Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.2935 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)	0.2935
Historical Volatility (Parkinson)	0.2001
Implied Volatility (Calls)	0.2593
Implied Volatility (Puts)	0.2799
Implied Volatility (Mean)	0.2696
Put-Call Implied Volatility Ratio	1.0797
Implied Volatility Skew	0.0005
Option Statistics
Put-Call Ratio (Volume)	1.0915
Put-Call Ratio (Open Interest)	0.8612
Forward Price	113.81
Call Breakeven Price	131.10
Put Breakeven Price	98.20
Option Breakeven Price	115.78