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.

AstraZeneca PLC (AZN) had 30-Day Historical Volatility (Close-to-Close) of 0.2026 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2026
Historical Volatility (Parkinson)	0.1043
Implied Volatility (Calls)	0.1944
Implied Volatility (Puts)	0.1895
Implied Volatility (Mean)	0.1920
Put-Call Implied Volatility Ratio	0.9751
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	12.9600
Forward Price	77.35
Call Breakeven Price	80.10
Put Breakeven Price	74.71
Option Breakeven Price	75.09