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.

NIO Inc. (NIO) had 20-Day Historical Volatility (Close-to-Close) of 1.1060 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1060
Historical Volatility (Parkinson)	0.7493
Implied Volatility (Calls)	0.8329
Implied Volatility (Puts)	0.8433
Implied Volatility (Mean)	0.8381
Put-Call Implied Volatility Ratio	1.0125
Implied Volatility Skew	0.0379
Option Statistics
Put-Call Ratio (Volume)	3.3081
Put-Call Ratio (Open Interest)	0.3908
Forward Price	10.20
Call Breakeven Price	16.69
Put Breakeven Price	8.73
Option Breakeven Price	13.79

Data from Quantcha