Historical Volatility (Close-to-Close) (30-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 30-Day Historical Volatility (Close-to-Close) of 0.3972 for 2022-08-16.

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

Figures for 2022-08-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3972
Historical Volatility (Parkinson)	0.3839
Implied Volatility (Calls)	0.4493
Implied Volatility (Puts)	0.4933
Implied Volatility (Mean)	0.4713
Put-Call Implied Volatility Ratio	1.0979
Implied Volatility Skew	0.0282
Option Statistics
Put-Call Ratio (Volume)	0.3313
Put-Call Ratio (Open Interest)	0.5395
Forward Price	28.18
Call Breakeven Price	34.13
Put Breakeven Price	26.42
Option Breakeven Price	31.25

Data from Quantcha