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.

AvalonBay Communities, Inc. (AVB) had 30-Day Historical Volatility (Close-to-Close) of 0.2412 for 2020-08-03.

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

Figures for 2020-08-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2412
Historical Volatility (Parkinson)	0.2670
Implied Volatility (Calls)	0.3243
Implied Volatility (Puts)	0.3252
Implied Volatility (Mean)	0.3248
Put-Call Implied Volatility Ratio	1.0028
Implied Volatility Skew	0.1135
Option Statistics
Put-Call Ratio (Volume)	1.7430
Put-Call Ratio (Open Interest)	1.2236
Forward Price	151.14
Call Breakeven Price	161.15
Put Breakeven Price	134.56
Option Breakeven Price	150.34

Data from Quantcha