1087
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4565
Put-Call Ratio (Open Interest)	1.5632
Forward Price	60.80
Call Breakeven Price	63.82
Put Breakeven Price	51.29
Option Breakeven Price	56.71