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.

Comcast Corporation (CMCSA) had 30-Day Historical Volatility (Close-to-Close) of 0.4373 for 2022-08-05.

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

Figures for 2022-08-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4373
Historical Volatility (Parkinson)	0.2566
Implied Volatility (Calls)	0.2728
Implied Volatility (Puts)	0.2716
Implied Volatility (Mean)	0.2722
Put-Call Implied Volatility Ratio	0.9956
Implied Volatility Skew	0.0799
Option Statistics
Put-Call Ratio (Volume)	30.5307
Put-Call Ratio (Open Interest)	0.4192
Forward Price	38.46
Call Breakeven Price	39.89
Put Breakeven Price	35.67
Option Breakeven Price	38.61

Data from Quantcha