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.

Banco Santander Chile (BSAC) had 30-Day Historical Volatility (Close-to-Close) of 0.2454 for 2024-04-22.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2454
Historical Volatility (Parkinson)	0.1925
Implied Volatility (Calls)	0.7854
Implied Volatility (Puts)	1.2754
Implied Volatility (Mean)	1.0304
Put-Call Implied Volatility Ratio	1.6239
Implied Volatility Skew	0.2296
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	17.25
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--