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.

Caesars Entertainment, Inc. (CZR) had 30-Day Historical Volatility (Close-to-Close) of 0.3803 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)	0.3803
Historical Volatility (Parkinson)	0.3135
Implied Volatility (Calls)	0.4766
Implied Volatility (Puts)	0.4387
Implied Volatility (Mean)	0.4577
Put-Call Implied Volatility Ratio	0.9205
Implied Volatility Skew	0.0480
Option Statistics
Put-Call Ratio (Volume)	0.2935
Put-Call Ratio (Open Interest)	4.1378
Forward Price	38.37
Call Breakeven Price	41.34
Put Breakeven Price	32.08
Option Breakeven Price	33.89