Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.9014 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)	0.9014
Historical Volatility (Parkinson)	0.6989
Implied Volatility (Calls)	0.6320
Implied Volatility (Puts)	0.6390
Implied Volatility (Mean)	0.6355
Put-Call Implied Volatility Ratio	1.0111
Implied Volatility Skew	0.1161
Option Statistics
Put-Call Ratio (Volume)	0.5189
Put-Call Ratio (Open Interest)	0.7889
Forward Price	95.30
Call Breakeven Price	111.66
Put Breakeven Price	82.81
Option Breakeven Price	98.44

Data from Quantcha