Historical Volatility (Close-to-Close) (20-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.

BlackRock (BLK) had 20-Day Historical Volatility (Close-to-Close) of 0.1583 for 2025-09-26.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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Figures for 2025-09-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1583
Historical Volatility (Parkinson)	0.1669
Implied Volatility (Calls)	0.2555
Implied Volatility (Puts)	0.2480
Implied Volatility (Mean)	0.2518
Put-Call Implied Volatility Ratio	0.9704
Implied Volatility Skew	0.0524
Option Statistics
Put-Call Ratio (Volume)	2.0040
Put-Call Ratio (Open Interest)	1.7068