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.

Pfizer Inc. (PFE) had 60-Day Historical Volatility (Close-to-Close) of 0.2780 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)	0.2780
Historical Volatility (Parkinson)	0.2177
Implied Volatility (Calls)	0.2258
Implied Volatility (Puts)	0.2889
Implied Volatility (Mean)	0.2574
Put-Call Implied Volatility Ratio	1.2795
Implied Volatility Skew	-0.0356
Option Statistics
Put-Call Ratio (Volume)	1.3714
Put-Call Ratio (Open Interest)	0.5873
Forward Price	27.62
Call Breakeven Price	30.26
Put Breakeven Price	23.53
Option Breakeven Price	27.77