Historical Volatility (Close-to-Close) (150-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.

DuPont de Nemours, Inc. (DD) had 150-Day Historical Volatility (Close-to-Close) of 0.3300 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3300
Historical Volatility (Parkinson)	0.1592
Implied Volatility (Calls)	0.2170
Implied Volatility (Puts)	0.2369
Implied Volatility (Mean)	0.2269
Put-Call Implied Volatility Ratio	1.0917
Implied Volatility Skew	-0.0037
Option Statistics
Put-Call Ratio (Volume)	0.9495
Put-Call Ratio (Open Interest)	0.9038
Forward Price	81.01
Call Breakeven Price	89.28
Put Breakeven Price	71.18
Option Breakeven Price	80.84