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.

Invesco DB Commodity Index Tracking ETF (DBC) had 30-Day Historical Volatility (Close-to-Close) of 0.1067 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1067
Historical Volatility (Parkinson)	0.1017
Implied Volatility (Calls)	0.3567
Implied Volatility (Puts)	1.0663
Implied Volatility (Mean)	0.7115
Put-Call Implied Volatility Ratio	2.9897
Implied Volatility Skew	0.0852
Option Statistics
Put-Call Ratio (Volume)	0.0108
Put-Call Ratio (Open Interest)	0.0258
Forward Price	21.81
Call Breakeven Price	24.31
Put Breakeven Price	21.10
Option Breakeven Price	24.23