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.

Conagra Brands (CAG) had 30-Day Historical Volatility (Close-to-Close) of 0.2703 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)	0.2703
Historical Volatility (Parkinson)	0.1963
Implied Volatility (Calls)	0.1231
Implied Volatility (Puts)	0.2404
Implied Volatility (Mean)	0.1817
Put-Call Implied Volatility Ratio	1.9534
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.2089
Put-Call Ratio (Open Interest)	0.1430
Forward Price	31.00
Call Breakeven Price	32.11
Put Breakeven Price	29.58
Option Breakeven Price	31.79