Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.1401 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1401
Historical Volatility (Parkinson)	0.0782
Implied Volatility (Calls)	0.1481
Implied Volatility (Puts)	0.1825
Implied Volatility (Mean)	0.1653
Put-Call Implied Volatility Ratio	1.2322
Implied Volatility Skew	-0.0258
Option Statistics
Put-Call Ratio (Volume)	0.0019
Put-Call Ratio (Open Interest)	7.4564
Forward Price	41.16
Call Breakeven Price	43.83
Put Breakeven Price	35.31
Option Breakeven Price	36.43