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.

CRH PLC (CRH) had 30-Day Historical Volatility (Close-to-Close) of 0.2385 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2385
Historical Volatility (Parkinson)	0.2287
Implied Volatility (Calls)	0.3230
Implied Volatility (Puts)	0.2677
Implied Volatility (Mean)	0.2953
Put-Call Implied Volatility Ratio	0.8289
Implied Volatility Skew	0.0967
Option Statistics
Put-Call Ratio (Volume)	0.0159
Put-Call Ratio (Open Interest)	0.3964
Forward Price	80.22
Call Breakeven Price	88.69
Put Breakeven Price	72.41
Option Breakeven Price	84.35