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.

Merck & Co., Inc. (MRK) had 60-Day Historical Volatility (Close-to-Close) of 0.1788 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1788
Historical Volatility (Parkinson)	0.1585
Implied Volatility (Calls)	0.1626
Implied Volatility (Puts)	0.1955
Implied Volatility (Mean)	0.1790
Put-Call Implied Volatility Ratio	1.2021
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7490
Put-Call Ratio (Open Interest)	0.7840
Forward Price	131.20
Call Breakeven Price	136.22
Put Breakeven Price	103.87
Option Breakeven Price	121.96