Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.2382 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2382
Historical Volatility (Parkinson)	0.1862
Implied Volatility (Calls)	0.2413
Implied Volatility (Puts)	0.2540
Implied Volatility (Mean)	0.2476
Put-Call Implied Volatility Ratio	1.0527
Implied Volatility Skew	0.0130
Option Statistics
Put-Call Ratio (Volume)	1.3454
Put-Call Ratio (Open Interest)	0.5795
Forward Price	233.52
Call Breakeven Price	247.21
Put Breakeven Price	184.69
Option Breakeven Price	224.39