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 0.2159 for 2020-10-16.

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

Figures for 2020-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2159
Historical Volatility (Parkinson)	0.2183
Implied Volatility (Calls)	0.3170
Implied Volatility (Puts)	0.3040
Implied Volatility (Mean)	0.3105
Put-Call Implied Volatility Ratio	0.9590
Implied Volatility Skew	0.0930
Option Statistics
Put-Call Ratio (Volume)	44.2435
Put-Call Ratio (Open Interest)	1.2884
Forward Price	240.71
Call Breakeven Price	250.91
Put Breakeven Price	218.60
Option Breakeven Price	234.93

Data from Quantcha