Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.2840 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2840
Historical Volatility (Parkinson)	0.2018
Implied Volatility (Calls)	0.2614
Implied Volatility (Puts)	0.6787
Implied Volatility (Mean)	0.4701
Put-Call Implied Volatility Ratio	2.5961
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0000
Forward Price	17.62
Call Breakeven Price	24.51
Put Breakeven Price	18.25
Option Breakeven Price	21.38