Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.1762 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)	0.1762
Historical Volatility (Parkinson)	0.1757
Implied Volatility (Calls)	0.2056
Implied Volatility (Puts)	0.2316
Implied Volatility (Mean)	0.2186
Put-Call Implied Volatility Ratio	1.1267
Implied Volatility Skew	0.0296
Option Statistics
Put-Call Ratio (Volume)	0.9239
Put-Call Ratio (Open Interest)	0.7521
Forward Price	235.73
Call Breakeven Price	268.89
Put Breakeven Price	209.10
Option Breakeven Price	243.52