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.

3M Company (MMM) had 20-Day Historical Volatility (Close-to-Close) of 0.1296 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)	0.1296
Historical Volatility (Parkinson)	0.1642
Implied Volatility (Calls)	0.3361
Implied Volatility (Puts)	0.3437
Implied Volatility (Mean)	0.3399
Put-Call Implied Volatility Ratio	1.0226
Implied Volatility Skew	0.0679
Option Statistics
Put-Call Ratio (Volume)	0.2677
Put-Call Ratio (Open Interest)	0.5214
Forward Price	92.22
Call Breakeven Price	97.78
Put Breakeven Price	87.00
Option Breakeven Price	94.33