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 0.3179 for 2020-07-02.

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

Figures for 2020-07-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3179
Historical Volatility (Parkinson)	0.3479
Implied Volatility (Calls)	0.4603
Implied Volatility (Puts)	0.4965
Implied Volatility (Mean)	0.4784
Put-Call Implied Volatility Ratio	1.0786
Implied Volatility Skew	0.0268
Option Statistics
Put-Call Ratio (Volume)	0.4225
Put-Call Ratio (Open Interest)	0.4401
Forward Price	52.60
Call Breakeven Price	58.25
Put Breakeven Price	47.02
Option Breakeven Price	54.89

Data from Quantcha