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.

Ford Motor Company (F) had 90-Day Historical Volatility (Close-to-Close) of 0.6331 for 2020-07-02.

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

Figures for 2020-07-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6331
Historical Volatility (Parkinson)	0.4887
Implied Volatility (Calls)	0.5907
Implied Volatility (Puts)	0.5777
Implied Volatility (Mean)	0.5842
Put-Call Implied Volatility Ratio	0.9780
Implied Volatility Skew	0.0487
Option Statistics
Put-Call Ratio (Volume)	0.0609
Put-Call Ratio (Open Interest)	0.5997
Forward Price	6.14
Call Breakeven Price	8.09
Put Breakeven Price	4.79
Option Breakeven Price	6.98

Data from Quantcha