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.

Halliburton Company (HAL) had 120-Day Historical Volatility (Close-to-Close) of 0.2234 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)	0.2234
Historical Volatility (Parkinson)	0.2355
Implied Volatility (Calls)	0.2865
Implied Volatility (Puts)	0.3255
Implied Volatility (Mean)	0.3060
Put-Call Implied Volatility Ratio	1.1361
Implied Volatility Skew	-0.0024
Option Statistics
Put-Call Ratio (Volume)	3.7563
Put-Call Ratio (Open Interest)	3.3799
Forward Price	38.98
Call Breakeven Price	42.14
Put Breakeven Price	31.40
Option Breakeven Price	33.83