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.

Brown & Brown, Inc. (BRO) had 30-Day Historical Volatility (Close-to-Close) of 0.1486 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1486
Historical Volatility (Parkinson)	0.1458
Implied Volatility (Calls)	0.1954
Implied Volatility (Puts)	0.3882
Implied Volatility (Mean)	0.2918
Put-Call Implied Volatility Ratio	1.9869
Implied Volatility Skew	0.0444
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3066
Forward Price	79.79
Call Breakeven Price	89.36
Put Breakeven Price	78.61
Option Breakeven Price	86.90