Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.3817 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3817
Historical Volatility (Parkinson)	0.3437
Implied Volatility (Calls)	0.4513
Implied Volatility (Puts)	0.4522
Implied Volatility (Mean)	0.4518
Put-Call Implied Volatility Ratio	1.0021
Implied Volatility Skew	0.0282
Option Statistics
Put-Call Ratio (Volume)	0.8554
Put-Call Ratio (Open Interest)	1.3521
Forward Price	37.21
Call Breakeven Price	44.97
Put Breakeven Price	29.47
Option Breakeven Price	37.20