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.

Alcon (ALC) had 30-Day Historical Volatility (Close-to-Close) of 0.1670 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1670
Historical Volatility (Parkinson)	0.1325
Implied Volatility (Calls)	0.2804
Implied Volatility (Puts)	0.2970
Implied Volatility (Mean)	0.2887
Put-Call Implied Volatility Ratio	1.0590
Implied Volatility Skew	0.1309
Option Statistics
Put-Call Ratio (Volume)	5.5000
Put-Call Ratio (Open Interest)	0.3702
Forward Price	78.67
Call Breakeven Price	88.41
Put Breakeven Price	71.72
Option Breakeven Price	83.90