Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.1724 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)	0.1724
Historical Volatility (Parkinson)	0.1287
Implied Volatility (Calls)	0.3143
Implied Volatility (Puts)	0.3409
Implied Volatility (Mean)	0.3276
Put-Call Implied Volatility Ratio	1.0846
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7292
Put-Call Ratio (Open Interest)	0.4306
Forward Price	78.54
Call Breakeven Price	87.97
Put Breakeven Price	73.29
Option Breakeven Price	83.55