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.

China Telecom Corp Ltd (CHA) had 30-Day Historical Volatility (Close-to-Close) of 0.2532 for 2011-06-03.

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

Figures for 2011-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2532
Historical Volatility (Parkinson)	0.1187
Implied Volatility (Calls)	0.3027
Implied Volatility (Puts)	0.4739
Implied Volatility (Mean)	0.3883
Put-Call Implied Volatility Ratio	1.5656
Implied Volatility Skew	0.0000
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3395
Forward Price	60.95
Call Breakeven Price	61.27
Put Breakeven Price	56.23
Option Breakeven Price	59.54