Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.2797 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)	0.2797
Historical Volatility (Parkinson)	0.1725
Implied Volatility (Calls)	0.3456
Implied Volatility (Puts)	0.2985
Implied Volatility (Mean)	0.3220
Put-Call Implied Volatility Ratio	0.8637
Implied Volatility Skew	0.0224
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1668
Forward Price	29.74
Call Breakeven Price	30.73
Put Breakeven Price	27.90
Option Breakeven Price	30.57

Data from Quantcha