Historical Volatility (Close-to-Close) (120-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.

Becton, Dickinson and Company (BDX) had 120-Day Historical Volatility (Close-to-Close) of 0.1867 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1867
Historical Volatility (Parkinson)	0.1825
Implied Volatility (Calls)	0.2109
Implied Volatility (Puts)	0.2382
Implied Volatility (Mean)	0.2245
Put-Call Implied Volatility Ratio	1.1292
Implied Volatility Skew	0.0191
Option Statistics
Put-Call Ratio (Volume)	0.3477
Put-Call Ratio (Open Interest)	0.6712
Forward Price	237.41
Call Breakeven Price	273.51
Put Breakeven Price	208.56
Option Breakeven Price	247.97