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.

Take-Two Interactive Software, Inc. (TTWO) had 30-Day Historical Volatility (Close-to-Close) of 0.1823 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)	0.1823
Historical Volatility (Parkinson)	0.1748
Implied Volatility (Calls)	0.3859
Implied Volatility (Puts)	0.3742
Implied Volatility (Mean)	0.3800
Put-Call Implied Volatility Ratio	0.9696
Implied Volatility Skew	0.0057
Option Statistics
Put-Call Ratio (Volume)	2.0257
Put-Call Ratio (Open Interest)	0.3845
Forward Price	146.91
Call Breakeven Price	160.90
Put Breakeven Price	135.82
Option Breakeven Price	153.85