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.

BorgWarner Inc. (BWA) had 30-Day Historical Volatility (Close-to-Close) of 0.3786 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3786
Historical Volatility (Parkinson)	0.2389
Implied Volatility (Calls)	0.2738
Implied Volatility (Puts)	0.2790
Implied Volatility (Mean)	0.2764
Put-Call Implied Volatility Ratio	1.0192
Implied Volatility Skew	0.1445
Option Statistics
Put-Call Ratio (Volume)	1.1463
Put-Call Ratio (Open Interest)	0.4089
Forward Price	35.75
Call Breakeven Price	37.37
Put Breakeven Price	32.19
Option Breakeven Price	36.15