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 TJX Companies, Inc. (TJX) had 30-Day Historical Volatility (Close-to-Close) of 0.1279 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)	0.1279
Historical Volatility (Parkinson)	0.1377
Implied Volatility (Calls)	0.2318
Implied Volatility (Puts)	0.2267
Implied Volatility (Mean)	0.2293
Put-Call Implied Volatility Ratio	0.9780
Implied Volatility Skew	0.0548
Option Statistics
Put-Call Ratio (Volume)	0.5105
Put-Call Ratio (Open Interest)	0.6823
Forward Price	99.41
Call Breakeven Price	101.97
Put Breakeven Price	89.15
Option Breakeven Price	96.75