Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.2572 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2572
Historical Volatility (Parkinson)	0.2377
Implied Volatility (Calls)	0.2700
Implied Volatility (Puts)	0.2812
Implied Volatility (Mean)	0.2756
Put-Call Implied Volatility Ratio	1.0415
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8587
Put-Call Ratio (Open Interest)	2.4095
Forward Price	34.74
Call Breakeven Price	42.38
Put Breakeven Price	31.94
Option Breakeven Price	35.23