Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.1776 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1776
Historical Volatility (Parkinson)	0.1677
Implied Volatility (Calls)	0.1839
Implied Volatility (Puts)	0.1745
Implied Volatility (Mean)	0.1792
Put-Call Implied Volatility Ratio	0.9489
Implied Volatility Skew	0.0207
Option Statistics
Put-Call Ratio (Volume)	0.4297
Put-Call Ratio (Open Interest)	0.4884
Forward Price	256.30
Call Breakeven Price	274.55
Put Breakeven Price	243.46
Option Breakeven Price	264.34