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.

SAP SE (SAP) had 150-Day Historical Volatility (Close-to-Close) of 0.2274 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2274
Historical Volatility (Parkinson)	0.1152
Implied Volatility (Calls)	0.2360
Implied Volatility (Puts)	0.2967
Implied Volatility (Mean)	0.2664
Put-Call Implied Volatility Ratio	1.2573
Implied Volatility Skew	-0.0065
Option Statistics
Put-Call Ratio (Volume)	0.7500
Put-Call Ratio (Open Interest)	1.9024
Forward Price	181.19
Call Breakeven Price	208.06
Put Breakeven Price	153.34
Option Breakeven Price	172.19