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 0.3969 for 2021-11-26.

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

Figures for 2021-11-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3969
Historical Volatility (Parkinson)	0.3698
Implied Volatility (Calls)	0.5263
Implied Volatility (Puts)	0.5174
Implied Volatility (Mean)	0.5218
Put-Call Implied Volatility Ratio	0.9831
Implied Volatility Skew	-0.0027
Option Statistics
Put-Call Ratio (Volume)	0.6839
Put-Call Ratio (Open Interest)	1.2366
Forward Price	156.33
Call Breakeven Price	173.33
Put Breakeven Price	87.72
Option Breakeven Price	126.02

Data from Quantcha