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.

Autoliv, Inc. (ALV) had 30-Day Historical Volatility (Close-to-Close) of 0.2588 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)	0.2588
Historical Volatility (Parkinson)	0.1907
Implied Volatility (Calls)	0.2294
Implied Volatility (Puts)	0.2514
Implied Volatility (Mean)	0.2404
Put-Call Implied Volatility Ratio	1.0957
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6553
Forward Price	122.00
Call Breakeven Price	131.30
Put Breakeven Price	107.66
Option Breakeven Price	122.33