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 0.1687 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1687
Historical Volatility (Parkinson)	0.0930
Implied Volatility (Calls)	0.1713
Implied Volatility (Puts)	0.2494
Implied Volatility (Mean)	0.2104
Put-Call Implied Volatility Ratio	1.4561
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3048
Forward Price	41.50
Call Breakeven Price	48.87
Put Breakeven Price	37.69
Option Breakeven Price	46.56