Historical Volatility (Close-to-Close) (90-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.

Koninklijke Philips N.V. (PHG) had 90-Day Historical Volatility (Close-to-Close) of 0.5299 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5299
Historical Volatility (Parkinson)	0.1809
Implied Volatility (Calls)	0.1997
Implied Volatility (Puts)	0.5092
Implied Volatility (Mean)	0.3544
Put-Call Implied Volatility Ratio	2.5498
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2983
Put-Call Ratio (Open Interest)	0.8641
Forward Price	25.56
Call Breakeven Price	27.15
Put Breakeven Price	20.34
Option Breakeven Price	24.05