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.

Eli Lilly and Company (LLY) had 10-Day Historical Volatility (Close-to-Close) of 0.2313 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2313
Historical Volatility (Parkinson)	0.2462
Implied Volatility (Calls)	0.4657
Implied Volatility (Puts)	0.4688
Implied Volatility (Mean)	0.4672
Put-Call Implied Volatility Ratio	1.0067
Implied Volatility Skew	0.0079
Option Statistics
Put-Call Ratio (Volume)	1.0854
Put-Call Ratio (Open Interest)	0.7861
Forward Price	733.13
Call Breakeven Price	799.06
Put Breakeven Price	675.09
Option Breakeven Price	744.95