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.

SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) had 30-Day Historical Volatility (Close-to-Close) of 0.0725 for 2020-05-28.

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

Figures for 2020-05-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0725
Historical Volatility (Parkinson)	0.0594
Implied Volatility (Calls)	0.1112
Implied Volatility (Puts)	0.1335
Implied Volatility (Mean)	0.1224
Put-Call Implied Volatility Ratio	1.2005
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.0000
Forward Price	28.32
Call Breakeven Price	28.45
Put Breakeven Price	27.43
Option Breakeven Price	27.59

Data from Quantcha