Historical Volatility (Close-to-Close) (30-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.

Amgen Inc. (AMGN) had 30-Day Historical Volatility (Close-to-Close) of 0.1931 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1931
Historical Volatility (Parkinson)	0.1888
Implied Volatility (Calls)	0.2769
Implied Volatility (Puts)	0.3356
Implied Volatility (Mean)	0.3062
Put-Call Implied Volatility Ratio	1.2120
Implied Volatility Skew	-0.0243
Option Statistics
Put-Call Ratio (Volume)	1.3766
Put-Call Ratio (Open Interest)	0.5353
Forward Price	268.77
Call Breakeven Price	290.24
Put Breakeven Price	249.07
Option Breakeven Price	278.59