Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.2569 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)	0.2569
Historical Volatility (Parkinson)	0.1565
Implied Volatility (Calls)	0.3004
Implied Volatility (Puts)	0.3017
Implied Volatility (Mean)	0.3011
Put-Call Implied Volatility Ratio	1.0043
Implied Volatility Skew	0.0272
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0616
Forward Price	29.67
Call Breakeven Price	31.63
Put Breakeven Price	24.22
Option Breakeven Price	31.56

Data from Quantcha