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.

Royal Bank Of Canada (RY) had 20-Day Historical Volatility (Close-to-Close) of 0.1611 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1611
Historical Volatility (Parkinson)	0.1465
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6606
Put-Call Ratio (Open Interest)	0.6890
Forward Price	98.00
Call Breakeven Price	105.73
Put Breakeven Price	90.63
Option Breakeven Price	99.57