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.

Microsoft Corporation (MSFT) had 30-Day Historical Volatility (Close-to-Close) of 0.1660 for 2021-12-02.

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

Figures for 2021-12-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1660
Historical Volatility (Parkinson)	0.1675
Implied Volatility (Calls)	0.2559
Implied Volatility (Puts)	0.2552
Implied Volatility (Mean)	0.2556
Put-Call Implied Volatility Ratio	0.9973
Implied Volatility Skew	0.1221
Option Statistics
Put-Call Ratio (Volume)	1.5637
Put-Call Ratio (Open Interest)	0.6376
Forward Price	331.90
Call Breakeven Price	358.03
Put Breakeven Price	299.50
Option Breakeven Price	335.55

Data from Quantcha