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.

Becton, Dickinson and Company (BDX) had 30-Day Historical Volatility (Close-to-Close) of 0.1883 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1883
Historical Volatility (Parkinson)	0.1571
Implied Volatility (Calls)	0.2578
Implied Volatility (Puts)	0.2627
Implied Volatility (Mean)	0.2602
Put-Call Implied Volatility Ratio	1.0191
Implied Volatility Skew	0.0740
Option Statistics
Put-Call Ratio (Volume)	0.7861
Put-Call Ratio (Open Interest)	0.7952
Forward Price	234.68
Call Breakeven Price	253.75
Put Breakeven Price	219.83
Option Breakeven Price	238.64