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 0.2412 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2412
Historical Volatility (Parkinson)	0.1903
Implied Volatility (Calls)	0.2207
Implied Volatility (Puts)	0.3222
Implied Volatility (Mean)	0.2715
Put-Call Implied Volatility Ratio	1.4597
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4985
Put-Call Ratio (Open Interest)	0.9530
Forward Price	25.08
Call Breakeven Price	35.13
Put Breakeven Price	23.55
Option Breakeven Price	29.52