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.

Yum China (YUMC) had 120-Day Historical Volatility (Close-to-Close) of 0.4019 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4019
Historical Volatility (Parkinson)	0.2751
Implied Volatility (Calls)	0.3127
Implied Volatility (Puts)	0.3180
Implied Volatility (Mean)	0.3154
Put-Call Implied Volatility Ratio	1.0171
Implied Volatility Skew	0.0861
Option Statistics
Put-Call Ratio (Volume)	0.1647
Put-Call Ratio (Open Interest)	0.7130
Forward Price	37.99
Call Breakeven Price	45.90
Put Breakeven Price	32.73
Option Breakeven Price	40.49