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.

The Walt Disney Company (DIS) had 30-Day Historical Volatility (Close-to-Close) of 0.1967 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)	0.1967
Historical Volatility (Parkinson)	0.1954
Implied Volatility (Calls)	0.3338
Implied Volatility (Puts)	0.3319
Implied Volatility (Mean)	0.3328
Put-Call Implied Volatility Ratio	0.9944
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2634
Put-Call Ratio (Open Interest)	0.6297
Forward Price	113.30
Call Breakeven Price	121.15
Put Breakeven Price	105.71
Option Breakeven Price	115.20