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 0.3102 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3102
Historical Volatility (Parkinson)	0.3250
Implied Volatility (Calls)	0.4540
Implied Volatility (Puts)	0.4905
Implied Volatility (Mean)	0.4722
Put-Call Implied Volatility Ratio	1.0804
Implied Volatility Skew	0.1604
Option Statistics
Put-Call Ratio (Volume)	0.5859
Put-Call Ratio (Open Interest)	0.4496
Forward Price	33.63
Call Breakeven Price	37.60
Put Breakeven Price	31.10
Option Breakeven Price	35.59