Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.1951 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1951
Historical Volatility (Parkinson)	0.1880
Implied Volatility (Calls)	0.2351
Implied Volatility (Puts)	0.2501
Implied Volatility (Mean)	0.2426
Put-Call Implied Volatility Ratio	1.0638
Implied Volatility Skew	-0.0067
Option Statistics
Put-Call Ratio (Volume)	0.4410
Put-Call Ratio (Open Interest)	0.7902
Forward Price	65.74
Call Breakeven Price	72.14
Put Breakeven Price	55.64
Option Breakeven Price	64.86