Historical Volatility (Close-to-Close) (30-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 30-Day Historical Volatility (Close-to-Close) of 0.1297 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1297
Historical Volatility (Parkinson)	0.1009
Implied Volatility (Calls)	0.2090
Implied Volatility (Puts)	0.4141
Implied Volatility (Mean)	0.3116
Put-Call Implied Volatility Ratio	1.9814
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.0093
Forward Price	41.00
Call Breakeven Price	45.07
Put Breakeven Price	41.01
Option Breakeven Price	43.03