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.

Petroleo Brasileiro S.A.- Petrobras (PBR.A) had 90-Day Historical Volatility (Close-to-Close) of 0.3892 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3892
Historical Volatility (Parkinson)	0.2580
Implied Volatility (Calls)	0.5471
Implied Volatility (Puts)	0.3662
Implied Volatility (Mean)	0.4566
Put-Call Implied Volatility Ratio	0.6694
Implied Volatility Skew	-0.0705
Option Statistics
Put-Call Ratio (Volume)	74.5000
Put-Call Ratio (Open Interest)	32.7799
Forward Price	15.28
Call Breakeven Price	18.35
Put Breakeven Price	13.80
Option Breakeven Price	14.07