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.

British American Tobacco p.l.c. (BTI) had 120-Day Historical Volatility (Close-to-Close) of 0.1905 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1905
Historical Volatility (Parkinson)	0.1235
Implied Volatility (Calls)	0.1534
Implied Volatility (Puts)	0.2249
Implied Volatility (Mean)	0.1892
Put-Call Implied Volatility Ratio	1.4654
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.4253
Put-Call Ratio (Open Interest)	1.4503
Forward Price	29.41
Call Breakeven Price	31.92
Put Breakeven Price	27.23
Option Breakeven Price	29.16