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.

STMicroelectronics N.V. (STM) had 30-Day Historical Volatility (Close-to-Close) of 0.3519 for 2024-05-16.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3519
Historical Volatility (Parkinson)	0.1960
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2972
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3887
Put-Call Ratio (Open Interest)	0.7718
Forward Price	42.08
Call Breakeven Price	50.29
Put Breakeven Price	38.27
Option Breakeven Price	45.23