Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.4263 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)	0.4263
Historical Volatility (Parkinson)	0.4036
Implied Volatility (Calls)	0.5107
Implied Volatility (Puts)	0.5114
Implied Volatility (Mean)	0.5110
Put-Call Implied Volatility Ratio	1.0014
Implied Volatility Skew	0.0248
Option Statistics
Put-Call Ratio (Volume)	0.2598
Put-Call Ratio (Open Interest)	0.7137
Forward Price	52.51
Call Breakeven Price	61.35
Put Breakeven Price	45.02
Option Breakeven Price	54.43

Data from Quantcha