Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.0837 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0837
Historical Volatility (Parkinson)	0.1318
Implied Volatility (Calls)	0.1131
Implied Volatility (Puts)	0.1107
Implied Volatility (Mean)	0.1119
Put-Call Implied Volatility Ratio	0.9782
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3735
Put-Call Ratio (Open Interest)	0.6876
Forward Price	164.10
Call Breakeven Price	165.51
Put Breakeven Price	156.41
Option Breakeven Price	161.94