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.

Stellantis N.V. (STLA) had 20-Day Historical Volatility (Close-to-Close) of 0.2438 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)	0.2438
Historical Volatility (Parkinson)	0.1636
Implied Volatility (Calls)	0.3342
Implied Volatility (Puts)	0.3129
Implied Volatility (Mean)	0.3235
Put-Call Implied Volatility Ratio	0.9361
Implied Volatility Skew	0.0656
Option Statistics
Put-Call Ratio (Volume)	0.7240
Put-Call Ratio (Open Interest)	1.0258
Forward Price	25.00
Call Breakeven Price	27.76
Put Breakeven Price	24.37
Option Breakeven Price	26.04