Historical Volatility (Close-to-Close) (120-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.

Amazon.com, Inc. (AMZN) had 120-Day Historical Volatility (Close-to-Close) of 0.2505 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2505
Historical Volatility (Parkinson)	0.1885
Implied Volatility (Calls)	0.3362
Implied Volatility (Puts)	0.3382
Implied Volatility (Mean)	0.3372
Put-Call Implied Volatility Ratio	1.0060
Implied Volatility Skew	0.0264
Option Statistics
Put-Call Ratio (Volume)	1.0711
Put-Call Ratio (Open Interest)	0.7267
Forward Price	179.62
Call Breakeven Price	205.59
Put Breakeven Price	142.58
Option Breakeven Price	179.29