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.

SAP SE (SAP) had 20-Day Historical Volatility (Close-to-Close) of 0.3101 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3101
Historical Volatility (Parkinson)	0.1541
Implied Volatility (Calls)	0.1950
Implied Volatility (Puts)	0.2795
Implied Volatility (Mean)	0.2372
Put-Call Implied Volatility Ratio	1.4334
Implied Volatility Skew	-0.0537
Option Statistics
Put-Call Ratio (Volume)	1.9427
Put-Call Ratio (Open Interest)	0.7345
Forward Price	187.16
Call Breakeven Price	198.38
Put Breakeven Price	167.05
Option Breakeven Price	185.11