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 0.2716 for 2023-01-31.

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

Figures for 2023-01-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2716
Historical Volatility (Parkinson)	0.2133
Implied Volatility (Calls)	0.2211
Implied Volatility (Puts)	0.2259
Implied Volatility (Mean)	0.2235
Put-Call Implied Volatility Ratio	1.0219
Implied Volatility Skew	0.0466
Option Statistics
Put-Call Ratio (Volume)	0.4147
Put-Call Ratio (Open Interest)	0.7950
Forward Price	44.44
Call Breakeven Price	52.98
Put Breakeven Price	38.01
Option Breakeven Price	46.35