Historical Volatility (Close-to-Close) (120-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.

CVR Energy Inc. (CVI) had 120-Day Historical Volatility (Close-to-Close) of 0.3382 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3382
Historical Volatility (Parkinson)	0.3199
Implied Volatility (Calls)	0.3417
Implied Volatility (Puts)	0.4306
Implied Volatility (Mean)	0.3862
Put-Call Implied Volatility Ratio	1.2599
Implied Volatility Skew	0.0215
Option Statistics
Put-Call Ratio (Volume)	0.1173
Put-Call Ratio (Open Interest)	0.6720
Forward Price	33.32
Call Breakeven Price	38.29
Put Breakeven Price	29.65
Option Breakeven Price	34.82