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.

Colgate-Palmolive Company (CL) had 90-Day Historical Volatility (Close-to-Close) of 0.1053 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1053
Historical Volatility (Parkinson)	0.1248
Implied Volatility (Calls)	0.1270
Implied Volatility (Puts)	0.1509
Implied Volatility (Mean)	0.1390
Put-Call Implied Volatility Ratio	1.1881
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0918
Put-Call Ratio (Open Interest)	0.5418
Forward Price	94.90
Call Breakeven Price	96.24
Put Breakeven Price	81.61
Option Breakeven Price	91.06