Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.2353 for 2022-09-23.

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

Figures for 2022-09-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2353
Historical Volatility (Parkinson)	0.1608
Implied Volatility (Calls)	0.3401
Implied Volatility (Puts)	0.3056
Implied Volatility (Mean)	0.3228
Put-Call Implied Volatility Ratio	0.8986
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	4.0000
Forward Price	24.80
Call Breakeven Price	25.58
Put Breakeven Price	22.28
Option Breakeven Price	22.94

Data from Quantcha