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.

Pfizer Inc. (PFE) had 20-Day Historical Volatility (Close-to-Close) of 0.2076 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)	0.2076
Historical Volatility (Parkinson)	0.2078
Implied Volatility (Calls)	0.2202
Implied Volatility (Puts)	0.2271
Implied Volatility (Mean)	0.2236
Put-Call Implied Volatility Ratio	1.0313
Implied Volatility Skew	0.0380
Option Statistics
Put-Call Ratio (Volume)	1.2392
Put-Call Ratio (Open Interest)	0.6816
Forward Price	49.35
Call Breakeven Price	51.57
Put Breakeven Price	44.81
Option Breakeven Price	49.02

Data from Quantcha