Historical Volatility (Close-to-Close) (30-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.

The Procter & Gamble Company (PG) had 30-Day Historical Volatility (Close-to-Close) of 0.1347 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1347
Historical Volatility (Parkinson)	0.1281
Implied Volatility (Calls)	0.1358
Implied Volatility (Puts)	0.1435
Implied Volatility (Mean)	0.1396
Put-Call Implied Volatility Ratio	1.0567
Implied Volatility Skew	0.0106
Option Statistics
Put-Call Ratio (Volume)	1.0486
Put-Call Ratio (Open Interest)	0.8936
Forward Price	158.70
Call Breakeven Price	165.11
Put Breakeven Price	150.77
Option Breakeven Price	158.54