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.

Ameren Corporation (AEE) had 30-Day Historical Volatility (Close-to-Close) of 0.1743 for 2021-04-21.

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

Figures for 2021-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1743
Historical Volatility (Parkinson)	0.1766
Implied Volatility (Calls)	0.2032
Implied Volatility (Puts)	0.2013
Implied Volatility (Mean)	0.2022
Put-Call Implied Volatility Ratio	0.9906
Implied Volatility Skew	-0.0368
Option Statistics
Put-Call Ratio (Volume)	7.2232
Put-Call Ratio (Open Interest)	0.1029
Forward Price	86.22
Call Breakeven Price	86.60
Put Breakeven Price	82.09
Option Breakeven Price	86.20

Data from Quantcha