Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.1579 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)	0.1579
Historical Volatility (Parkinson)	0.1685
Implied Volatility (Calls)	0.1909
Implied Volatility (Puts)	0.2156
Implied Volatility (Mean)	0.2033
Put-Call Implied Volatility Ratio	1.1295
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6557
Put-Call Ratio (Open Interest)	0.8337
Forward Price	33.97
Call Breakeven Price	37.32
Put Breakeven Price	32.07
Option Breakeven Price	35.00