Historical Volatility (Close-to-Close) (10-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.

Thermo Fisher Scientific Inc. (TMO) had 10-Day Historical Volatility (Close-to-Close) of 0.3377 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3377
Historical Volatility (Parkinson)	0.2109
Implied Volatility (Calls)	0.3720
Implied Volatility (Puts)	0.3787
Implied Volatility (Mean)	0.3754
Put-Call Implied Volatility Ratio	1.0182
Implied Volatility Skew	0.0376
Option Statistics
Put-Call Ratio (Volume)	0.4184
Put-Call Ratio (Open Interest)	1.3178
Forward Price	575.69
Call Breakeven Price	595.91
Put Breakeven Price	537.43
Option Breakeven Price	562.66