Historical Volatility (Close-to-Close) (30-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.

Canadian National Railway Company (CNI) had 30-Day Historical Volatility (Close-to-Close) of 0.2403 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2403
Historical Volatility (Parkinson)	0.2116
Implied Volatility (Calls)	0.1524
Implied Volatility (Puts)	0.1667
Implied Volatility (Mean)	0.1595
Put-Call Implied Volatility Ratio	1.0938
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.7740
Put-Call Ratio (Open Interest)	0.9833
Forward Price	125.58
Call Breakeven Price	132.58
Put Breakeven Price	118.10
Option Breakeven Price	125.50