Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.1503 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1503
Historical Volatility (Parkinson)	0.1578
Implied Volatility (Calls)	0.1793
Implied Volatility (Puts)	0.2140
Implied Volatility (Mean)	0.1966
Put-Call Implied Volatility Ratio	1.1934
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0907
Put-Call Ratio (Open Interest)	0.9205
Forward Price	59.35
Call Breakeven Price	61.83
Put Breakeven Price	51.13
Option Breakeven Price	56.75