Historical Volatility (Close-to-Close) (30-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.

ASML Holding N.V. (ASML) had 30-Day Historical Volatility (Close-to-Close) of 0.4109 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4109
Historical Volatility (Parkinson)	0.2987
Implied Volatility (Calls)	0.3376
Implied Volatility (Puts)	0.3258
Implied Volatility (Mean)	0.3317
Put-Call Implied Volatility Ratio	0.9652
Implied Volatility Skew	-0.0002
Option Statistics
Put-Call Ratio (Volume)	0.8239
Put-Call Ratio (Open Interest)	1.1220
Forward Price	907.67
Call Breakeven Price	988.82
Put Breakeven Price	828.29
Option Breakeven Price	905.34