Historical Volatility (Close-to-Close) (10-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.

BRF S.A. (BRFS) had 10-Day Historical Volatility (Close-to-Close) of 1.1315 for 2022-08-12.

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

Figures for 2022-08-12

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1315
Historical Volatility (Parkinson)	0.5470
Implied Volatility (Calls)	0.5605
Implied Volatility (Puts)	0.7057
Implied Volatility (Mean)	0.6331
Put-Call Implied Volatility Ratio	1.2591
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0033
Put-Call Ratio (Open Interest)	0.1363
Forward Price	3.10
Call Breakeven Price	3.03
Put Breakeven Price	3.00
Option Breakeven Price	3.03

Data from Quantcha