Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.3600 for 2022-10-05.

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

Figures for 2022-10-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3600
Historical Volatility (Parkinson)	0.2717
Implied Volatility (Calls)	0.4000
Implied Volatility (Puts)	0.4014
Implied Volatility (Mean)	0.4007
Put-Call Implied Volatility Ratio	1.0035
Implied Volatility Skew	0.0754
Option Statistics
Put-Call Ratio (Volume)	10.2156
Put-Call Ratio (Open Interest)	0.9936
Forward Price	30.92
Call Breakeven Price	41.60
Put Breakeven Price	28.13
Option Breakeven Price	34.51

Data from Quantcha