Historical Volatility (Close-to-Close) (30-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.

MercadoLibre, Inc. (MELI) had 30-Day Historical Volatility (Close-to-Close) of 0.5170 for 2020-08-07.

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

Figures for 2020-08-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5170
Historical Volatility (Parkinson)	0.4687
Implied Volatility (Calls)	0.6557
Implied Volatility (Puts)	0.6461
Implied Volatility (Mean)	0.6509
Put-Call Implied Volatility Ratio	0.9854
Implied Volatility Skew	0.0461
Option Statistics
Put-Call Ratio (Volume)	0.0860
Put-Call Ratio (Open Interest)	0.3823
Forward Price	1203.60
Call Breakeven Price	1324.75
Put Breakeven Price	979.32
Option Breakeven Price	1248.41

Data from Quantcha