Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.4367 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4367
Historical Volatility (Parkinson)	0.3719
Implied Volatility (Calls)	0.4012
Implied Volatility (Puts)	0.3973
Implied Volatility (Mean)	0.3993
Put-Call Implied Volatility Ratio	0.9904
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4350
Put-Call Ratio (Open Interest)	0.9511
Forward Price	14.15
Call Breakeven Price	15.27
Put Breakeven Price	12.37
Option Breakeven Price	13.88