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.

Ameriprise Financial, Inc. (AMP) had 20-Day Historical Volatility (Close-to-Close) of 0.1953 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)	0.1953
Historical Volatility (Parkinson)	0.2275
Implied Volatility (Calls)	0.1746
Implied Volatility (Puts)	0.2248
Implied Volatility (Mean)	0.1997
Put-Call Implied Volatility Ratio	1.2875
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.2571
Put-Call Ratio (Open Interest)	0.5188
Forward Price	415.96
Call Breakeven Price	439.82
Put Breakeven Price	360.24
Option Breakeven Price	412.72