Historical Volatility (Close-to-Close) (120-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.

Occidental Petroleum Corporation (OXY) had 120-Day Historical Volatility (Close-to-Close) of 0.1874 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1874
Historical Volatility (Parkinson)	0.1812
Implied Volatility (Calls)	0.2474
Implied Volatility (Puts)	0.2637
Implied Volatility (Mean)	0.2555
Put-Call Implied Volatility Ratio	1.0660
Implied Volatility Skew	0.0036
Option Statistics
Put-Call Ratio (Volume)	1.2685
Put-Call Ratio (Open Interest)	0.8980
Forward Price	68.33
Call Breakeven Price	73.58
Put Breakeven Price	54.84
Option Breakeven Price	64.71