Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.4380 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4380
Historical Volatility (Parkinson)	0.3034
Implied Volatility (Calls)	0.4124
Implied Volatility (Puts)	0.4168
Implied Volatility (Mean)	0.4146
Put-Call Implied Volatility Ratio	1.0106
Implied Volatility Skew	0.0547
Option Statistics
Put-Call Ratio (Volume)	7.2562
Put-Call Ratio (Open Interest)	5.5242
Forward Price	13.16
Call Breakeven Price	18.99
Put Breakeven Price	10.45
Option Breakeven Price	11.77