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 0.5062 for 2022-09-30.

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

Figures for 2022-09-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5062
Historical Volatility (Parkinson)	0.4008
Implied Volatility (Calls)	0.6097
Implied Volatility (Puts)	0.6027
Implied Volatility (Mean)	0.6062
Put-Call Implied Volatility Ratio	0.9885
Implied Volatility Skew	0.0724
Option Statistics
Put-Call Ratio (Volume)	1.0759
Put-Call Ratio (Open Interest)	0.7699
Forward Price	63.78
Call Breakeven Price	98.49
Put Breakeven Price	56.82
Option Breakeven Price	79.89

Data from Quantcha