Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.1846 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1846
Historical Volatility (Parkinson)	0.1616
Implied Volatility (Calls)	0.2685
Implied Volatility (Puts)	0.2657
Implied Volatility (Mean)	0.2671
Put-Call Implied Volatility Ratio	0.9893
Implied Volatility Skew	0.0332
Option Statistics
Put-Call Ratio (Volume)	0.8512
Put-Call Ratio (Open Interest)	0.7901
Forward Price	231.29
Call Breakeven Price	249.69
Put Breakeven Price	221.53
Option Breakeven Price	237.26