Historical Volatility (Close-to-Close) (120-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.

Tesla, Inc. (TSLA) had 120-Day Historical Volatility (Close-to-Close) of 0.5656 for 2022-12-01.

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

Figures for 2022-12-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5656
Historical Volatility (Parkinson)	0.4766
Implied Volatility (Calls)	0.6028
Implied Volatility (Puts)	0.5975
Implied Volatility (Mean)	0.6002
Put-Call Implied Volatility Ratio	0.9912
Implied Volatility Skew	0.0441
Option Statistics
Put-Call Ratio (Volume)	0.6834
Put-Call Ratio (Open Interest)	0.6627
Forward Price	198.03
Call Breakeven Price	409.26
Put Breakeven Price	143.34
Option Breakeven Price	310.41

Data from Quantcha