Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.5010 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5010
Historical Volatility (Parkinson)	0.4905
Implied Volatility (Calls)	0.3816
Implied Volatility (Puts)	0.3898
Implied Volatility (Mean)	0.3857
Put-Call Implied Volatility Ratio	1.0215
Implied Volatility Skew	0.0621
Option Statistics
Put-Call Ratio (Volume)	0.2129
Put-Call Ratio (Open Interest)	3.2496
Forward Price	108.92
Call Breakeven Price	119.80
Put Breakeven Price	99.31
Option Breakeven Price	113.10