Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.3811 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)	0.3811
Historical Volatility (Parkinson)	0.3517
Implied Volatility (Calls)	0.2963
Implied Volatility (Puts)	0.3253
Implied Volatility (Mean)	0.3108
Put-Call Implied Volatility Ratio	1.0978
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	41.7083
Forward Price	5.14
Call Breakeven Price	6.40
Put Breakeven Price	4.78
Option Breakeven Price	4.82