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.

Ameriprise Financial, Inc. (AMP) had 10-Day Historical Volatility (Close-to-Close) of 0.2464 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2464
Historical Volatility (Parkinson)	0.2474
Implied Volatility (Calls)	0.1740
Implied Volatility (Puts)	0.2277
Implied Volatility (Mean)	0.2008
Put-Call Implied Volatility Ratio	1.3084
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.4615
Put-Call Ratio (Open Interest)	0.3446
Forward Price	415.66
Call Breakeven Price	440.47
Put Breakeven Price	369.73
Option Breakeven Price	422.34