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 0.7462 for 2022-07-05.

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

Figures for 2022-07-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7462
Historical Volatility (Parkinson)	0.5869
Implied Volatility (Calls)	0.7354
Implied Volatility (Puts)	0.7330
Implied Volatility (Mean)	0.7342
Put-Call Implied Volatility Ratio	0.9967
Implied Volatility Skew	0.0818
Option Statistics
Put-Call Ratio (Volume)	0.4075
Put-Call Ratio (Open Interest)	0.6972
Forward Price	13.93
Call Breakeven Price	16.38
Put Breakeven Price	11.86
Option Breakeven Price	14.52

Data from Quantcha