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.

VEON Ltd. (VEON) had 30-Day Historical Volatility (Close-to-Close) of 0.2794 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2794
Historical Volatility (Parkinson)	0.3204
Implied Volatility (Calls)	0.8646
Implied Volatility (Puts)	0.7152
Implied Volatility (Mean)	0.7899
Put-Call Implied Volatility Ratio	0.8272
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.3226
Forward Price	24.83
Call Breakeven Price	26.02
Put Breakeven Price	19.98
Option Breakeven Price	21.71