Historical Volatility (Close-to-Close) (180-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.

GSK PLC Sponsored ADR (GSK) had 180-Day Historical Volatility (Close-to-Close) of 0.4028 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)	0.4028
Historical Volatility (Parkinson)	0.1618
Implied Volatility (Calls)	0.3107
Implied Volatility (Puts)	0.3697
Implied Volatility (Mean)	0.3402
Put-Call Implied Volatility Ratio	1.1899
Implied Volatility Skew	0.0200
Option Statistics
Put-Call Ratio (Volume)	0.0717
Put-Call Ratio (Open Interest)	0.7442
Forward Price	30.67
Call Breakeven Price	37.25
Put Breakeven Price	26.57
Option Breakeven Price	32.24

Data from Quantcha