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.

McDonald's Corporation (MCD) had 60-Day Historical Volatility (Close-to-Close) of 0.1555 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)	0.1555
Historical Volatility (Parkinson)	0.1317
Implied Volatility (Calls)	0.1477
Implied Volatility (Puts)	0.1868
Implied Volatility (Mean)	0.1673
Put-Call Implied Volatility Ratio	1.2652
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0148
Put-Call Ratio (Open Interest)	0.9246
Forward Price	277.48
Call Breakeven Price	301.98
Put Breakeven Price	249.16
Option Breakeven Price	276.59