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.

The Bank of New York Mellon Corporation (BK) had 90-Day Historical Volatility (Close-to-Close) of 0.1500 for 2024-05-22.

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

Figures for 2024-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1500
Historical Volatility (Parkinson)	0.1608
Implied Volatility (Calls)	0.1860
Implied Volatility (Puts)	0.2088
Implied Volatility (Mean)	0.1974
Put-Call Implied Volatility Ratio	1.1228
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0182
Put-Call Ratio (Open Interest)	0.7700
Forward Price	59.46
Call Breakeven Price	61.87
Put Breakeven Price	51.38
Option Breakeven Price	57.47