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.

Barclays PLC (BCS) had 60-Day Historical Volatility (Close-to-Close) of 0.2306 for 2023-01-30.

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

Figures for 2023-01-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2306
Historical Volatility (Parkinson)	0.1488
Implied Volatility (Calls)	0.2641
Implied Volatility (Puts)	0.3971
Implied Volatility (Mean)	0.3306
Put-Call Implied Volatility Ratio	1.5035
Implied Volatility Skew	-0.0014
Option Statistics
Put-Call Ratio (Volume)	0.0233
Put-Call Ratio (Open Interest)	0.3254
Forward Price	9.16
Call Breakeven Price	9.49
Put Breakeven Price	7.01
Option Breakeven Price	8.89