Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.1065 for 2024-05-21.

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

Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1065
Historical Volatility (Parkinson)	0.1610
Implied Volatility (Calls)	0.1973
Implied Volatility (Puts)	0.2160
Implied Volatility (Mean)	0.2066
Put-Call Implied Volatility Ratio	1.0948
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	5.3171
Put-Call Ratio (Open Interest)	0.4121
Forward Price	36.59
Call Breakeven Price	38.01
Put Breakeven Price	34.42
Option Breakeven Price	36.97