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.

AutoZone, Inc. (AZO) had 120-Day Historical Volatility (Close-to-Close) of 0.2157 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)	0.2157
Historical Volatility (Parkinson)	0.1827
Implied Volatility (Calls)	0.2361
Implied Volatility (Puts)	0.2410
Implied Volatility (Mean)	0.2385
Put-Call Implied Volatility Ratio	1.0207
Implied Volatility Skew	0.0220
Option Statistics
Put-Call Ratio (Volume)	0.2166
Put-Call Ratio (Open Interest)	1.0260
Forward Price	2993.89
Call Breakeven Price	3370.95
Put Breakeven Price	2414.62
Option Breakeven Price	2886.20