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.

Arcos Dorados Holdings Inc. (ARCO) had 120-Day Historical Volatility (Close-to-Close) of 0.2859 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2859
Historical Volatility (Parkinson)	0.2891
Implied Volatility (Calls)	0.3547
Implied Volatility (Puts)	0.3846
Implied Volatility (Mean)	0.3697
Put-Call Implied Volatility Ratio	1.0841
Implied Volatility Skew	0.0530
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2994
Forward Price	10.88
Call Breakeven Price	14.65
Put Breakeven Price	9.79
Option Breakeven Price	13.54