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.

Arrow Electronics, Inc. (ARW) had 30-Day Historical Volatility (Close-to-Close) of 0.4104 for 2022-08-16.

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

Figures for 2022-08-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4104
Historical Volatility (Parkinson)	0.2461
Implied Volatility (Calls)	0.2911
Implied Volatility (Puts)	0.2673
Implied Volatility (Mean)	0.2792
Put-Call Implied Volatility Ratio	0.9182
Implied Volatility Skew	0.0379
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.9222
Forward Price	116.49
Call Breakeven Price	123.89
Put Breakeven Price	110.61
Option Breakeven Price	115.84

Data from Quantcha