Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.2004 for 2024-05-24.

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

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2004
Historical Volatility (Parkinson)	0.2159
Implied Volatility (Calls)	0.2974
Implied Volatility (Puts)	0.2951
Implied Volatility (Mean)	0.2963
Put-Call Implied Volatility Ratio	0.9923
Implied Volatility Skew	0.0981
Option Statistics
Put-Call Ratio (Volume)	1.0746
Put-Call Ratio (Open Interest)	1.2741
Forward Price	42.88
Call Breakeven Price	46.03
Put Breakeven Price	40.78
Option Breakeven Price	43.09