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 Electric Power Company, Inc. (AEP) had 120-Day Historical Volatility (Close-to-Close) of 0.2105 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2105
Historical Volatility (Parkinson)	0.1846
Implied Volatility (Calls)	0.1688
Implied Volatility (Puts)	0.2443
Implied Volatility (Mean)	0.2065
Put-Call Implied Volatility Ratio	1.4471
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1545
Put-Call Ratio (Open Interest)	0.3845
Forward Price	88.33
Call Breakeven Price	94.43
Put Breakeven Price	76.87
Option Breakeven Price	89.59