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.

Illumina, Inc. (ILMN) had 30-Day Historical Volatility (Close-to-Close) of 0.3497 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)	0.3497
Historical Volatility (Parkinson)	0.3594
Implied Volatility (Calls)	0.4611
Implied Volatility (Puts)	0.4463
Implied Volatility (Mean)	0.4537
Put-Call Implied Volatility Ratio	0.9679
Implied Volatility Skew	0.0299
Option Statistics
Put-Call Ratio (Volume)	1.5068
Put-Call Ratio (Open Interest)	0.4776
Forward Price	115.15
Call Breakeven Price	132.67
Put Breakeven Price	101.10
Option Breakeven Price	123.18