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HDB - HDFC Bank (ADR)
Implied Volatility Analysis

Implied Volatility:
38.2%

HDFC Bank (ADR) has an Implied Volatility (IV) of 38.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HDB is 49 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for HDB is 0.50 standard deviations away from its 1 year mean.

Market Cap$122.89B
Dividend Yield0.88% ($0.58)
Next Earnings Date4/15/2023 (13d) !
Implied Volatility (IV) 30d
38.22
Implied Volatility Rank (IVR) 1y
48.88
Implied Volatility Percentile (IVP) 1y
65.76
Historical Volatility (HV) 30d
25.67
IV / HV
1.49
Open Interest
8.28K
Option Volume
32.00

Data was calculated after the 3/31/2023 closing.

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