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.

The Hershey Company (HSY) had 120-Day Historical Volatility (Close-to-Close) of 0.2318 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2318
Historical Volatility (Parkinson)	0.2237
Implied Volatility (Calls)	0.2385
Implied Volatility (Puts)	0.2802
Implied Volatility (Mean)	0.2594
Put-Call Implied Volatility Ratio	1.1746
Implied Volatility Skew	-0.0001
Option Statistics
Put-Call Ratio (Volume)	3.2790
Put-Call Ratio (Open Interest)	1.1257
Forward Price	188.66
Call Breakeven Price	213.31
Put Breakeven Price	165.01
Option Breakeven Price	188.24