Historical Volatility (Close-to-Close) (120-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.

RELX PLC (RELX) had 120-Day Historical Volatility (Close-to-Close) of 0.2748 for 2022-12-07.

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

Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2748
Historical Volatility (Parkinson)	0.1646
Implied Volatility (Calls)	0.3144
Implied Volatility (Puts)	0.2985
Implied Volatility (Mean)	0.3064
Put-Call Implied Volatility Ratio	0.9494
Implied Volatility Skew	0.0224
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0922
Forward Price	29.51
Call Breakeven Price	31.40
Put Breakeven Price	24.93
Option Breakeven Price	31.30

Data from Quantcha