Historical Volatility (Close-to-Close) (90-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.

Helmerich & Payne, Inc. (HP) had 90-Day Historical Volatility (Close-to-Close) of 0.2452 for 2024-05-20.

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

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2452
Historical Volatility (Parkinson)	0.2659
Implied Volatility (Calls)	0.2844
Implied Volatility (Puts)	0.3065
Implied Volatility (Mean)	0.2954
Put-Call Implied Volatility Ratio	1.0776
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3125
Put-Call Ratio (Open Interest)	0.8481
Forward Price	39.06
Call Breakeven Price	47.18
Put Breakeven Price	32.04
Option Breakeven Price	40.32