Historical Volatility (Close-to-Close) (20-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.

Cincinnati Financial Corporation (CINF) had 20-Day Historical Volatility (Close-to-Close) of 0.3700 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)	0.3700
Historical Volatility (Parkinson)	0.2634
Implied Volatility (Calls)	0.1846
Implied Volatility (Puts)	0.1921
Implied Volatility (Mean)	0.1883
Put-Call Implied Volatility Ratio	1.0406
Implied Volatility Skew	0.0132
Option Statistics
Put-Call Ratio (Volume)	0.4000
Put-Call Ratio (Open Interest)	0.3960
Forward Price	116.38
Call Breakeven Price	124.25
Put Breakeven Price	107.71
Option Breakeven Price	119.60