Historical Volatility (Close-to-Close) (10-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.

Cullen/Frost Bankers, Inc. (CFR) had 10-Day Historical Volatility (Close-to-Close) of 0.1287 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1287
Historical Volatility (Parkinson)	0.1457
Implied Volatility (Calls)	0.2960
Implied Volatility (Puts)	0.3072
Implied Volatility (Mean)	0.3016
Put-Call Implied Volatility Ratio	1.0378
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	4.1429
Put-Call Ratio (Open Interest)	1.4291
Forward Price	105.62
Call Breakeven Price	115.27
Put Breakeven Price	99.37
Option Breakeven Price	105.94