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.

Baxter International Inc. (BAX) had 30-Day Historical Volatility (Close-to-Close) of 0.3316 for 2024-05-16.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3316
Historical Volatility (Parkinson)	0.2375
Implied Volatility (Calls)	0.1580
Implied Volatility (Puts)	0.2515
Implied Volatility (Mean)	0.2047
Put-Call Implied Volatility Ratio	1.5911
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1254
Put-Call Ratio (Open Interest)	0.6935
Forward Price	34.96
Call Breakeven Price	37.83
Put Breakeven Price	33.63
Option Breakeven Price	36.29