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.

iShares MSCI Emerging Markets ETF (EEM) had 150-Day Historical Volatility (Close-to-Close) of 0.1333 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1333
Historical Volatility (Parkinson)	0.0754
Implied Volatility (Calls)	0.1555
Implied Volatility (Puts)	0.1963
Implied Volatility (Mean)	0.1759
Put-Call Implied Volatility Ratio	1.2621
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0065
Put-Call Ratio (Open Interest)	1.7336
Forward Price	40.19
Call Breakeven Price	43.59
Put Breakeven Price	35.75
Option Breakeven Price	38.86