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.

The Boeing Company (BA) had 30-Day Historical Volatility (Close-to-Close) of 0.5259 for 2020-10-16.

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

Figures for 2020-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5259
Historical Volatility (Parkinson)	0.4091
Implied Volatility (Calls)	0.5559
Implied Volatility (Puts)	0.5520
Implied Volatility (Mean)	0.5539
Put-Call Implied Volatility Ratio	0.9930
Implied Volatility Skew	-0.0010
Option Statistics
Put-Call Ratio (Volume)	0.6383
Put-Call Ratio (Open Interest)	0.5858
Forward Price	167.89
Call Breakeven Price	199.73
Put Breakeven Price	144.15
Option Breakeven Price	179.29

Data from Quantcha