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.

Brown Forman Corporation (BF.A) had 30-Day Historical Volatility (Close-to-Close) of 0.1584 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)	0.1584
Historical Volatility (Parkinson)	0.1356
Implied Volatility (Calls)	0.4825
Implied Volatility (Puts)	0.3833
Implied Volatility (Mean)	0.4329
Put-Call Implied Volatility Ratio	0.7943
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6008
Forward Price	50.32
Call Breakeven Price	58.65
Put Breakeven Price	48.39
Option Breakeven Price	56.56