Implied Volatility (Calls) (150-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.

D-MARKET Electronic Services & Trading Unsponsored ADR (HEPS) had 150-Day Implied Volatility (Calls) of 0.7464 for 2026-04-17.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7331
Historical Volatility (Parkinson)	0.5478
Implied Volatility (Calls)	0.7464
Implied Volatility (Puts)	0.9142
Implied Volatility (Mean)	0.8303
Put-Call Implied Volatility Ratio	1.2249
Implied Volatility Skew	-0.2524
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000