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.

McDonald's Corporation (MCD) had 30-Day Historical Volatility (Close-to-Close) of 0.1476 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)	0.1476
Historical Volatility (Parkinson)	0.1814
Implied Volatility (Calls)	0.1107
Implied Volatility (Puts)	0.1657
Implied Volatility (Mean)	0.1382
Put-Call Implied Volatility Ratio	1.4970
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2310
Put-Call Ratio (Open Interest)	0.7608
Forward Price	273.05
Call Breakeven Price	284.23
Put Breakeven Price	259.11
Option Breakeven Price	273.20