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.

Abercrombie & Fitch Company (ANF) had 60-Day Historical Volatility (Close-to-Close) of 0.5083 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)	0.5083
Historical Volatility (Parkinson)	0.4273
Implied Volatility (Calls)	0.6255
Implied Volatility (Puts)	0.6351
Implied Volatility (Mean)	0.6303
Put-Call Implied Volatility Ratio	1.0154
Implied Volatility Skew	0.0115
Option Statistics
Put-Call Ratio (Volume)	4.5271
Put-Call Ratio (Open Interest)	2.3560
Forward Price	136.80
Call Breakeven Price	153.29
Put Breakeven Price	97.86
Option Breakeven Price	114.88