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.

Brown & Brown, Inc. (BRO) had 60-Day Historical Volatility (Close-to-Close) of 0.1361 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1361
Historical Volatility (Parkinson)	0.1446
Implied Volatility (Calls)	0.1898
Implied Volatility (Puts)	0.1871
Implied Volatility (Mean)	0.1885
Put-Call Implied Volatility Ratio	0.9859
Implied Volatility Skew	0.0400
Option Statistics
Put-Call Ratio (Volume)	0.0751
Put-Call Ratio (Open Interest)	0.0760
Forward Price	83.45
Call Breakeven Price	89.69
Put Breakeven Price	69.30
Option Breakeven Price	88.25