Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.2255 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2255
Historical Volatility (Parkinson)	0.1248
Implied Volatility (Calls)	0.1421
Implied Volatility (Puts)	0.2658
Implied Volatility (Mean)	0.2040
Put-Call Implied Volatility Ratio	1.8698
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.9018
Put-Call Ratio (Open Interest)	4.0598
Forward Price	28.81
Call Breakeven Price	32.10
Put Breakeven Price	26.19
Option Breakeven Price	27.76