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.

BlackRock, Inc. (BLK) had 30-Day Historical Volatility (Close-to-Close) of 0.2357 for 2021-12-02.

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

Figures for 2021-12-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2357
Historical Volatility (Parkinson)	0.1914
Implied Volatility (Calls)	0.2868
Implied Volatility (Puts)	0.3127
Implied Volatility (Mean)	0.2997
Put-Call Implied Volatility Ratio	1.0903
Implied Volatility Skew	0.0563
Option Statistics
Put-Call Ratio (Volume)	4.1408
Put-Call Ratio (Open Interest)	3.1995
Forward Price	923.37
Call Breakeven Price	971.48
Put Breakeven Price	844.74
Option Breakeven Price	875.02

Data from Quantcha