Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.3124 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3124
Historical Volatility (Parkinson)	0.2189
Implied Volatility (Calls)	0.2571
Implied Volatility (Puts)	0.2838
Implied Volatility (Mean)	0.2704
Put-Call Implied Volatility Ratio	1.1038
Implied Volatility Skew	0.0393
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.9267
Forward Price	76.83
Call Breakeven Price	87.90
Put Breakeven Price	67.70
Option Breakeven Price	78.07