Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.4660 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4660
Historical Volatility (Parkinson)	0.3424
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.6292
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0008
Put-Call Ratio (Open Interest)	0.9581
Forward Price	3.40
Call Breakeven Price	3.79
Put Breakeven Price	2.47
Option Breakeven Price	3.16