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.

Stellantis N.V. (STLA) had 150-Day Historical Volatility (Close-to-Close) of 0.3207 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3207
Historical Volatility (Parkinson)	0.1771
Implied Volatility (Calls)	0.2036
Implied Volatility (Puts)	0.4930
Implied Volatility (Mean)	0.3483
Put-Call Implied Volatility Ratio	2.4210
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2924
Put-Call Ratio (Open Interest)	1.0525
Forward Price	16.45
Call Breakeven Price	18.83
Put Breakeven Price	14.58
Option Breakeven Price	16.70