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.

Merck & Co., Inc. (MRK) had 10-Day Historical Volatility (Close-to-Close) of 0.0977 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0977
Historical Volatility (Parkinson)	0.1199
Implied Volatility (Calls)	0.2985
Implied Volatility (Puts)	0.2928
Implied Volatility (Mean)	0.2956
Put-Call Implied Volatility Ratio	0.9810
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.6403
Put-Call Ratio (Open Interest)	1.1224
Forward Price	127.17
Call Breakeven Price	131.35
Put Breakeven Price	113.14
Option Breakeven Price	121.70