Historical Volatility (Close-to-Close) (20-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.

American Express Company (AXP) had 20-Day Historical Volatility (Close-to-Close) of 0.1934 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1934
Historical Volatility (Parkinson)	0.1932
Implied Volatility (Calls)	0.3769
Implied Volatility (Puts)	0.3729
Implied Volatility (Mean)	0.3749
Put-Call Implied Volatility Ratio	0.9895
Implied Volatility Skew	0.0363
Option Statistics
Put-Call Ratio (Volume)	0.5082
Put-Call Ratio (Open Interest)	1.5948
Forward Price	219.12
Call Breakeven Price	236.57
Put Breakeven Price	205.84
Option Breakeven Price	217.75