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 0.6889 for 2022-05-23.

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

Figures for 2022-05-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6889
Historical Volatility (Parkinson)	0.5513
Implied Volatility (Calls)	0.5935
Implied Volatility (Puts)	0.5836
Implied Volatility (Mean)	0.5886
Put-Call Implied Volatility Ratio	0.9833
Implied Volatility Skew	0.0708
Option Statistics
Put-Call Ratio (Volume)	0.2756
Put-Call Ratio (Open Interest)	0.6467
Forward Price	95.52
Call Breakeven Price	128.20
Put Breakeven Price	82.18
Option Breakeven Price	109.98

Data from Quantcha