Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Avery Dennison Corporation (AVY) had 30-Day Historical Volatility (Close-to-Close) of 0.1197 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1197
Historical Volatility (Parkinson)	0.1938
Implied Volatility (Calls)	0.1793
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.4759
Forward Price	224.81
Call Breakeven Price	228.47
Put Breakeven Price	206.14
Option Breakeven Price	219.77