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.

Comcast Corporation (CMCSA) had 90-Day Historical Volatility (Close-to-Close) of 0.2086 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2086
Historical Volatility (Parkinson)	0.1869
Implied Volatility (Calls)	0.2284
Implied Volatility (Puts)	0.2660
Implied Volatility (Mean)	0.2472
Put-Call Implied Volatility Ratio	1.1645
Implied Volatility Skew	0.0362
Option Statistics
Put-Call Ratio (Volume)	1.2106
Put-Call Ratio (Open Interest)	1.5484
Forward Price	40.45
Call Breakeven Price	46.15
Put Breakeven Price	37.59
Option Breakeven Price	40.96