Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.2939 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)	0.2939
Historical Volatility (Parkinson)	0.2722
Implied Volatility (Calls)	0.3111
Implied Volatility (Puts)	0.3128
Implied Volatility (Mean)	0.3120
Put-Call Implied Volatility Ratio	1.0054
Implied Volatility Skew	0.0776
Option Statistics
Put-Call Ratio (Volume)	0.2791
Put-Call Ratio (Open Interest)	1.1223
Forward Price	43.65
Call Breakeven Price	47.30
Put Breakeven Price	34.61
Option Breakeven Price	40.51