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.

American Airlines Group Inc. (AAL) had 30-Day Historical Volatility (Close-to-Close) of 0.4493 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4493
Historical Volatility (Parkinson)	0.3079
Implied Volatility (Calls)	0.4708
Implied Volatility (Puts)	0.4726
Implied Volatility (Mean)	0.4717
Put-Call Implied Volatility Ratio	1.0036
Implied Volatility Skew	0.0418
Option Statistics
Put-Call Ratio (Volume)	0.7679
Put-Call Ratio (Open Interest)	2.0017
Forward Price	14.08
Call Breakeven Price	17.07
Put Breakeven Price	10.87
Option Breakeven Price	12.95