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.

Costco Wholesale Corporation (COST) had 20-Day Historical Volatility (Close-to-Close) of 0.1146 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)	0.1146
Historical Volatility (Parkinson)	0.1672
Implied Volatility (Calls)	0.1988
Implied Volatility (Puts)	0.1976
Implied Volatility (Mean)	0.1982
Put-Call Implied Volatility Ratio	0.9941
Implied Volatility Skew	0.0299
Option Statistics
Put-Call Ratio (Volume)	0.6559
Put-Call Ratio (Open Interest)	0.8297
Forward Price	724.40
Call Breakeven Price	775.72
Put Breakeven Price	675.74
Option Breakeven Price	730.28