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.

Allison Transmission Holdings, Inc. (ALSN) had 30-Day Historical Volatility (Close-to-Close) of 0.3244 for 2024-05-16.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3244
Historical Volatility (Parkinson)	0.2601
Implied Volatility (Calls)	0.1882
Implied Volatility (Puts)	0.2951
Implied Volatility (Mean)	0.2416
Put-Call Implied Volatility Ratio	1.5678
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0016
Put-Call Ratio (Open Interest)	0.5574
Forward Price	75.32
Call Breakeven Price	79.44
Put Breakeven Price	69.35
Option Breakeven Price	75.86