Prices/change in provider currency per share; returns and annualized volatility in decimals. Estimator: Sample standard deviation (ddof=1) of adjusted daily log returns.

HV20 needs 21 valid closes; HV30 needs 31. Annualization uses 252 sessions. Unavailable values are never interpreted as zero. Realized volatility is historical; implied volatility is not implemented.

• Latest close is a historical spot proxy, not a live quote. Today's exchange-local bar is excluded, even after the close.
• HV uses provider split/dividend-adjusted closes; daily change uses provider closes (split-adjusted, not dividend-adjusted).
• Missing sessions are not checked against an exchange calendar. No prices are filled or interpolated.
• 252-session annualization assumes stable variance and uncorrelated returns. Historical volatility is not a forecast or implied volatility.

Pricing Lab uses dividend-adjusted European Black–Scholes with ACT/365 for day inputs. Its output and Greeks are theoretical and are not observed market prices or sensitivities. Delta and Gamma use a one-unit spot move; Vega uses one volatility percentage point; Theta uses one calendar day. Greeks are local sensitivities and unavailable at expiry or effectively zero volatility. Implied volatility is not implemented.