Historical Volatility (Close-to-Close) (120-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.

Freeport-McMoRan Inc. (FCX) had 120-Day Historical Volatility (Close-to-Close) of 0.3252 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3252
Historical Volatility (Parkinson)	0.2563
Implied Volatility (Calls)	0.3440
Implied Volatility (Puts)	0.3590
Implied Volatility (Mean)	0.3515
Put-Call Implied Volatility Ratio	1.0437
Implied Volatility Skew	0.0079
Option Statistics
Put-Call Ratio (Volume)	0.4846
Put-Call Ratio (Open Interest)	0.5728
Forward Price	50.11
Call Breakeven Price	54.50
Put Breakeven Price	38.42
Option Breakeven Price	48.89