Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.2305 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)	0.2305
Historical Volatility (Parkinson)	0.1671
Implied Volatility (Calls)	0.1281
Implied Volatility (Puts)	0.1869
Implied Volatility (Mean)	0.1575
Put-Call Implied Volatility Ratio	1.4594
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3428
Put-Call Ratio (Open Interest)	0.7998
Forward Price	258.24
Call Breakeven Price	287.32
Put Breakeven Price	245.51
Option Breakeven Price	268.49