Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.3993 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)	0.3993
Historical Volatility (Parkinson)	0.2812
Implied Volatility (Calls)	0.3308
Implied Volatility (Puts)	0.3275
Implied Volatility (Mean)	0.3292
Put-Call Implied Volatility Ratio	0.9902
Implied Volatility Skew	0.0171
Option Statistics
Put-Call Ratio (Volume)	1.1709
Put-Call Ratio (Open Interest)	1.2555
Forward Price	878.40
Call Breakeven Price	1077.30
Put Breakeven Price	664.43
Option Breakeven Price	846.87