Historical Volatility (Close-to-Close) (30-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 30-Day Historical Volatility (Close-to-Close) of 0.5624 for 2022-08-05.

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

Figures for 2022-08-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5624
Historical Volatility (Parkinson)	0.5445
Implied Volatility (Calls)	0.8871
Implied Volatility (Puts)	0.4401
Implied Volatility (Mean)	0.6636
Put-Call Implied Volatility Ratio	0.4961
Implied Volatility Skew	0.1385
Option Statistics
Put-Call Ratio (Volume)	0.2327
Put-Call Ratio (Open Interest)	0.4756
Forward Price	31.55
Call Breakeven Price	36.87
Put Breakeven Price	28.47
Option Breakeven Price	34.13

Data from Quantcha