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.

The Home Depot, Inc. (HD) had 30-Day Historical Volatility (Close-to-Close) of 0.1921 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1921
Historical Volatility (Parkinson)	0.1679
Implied Volatility (Calls)	0.1436
Implied Volatility (Puts)	0.2077
Implied Volatility (Mean)	0.1756
Put-Call Implied Volatility Ratio	1.4464
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.1319
Put-Call Ratio (Open Interest)	0.5562
Forward Price	341.93
Call Breakeven Price	364.11
Put Breakeven Price	319.37
Option Breakeven Price	347.94