Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.1381 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1381
Historical Volatility (Parkinson)	0.1088
Implied Volatility (Calls)	0.1698
Implied Volatility (Puts)	0.2478
Implied Volatility (Mean)	0.2088
Put-Call Implied Volatility Ratio	1.4593
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1250
Put-Call Ratio (Open Interest)	0.1333
Forward Price	39.13
Call Breakeven Price	42.40
Put Breakeven Price	37.01
Option Breakeven Price	41.77