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.

Pfizer Inc. (PFE) had 30-Day Historical Volatility (Close-to-Close) of 0.2862 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)	0.2862
Historical Volatility (Parkinson)	0.2323
Implied Volatility (Calls)	0.1878
Implied Volatility (Puts)	0.1903
Implied Volatility (Mean)	0.1890
Put-Call Implied Volatility Ratio	1.0134
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7010
Put-Call Ratio (Open Interest)	0.3395
Forward Price	29.04
Call Breakeven Price	31.02
Put Breakeven Price	26.63
Option Breakeven Price	29.74