Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.3269 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)	0.3269
Historical Volatility (Parkinson)	0.2191
Implied Volatility (Calls)	0.3616
Implied Volatility (Puts)	0.3535
Implied Volatility (Mean)	0.3576
Put-Call Implied Volatility Ratio	0.9776
Implied Volatility Skew	0.0603
Option Statistics
Put-Call Ratio (Volume)	4.8310
Put-Call Ratio (Open Interest)	0.5285
Forward Price	15.43
Call Breakeven Price	16.42
Put Breakeven Price	12.85
Option Breakeven Price	14.83

Data from Quantcha