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.

HSBC Holdings plc (HSBC) had 120-Day Historical Volatility (Close-to-Close) of 0.2554 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)	0.2554
Historical Volatility (Parkinson)	0.1037
Implied Volatility (Calls)	0.1163
Implied Volatility (Puts)	0.2259
Implied Volatility (Mean)	0.1711
Put-Call Implied Volatility Ratio	1.9427
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	6.5645
Put-Call Ratio (Open Interest)	1.8451
Forward Price	44.18
Call Breakeven Price	45.45
Put Breakeven Price	35.00
Option Breakeven Price	38.67