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.

CVR Energy Inc. (CVI) had 60-Day Historical Volatility (Close-to-Close) of 0.3522 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)	0.3522
Historical Volatility (Parkinson)	0.3178
Implied Volatility (Calls)	0.3091
Implied Volatility (Puts)	0.4035
Implied Volatility (Mean)	0.3563
Put-Call Implied Volatility Ratio	1.3055
Implied Volatility Skew	-0.0438
Option Statistics
Put-Call Ratio (Volume)	0.0056
Put-Call Ratio (Open Interest)	0.6779
Forward Price	33.18
Call Breakeven Price	37.39
Put Breakeven Price	30.41
Option Breakeven Price	34.57