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.

AutoZone, Inc. (AZO) had 60-Day Historical Volatility (Close-to-Close) of 0.2505 for 2022-12-01.

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

Figures for 2022-12-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2505
Historical Volatility (Parkinson)	0.2537
Implied Volatility (Calls)	0.2950
Implied Volatility (Puts)	0.2837
Implied Volatility (Mean)	0.2894
Put-Call Implied Volatility Ratio	0.9617
Implied Volatility Skew	0.0618
Option Statistics
Put-Call Ratio (Volume)	2.4731
Put-Call Ratio (Open Interest)	1.2652
Forward Price	2584.88
Call Breakeven Price	2727.73
Put Breakeven Price	2118.07
Option Breakeven Price	2458.53

Data from Quantcha