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.

Charter Communications, Inc. (CHTR) had 30-Day Historical Volatility (Close-to-Close) of 0.2367 for 2021-10-25.

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

Figures for 2021-10-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2367
Historical Volatility (Parkinson)	0.1743
Implied Volatility (Calls)	0.2591
Implied Volatility (Puts)	0.2504
Implied Volatility (Mean)	0.2548
Put-Call Implied Volatility Ratio	0.9664
Implied Volatility Skew	0.0426
Option Statistics
Put-Call Ratio (Volume)	0.7178
Put-Call Ratio (Open Interest)	4.5838
Forward Price	732.70
Call Breakeven Price	756.71
Put Breakeven Price	642.27
Option Breakeven Price	670.77

Data from Quantcha