Historical Volatility (Close-to-Close) (20-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.

Coca Cola Femsa S.A.B. de C.V. (KOF) had 20-Day Historical Volatility (Close-to-Close) of 0.1736 for 2022-12-01.

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

Figures for 2022-12-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1736
Historical Volatility (Parkinson)	0.2209
Implied Volatility (Calls)	0.1871
Implied Volatility (Puts)	0.1898
Implied Volatility (Mean)	0.1884
Put-Call Implied Volatility Ratio	1.0144
Implied Volatility Skew	0.0393
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4343
Forward Price	69.00
Call Breakeven Price	70.36
Put Breakeven Price	64.77
Option Breakeven Price	68.73

Data from Quantcha