Historical Volatility (Close-to-Close) (180-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 Natural Resources Limited (CNQ) had 180-Day Historical Volatility (Close-to-Close) of 0.2877 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2877
Historical Volatility (Parkinson)	0.2248
Implied Volatility (Calls)	0.2524
Implied Volatility (Puts)	0.3234
Implied Volatility (Mean)	0.2879
Put-Call Implied Volatility Ratio	1.2817
Implied Volatility Skew	-0.0503
Option Statistics
Put-Call Ratio (Volume)	0.0967
Put-Call Ratio (Open Interest)	0.8403
Forward Price	77.39
Call Breakeven Price	85.45
Put Breakeven Price	65.63
Option Breakeven Price	77.55