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HDB - HDFC Bank (ADR)
Implied Volatility Analysis

Implied Volatility:
39.4%
Put/Call-Ratio:
7.86

HDFC Bank (ADR) has an Implied Volatility (IV) of 39.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HDB is 53 and the Implied Volatility Percentile (IVP) is 77. The current Implied Volatility Index for HDB is 0.84 standard deviations away from its 1 year mean.

Market Cap$102.10B
Dividend Yield1.57% ($0.87)
Next Earnings Date7/16/2022 (16d)
Implied Volatility (IV) 30d
39.43
Implied Volatility Rank (IVR) 1y
52.89
Implied Volatility Percentile (IVP) 1y
76.92
Historical Volatility (HV) 30d
38.48
IV / HV
1.02
Open Interest
19.41K
Option Volume
62.00
Put/Call Ratio (Volume)
7.86

Data was calculated after the 6/29/2022 closing.

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