Historical Volatility (Close-to-Close) (180-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.

Advanced Micro Devices, Inc. (AMD) had 180-Day Historical Volatility (Close-to-Close) of 0.6609 for 2022-05-23.

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

Figures for 2022-05-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6609
Historical Volatility (Parkinson)	0.5523
Implied Volatility (Calls)	0.5730
Implied Volatility (Puts)	0.5569
Implied Volatility (Mean)	0.5649
Put-Call Implied Volatility Ratio	0.9719
Implied Volatility Skew	0.0441
Option Statistics
Put-Call Ratio (Volume)	2.0940
Put-Call Ratio (Open Interest)	1.8164
Forward Price	96.28
Call Breakeven Price	125.82
Put Breakeven Price	76.55
Option Breakeven Price	94.35

Data from Quantcha