Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.2340 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)	0.2340
Historical Volatility (Parkinson)	0.2320
Implied Volatility (Calls)	0.3084
Implied Volatility (Puts)	0.3210
Implied Volatility (Mean)	0.3147
Put-Call Implied Volatility Ratio	1.0408
Implied Volatility Skew	0.0062
Option Statistics
Put-Call Ratio (Volume)	0.8271
Put-Call Ratio (Open Interest)	0.8067
Forward Price	750.78
Call Breakeven Price	830.33
Put Breakeven Price	520.64
Option Breakeven Price	692.17