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.

Arrow Electronics, Inc. (ARW) had 120-Day Historical Volatility (Close-to-Close) of 0.2132 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)	0.2132
Historical Volatility (Parkinson)	0.1781
Implied Volatility (Calls)	0.2663
Implied Volatility (Puts)	0.2727
Implied Volatility (Mean)	0.2695
Put-Call Implied Volatility Ratio	1.0240
Implied Volatility Skew	0.0319
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.9030
Forward Price	129.89
Call Breakeven Price	143.18
Put Breakeven Price	93.13
Option Breakeven Price	112.10