Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.0854 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0854
Historical Volatility (Parkinson)	0.0542
Implied Volatility (Calls)	0.1783
Implied Volatility (Puts)	0.3251
Implied Volatility (Mean)	0.2517
Put-Call Implied Volatility Ratio	1.8231
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	21.34
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--