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 0.6247 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)	0.6247
Historical Volatility (Parkinson)	0.5308
Implied Volatility (Calls)	0.5223
Implied Volatility (Puts)	0.5153
Implied Volatility (Mean)	0.5188
Put-Call Implied Volatility Ratio	0.9866
Implied Volatility Skew	0.0201
Option Statistics
Put-Call Ratio (Volume)	0.9632
Put-Call Ratio (Open Interest)	1.0677
Forward Price	156.03
Call Breakeven Price	162.59
Put Breakeven Price	112.13
Option Breakeven Price	137.81

Data from Quantcha