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.

Capitol Federal Financial (CFFN) had 60-Day Historical Volatility (Close-to-Close) of 0.3973 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3973
Historical Volatility (Parkinson)	0.3718
Implied Volatility (Calls)	0.3077
Implied Volatility (Puts)	0.3808
Implied Volatility (Mean)	0.3442
Put-Call Implied Volatility Ratio	1.2377
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	16.2917
Forward Price	5.08
Call Breakeven Price	5.54
Put Breakeven Price	4.78
Option Breakeven Price	4.83