Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.2505 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)	0.2505
Historical Volatility (Parkinson)	0.1967
Implied Volatility (Calls)	0.3603
Implied Volatility (Puts)	0.6226
Implied Volatility (Mean)	0.4914
Put-Call Implied Volatility Ratio	1.7281
Implied Volatility Skew	0.1542
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2967
Forward Price	17.52
Call Breakeven Price	23.97
Put Breakeven Price	18.25
Option Breakeven Price	23.04