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 0.7419 for 2023-02-03.

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

Figures for 2023-02-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7419
Historical Volatility (Parkinson)	0.4537
Implied Volatility (Calls)	0.4487
Implied Volatility (Puts)	0.4530
Implied Volatility (Mean)	0.4508
Put-Call Implied Volatility Ratio	1.0095
Implied Volatility Skew	0.0320
Option Statistics
Put-Call Ratio (Volume)	1.0626
Put-Call Ratio (Open Interest)	1.2114
Forward Price	86.27
Call Breakeven Price	91.81
Put Breakeven Price	67.19
Option Breakeven Price	78.32