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.

Eli Lilly and Company (LLY) had 20-Day Historical Volatility (Close-to-Close) of 0.2148 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2148
Historical Volatility (Parkinson)	0.2411
Implied Volatility (Calls)	0.3892
Implied Volatility (Puts)	0.3963
Implied Volatility (Mean)	0.3928
Put-Call Implied Volatility Ratio	1.0184
Implied Volatility Skew	0.0174
Option Statistics
Put-Call Ratio (Volume)	0.3743
Put-Call Ratio (Open Interest)	0.7597
Forward Price	752.47
Call Breakeven Price	819.69
Put Breakeven Price	667.47
Option Breakeven Price	753.99