Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.4472 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4472
Historical Volatility (Parkinson)	0.3339
Implied Volatility (Calls)	0.5354
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3948
Forward Price	3.35
Call Breakeven Price	4.10
Put Breakeven Price	2.40
Option Breakeven Price	3.84