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.

Abercrombie & Fitch Company (ANF) had 30-Day Historical Volatility (Close-to-Close) of 0.4723 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4723
Historical Volatility (Parkinson)	0.4113
Implied Volatility (Calls)	0.7789
Implied Volatility (Puts)	0.7820
Implied Volatility (Mean)	0.7805
Put-Call Implied Volatility Ratio	1.0040
Implied Volatility Skew	0.0372
Option Statistics
Put-Call Ratio (Volume)	3.2036
Put-Call Ratio (Open Interest)	0.8348
Forward Price	129.89
Call Breakeven Price	148.36
Put Breakeven Price	105.53
Option Breakeven Price	130.88