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.

Alibaba Group Holding Limited (BABA) had 90-Day Historical Volatility (Close-to-Close) of 0.3514 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3514
Historical Volatility (Parkinson)	0.1967
Implied Volatility (Calls)	0.3259
Implied Volatility (Puts)	0.3602
Implied Volatility (Mean)	0.3431
Put-Call Implied Volatility Ratio	1.1053
Implied Volatility Skew	-0.0157
Option Statistics
Put-Call Ratio (Volume)	0.0793
Put-Call Ratio (Open Interest)	0.4606
Forward Price	69.33
Call Breakeven Price	90.99
Put Breakeven Price	63.67
Option Breakeven Price	82.38