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.

The Bank of New York Mellon Corporation (BK) had 30-Day Historical Volatility (Close-to-Close) of 0.1837 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1837
Historical Volatility (Parkinson)	0.2018
Implied Volatility (Calls)	0.1842
Implied Volatility (Puts)	0.1942
Implied Volatility (Mean)	0.1892
Put-Call Implied Volatility Ratio	1.0542
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.0000
Put-Call Ratio (Open Interest)	0.5768
Forward Price	56.79
Call Breakeven Price	59.10
Put Breakeven Price	50.42
Option Breakeven Price	55.92