Historical Volatility (Close-to-Close) (30-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 30-Day Historical Volatility (Close-to-Close) of 0.3825 for 2022-09-23.

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

Figures for 2022-09-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3825
Historical Volatility (Parkinson)	0.2464
Implied Volatility (Calls)	0.4389
Implied Volatility (Puts)	0.4640
Implied Volatility (Mean)	0.4514
Put-Call Implied Volatility Ratio	1.0572
Implied Volatility Skew	0.0792
Option Statistics
Put-Call Ratio (Volume)	0.1361
Put-Call Ratio (Open Interest)	1.2316
Forward Price	12.26
Call Breakeven Price	13.56
Put Breakeven Price	11.78
Option Breakeven Price	12.41

Data from Quantcha