Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.2664 for 2023-03-24.

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

Figures for 2023-03-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2664
Historical Volatility (Parkinson)	0.2092
Implied Volatility (Calls)	0.2121
Implied Volatility (Puts)	0.2032
Implied Volatility (Mean)	0.2076
Put-Call Implied Volatility Ratio	0.9582
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7311
Put-Call Ratio (Open Interest)	0.8251
Forward Price	238.45
Call Breakeven Price	244.05
Put Breakeven Price	222.01
Option Breakeven Price	234.76