Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.2589 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)	0.2589
Historical Volatility (Parkinson)	0.2076
Implied Volatility (Calls)	0.2030
Implied Volatility (Puts)	0.1997
Implied Volatility (Mean)	0.2014
Put-Call Implied Volatility Ratio	0.9838
Implied Volatility Skew	0.0265
Option Statistics
Put-Call Ratio (Volume)	6.1103
Put-Call Ratio (Open Interest)	0.7073
Forward Price	238.65
Call Breakeven Price	248.08
Put Breakeven Price	220.96
Option Breakeven Price	237.12