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.

Mondelez International, Inc. (MDLZ) had 10-Day Historical Volatility (Close-to-Close) of 0.1757 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)	0.1757
Historical Volatility (Parkinson)	0.1782
Implied Volatility (Calls)	0.2716
Implied Volatility (Puts)	0.2747
Implied Volatility (Mean)	0.2731
Put-Call Implied Volatility Ratio	1.0113
Implied Volatility Skew	-0.0235
Option Statistics
Put-Call Ratio (Volume)	1.5263
Put-Call Ratio (Open Interest)	0.1271
Forward Price	70.85
Call Breakeven Price	72.17
Put Breakeven Price	65.94
Option Breakeven Price	71.47