Historical Volatility (Close-to-Close) (10-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.

HSBC Holdings plc (HSBC) had 10-Day Historical Volatility (Close-to-Close) of 0.1905 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1905
Historical Volatility (Parkinson)	0.0998
Implied Volatility (Calls)	0.2931
Implied Volatility (Puts)	0.3999
Implied Volatility (Mean)	0.3465
Put-Call Implied Volatility Ratio	1.3646
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3294
Put-Call Ratio (Open Interest)	1.4763
Forward Price	44.27
Call Breakeven Price	44.51
Put Breakeven Price	40.65
Option Breakeven Price	42.58