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.

AbbVie Inc. (ABBV) had 120-Day Historical Volatility (Close-to-Close) of 0.1909 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1909
Historical Volatility (Parkinson)	0.1862
Implied Volatility (Calls)	0.1732
Implied Volatility (Puts)	0.2271
Implied Volatility (Mean)	0.2002
Put-Call Implied Volatility Ratio	1.3108
Implied Volatility Skew	-0.0148
Option Statistics
Put-Call Ratio (Volume)	2.4958
Put-Call Ratio (Open Interest)	0.8556
Forward Price	162.66
Call Breakeven Price	181.58
Put Breakeven Price	149.24
Option Breakeven Price	166.75