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.

Alaska Air Group, Inc. (ALK) had 30-Day Historical Volatility (Close-to-Close) of 0.3149 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3149
Historical Volatility (Parkinson)	0.3051
Implied Volatility (Calls)	0.3114
Implied Volatility (Puts)	0.3196
Implied Volatility (Mean)	0.3155
Put-Call Implied Volatility Ratio	1.0262
Implied Volatility Skew	-0.0409
Option Statistics
Put-Call Ratio (Volume)	0.5154
Put-Call Ratio (Open Interest)	0.8409
Forward Price	42.86
Call Breakeven Price	46.77
Put Breakeven Price	39.20
Option Breakeven Price	43.37