Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.3668 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)	0.3668
Historical Volatility (Parkinson)	0.2323
Implied Volatility (Calls)	0.3374
Implied Volatility (Puts)	0.3459
Implied Volatility (Mean)	0.3416
Put-Call Implied Volatility Ratio	1.0254
Implied Volatility Skew	0.0051
Option Statistics
Put-Call Ratio (Volume)	0.4037
Put-Call Ratio (Open Interest)	1.2036
Forward Price	887.53
Call Breakeven Price	1121.52
Put Breakeven Price	706.21
Option Breakeven Price	895.19