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.

Deere & Company (DE) had 30-Day Historical Volatility (Close-to-Close) of 0.2018 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)	0.2018
Historical Volatility (Parkinson)	0.2000
Implied Volatility (Calls)	0.2913
Implied Volatility (Puts)	0.2903
Implied Volatility (Mean)	0.2908
Put-Call Implied Volatility Ratio	0.9965
Implied Volatility Skew	0.0353
Option Statistics
Put-Call Ratio (Volume)	1.0781
Put-Call Ratio (Open Interest)	1.5214
Forward Price	395.83
Call Breakeven Price	444.63
Put Breakeven Price	371.03
Option Breakeven Price	401.25