Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.2020 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2020
Historical Volatility (Parkinson)	0.1839
Implied Volatility (Calls)	0.2504
Implied Volatility (Puts)	0.2608
Implied Volatility (Mean)	0.2556
Put-Call Implied Volatility Ratio	1.0416
Implied Volatility Skew	0.0251
Option Statistics
Put-Call Ratio (Volume)	2.5789
Put-Call Ratio (Open Interest)	2.5415
Forward Price	557.83
Call Breakeven Price	678.59
Put Breakeven Price	458.21
Option Breakeven Price	521.11