Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.4104 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)	0.4104
Historical Volatility (Parkinson)	0.2305
Implied Volatility (Calls)	0.3220
Implied Volatility (Puts)	0.4839
Implied Volatility (Mean)	0.4030
Put-Call Implied Volatility Ratio	1.5028
Implied Volatility Skew	0.0101
Option Statistics
Put-Call Ratio (Volume)	2.3196
Put-Call Ratio (Open Interest)	2.7304
Forward Price	15.01
Call Breakeven Price	16.28
Put Breakeven Price	12.34
Option Breakeven Price	13.46

Data from Quantcha