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.

Axalta Coating Systems Ltd. (AXTA) had 60-Day Historical Volatility (Close-to-Close) of 0.2856 for 2024-05-02.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2856
Historical Volatility (Parkinson)	0.1758
Implied Volatility (Calls)	0.2461
Implied Volatility (Puts)	0.2147
Implied Volatility (Mean)	0.2304
Put-Call Implied Volatility Ratio	0.8724
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.6476
Put-Call Ratio (Open Interest)	0.5416
Forward Price	35.32
Call Breakeven Price	36.16
Put Breakeven Price	29.64
Option Breakeven Price	34.26