Historical Volatility (Close-to-Close) (180-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.

SPDR Bloomberg International Treasury Bond ETF (BWX) had 180-Day Historical Volatility (Close-to-Close) of 0.0945 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0945
Historical Volatility (Parkinson)	0.0682
Implied Volatility (Calls)	0.0836
Implied Volatility (Puts)	0.1762
Implied Volatility (Mean)	0.1299
Put-Call Implied Volatility Ratio	2.1074
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	21.75
Call Breakeven Price	22.34
Put Breakeven Price	--
Option Breakeven Price	22.34