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 Electric Power Company, Inc. (AEP) had 30-Day Historical Volatility (Close-to-Close) of 0.2223 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2223
Historical Volatility (Parkinson)	0.1815
Implied Volatility (Calls)	0.1745
Implied Volatility (Puts)	0.2367
Implied Volatility (Mean)	0.2056
Put-Call Implied Volatility Ratio	1.3561
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1654
Put-Call Ratio (Open Interest)	0.1560
Forward Price	85.34
Call Breakeven Price	87.04
Put Breakeven Price	75.03
Option Breakeven Price	85.36