HDB · Expected Move
HDFC Bank Limited
The expected move for HDB is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
HDB straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current HDB Expected Move
30-Day Straddle
$2.25
7-Day Straddle
$2.25
30-Day ATM IV
40.0%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to HDB's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
HDB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.25 | $2.25 | 40.0% | 31% |
| 20261021 | $1.90 | $1.90 | 36.5% | 25% |
| 20261020 | $1.68 | $1.68 | 29.9% | 13% |
| 20261019 | $1.70 | $1.70 | 30.0% | 13% |
| 20261016 | $2.20 | $1.30 | 33.8% | 20% |
| 20261015 | $2.17 | $1.12 | 34.1% | 20% |
| 20261014 | $1.88 | $0.53 | 32.6% | 18% |
| 20261013 | $1.85 | $0.57 | — | — |
| 20261012 | $2.05 | $0.60 | 34.9% | 22% |
| 20261009 | $1.88 | $0.82 | 31.3% | 16% |
| 20261008 | $1.65 | $0.88 | 28.9% | 12% |
| 20261007 | $1.93 | $0.97 | 32.1% | 17% |
| 20261006 | $1.90 | $1.12 | 31.8% | 17% |
| 20261005 | $2.02 | $1.12 | 32.7% | 18% |
| 20261002 | $1.00 | $1.00 | 32.5% | 18% |
| 20261001 | $1.05 | $1.05 | 30.3% | 14% |
| 20260930 | $1.10 | $1.10 | 29.3% | 12% |
| 20260929 | $1.12 | $1.12 | — | — |
| 20260928 | $1.07 | $1.07 | 30.7% | 15% |
| 20260925 | $1.27 | $1.27 | 30.2% | 14% |
| 20260924 | $1.38 | $1.38 | 30.7% | 15% |
| 20260923 | $1.38 | $1.38 | 33.5% | 20% |
| 20260922 | $1.48 | $1.48 | 29.5% | 13% |
| 20260921 | $1.68 | $1.68 | 28.3% | 11% |
| 20260918 | $1.67 | $0.65 | 30.5% | 14% |
| 20260917 | $1.75 | $0.45 | 34.4% | 21% |
| 20260916 | $1.85 | $0.55 | 35.9% | 24% |
| 20260915 | $1.62 | $0.65 | 31.3% | 16% |
| 20260914 | $2.10 | $1.07 | 37.1% | 26% |
| 20260911 | $2.30 | $1.30 | 39.7% | 30% |
| 20260910 | $1.67 | $0.90 | 30.7% | 15% |
| 20260909 | $1.70 | $1.00 | 31.2% | 15% |
| 20260908 | $1.70 | $0.88 | 29.5% | 13% |
| 20260904 | $1.90 | $1.25 | 30.2% | 14% |
| 20260903 | $1.52 | $1.43 | 25.0% | 5% |
| 20260902 | $1.30 | $1.30 | 28.0% | 10% |
| 20260901 | $1.18 | $1.18 | 31.1% | 15% |
| 20260831 | $1.18 | $1.18 | 26.9% | 8% |
| 20260828 | $1.33 | $1.33 | 27.9% | 10% |
| 20260827 | $0.85 | $0.85 | 23.9% | 3% |
| 20260826 | $1.22 | $1.22 | 24.2% | 4% |
| 20260825 | $1.35 | $1.35 | 22.4% | 1% |
| 20260824 | $1.42 | $1.42 | 25.3% | 6% |
| 20260821 | $1.62 | $1.15 | 23.9% | 3% |
| 20260820 | $1.68 | $0.93 | 29.3% | 12% |
| 20260819 | $1.35 | $0.70 | 28.2% | 10% |
| 20260818 | $1.38 | $1.07 | 23.1% | 2% |
| 20260817 | $2.32 | $0.70 | 28.2% | 10% |
| 20260814 | $1.52 | $1.52 | 27.4% | 9% |
| 20260813 | $1.65 | $2.17 | 80.7% | 100% |
| 20260812 | $1.52 | $0.93 | 25.4% | 12% |
| 20260811 | $2.33 | $1.12 | 33.6% | 42% |
| 20260810 | $1.73 | $1.28 | 25.8% | 14% |
| 20260807 | — | — | 24.2% | 8% |
| 20260806 | $2.05 | $1.68 | 30.1% | 29% |
| 20260805 | $1.75 | $1.75 | 25.5% | 13% |
| 20260804 | $1.55 | $1.55 | 28.6% | 24% |
| 20260803 | $1.32 | $1.32 | 28.1% | 22% |
| 20260731 | $1.60 | $1.60 | 30.9% | 32% |
| 20260730 | $1.70 | $1.70 | 33.3% | 41% |
More on HDB
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.