Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.2399 for 2022-09-23.

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

Figures for 2022-09-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2399
Historical Volatility (Parkinson)	0.2241
Implied Volatility (Calls)	0.3203
Implied Volatility (Puts)	0.3099
Implied Volatility (Mean)	0.3151
Put-Call Implied Volatility Ratio	0.9675
Implied Volatility Skew	0.0667
Option Statistics
Put-Call Ratio (Volume)	0.5708
Put-Call Ratio (Open Interest)	0.4077
Forward Price	44.07
Call Breakeven Price	51.86
Put Breakeven Price	39.00
Option Breakeven Price	48.10

Data from Quantcha