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 0.4200 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4200
Historical Volatility (Parkinson)	0.2669
Implied Volatility (Calls)	0.2856
Implied Volatility (Puts)	0.2890
Implied Volatility (Mean)	0.2873
Put-Call Implied Volatility Ratio	1.0119
Implied Volatility Skew	0.0215
Option Statistics
Put-Call Ratio (Volume)	2.0124
Put-Call Ratio (Open Interest)	1.0169
Forward Price	923.24
Call Breakeven Price	988.87
Put Breakeven Price	821.58
Option Breakeven Price	901.63