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HDB - HDFC Bank (ADR)
Implied Volatility Analysis

Implied Volatility:
34.0%
Put/Call-Ratio:
1.41

HDFC Bank (ADR) has an Implied Volatility (IV) of 34.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HDB is 15 and the Implied Volatility Percentile (IVP) is 31. The current Implied Volatility Index for HDB is -0.59 standard deviations away from its 1 year mean.

Market Cap$127.07B
Dividend Yield0.85% ($0.58)
Next Earnings Date1/12/2023 (36d)
Implied Volatility (IV) 30d
33.99
Implied Volatility Rank (IVR) 1y
14.86
Implied Volatility Percentile (IVP) 1y
30.93
Historical Volatility (HV) 30d
23.17
IV / HV
1.47
Open Interest
14.47K
Option Volume
53.00
Put/Call Ratio (Volume)
1.41

Data was calculated after the 12/6/2022 closing.

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