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.

BP p.l.c. (BP) had 30-Day Historical Volatility (Close-to-Close) of 0.4254 for 2020-08-07.

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

Figures for 2020-08-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4254
Historical Volatility (Parkinson)	0.2281
Implied Volatility (Calls)	0.3378
Implied Volatility (Puts)	0.4048
Implied Volatility (Mean)	0.3713
Put-Call Implied Volatility Ratio	1.1983
Implied Volatility Skew	-0.0170
Option Statistics
Put-Call Ratio (Volume)	0.0654
Put-Call Ratio (Open Interest)	0.1134
Forward Price	22.59
Call Breakeven Price	24.89
Put Breakeven Price	21.29
Option Breakeven Price	24.59

Data from Quantcha