Historical Volatility (Close-to-Close) (60-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.

CSX Corporation (CSX) had 60-Day Historical Volatility (Close-to-Close) of 0.1722 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1722
Historical Volatility (Parkinson)	0.1660
Implied Volatility (Calls)	0.1844
Implied Volatility (Puts)	0.2123
Implied Volatility (Mean)	0.1984
Put-Call Implied Volatility Ratio	1.1508
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2157
Put-Call Ratio (Open Interest)	0.6449
Forward Price	33.84
Call Breakeven Price	36.81
Put Breakeven Price	30.31
Option Breakeven Price	34.34