Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.2089 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2089
Historical Volatility (Parkinson)	0.1739
Implied Volatility (Calls)	0.1889
Implied Volatility (Puts)	0.2000
Implied Volatility (Mean)	0.1944
Put-Call Implied Volatility Ratio	1.0586
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.1501
Put-Call Ratio (Open Interest)	0.4616
Forward Price	31.06
Call Breakeven Price	32.46
Put Breakeven Price	27.35
Option Breakeven Price	30.84