Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.1207 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)	0.1207
Historical Volatility (Parkinson)	0.0747
Implied Volatility (Calls)	0.1415
Implied Volatility (Puts)	0.1676
Implied Volatility (Mean)	0.1545
Put-Call Implied Volatility Ratio	1.1843
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.9962
Put-Call Ratio (Open Interest)	1.4367
Forward Price	40.90
Call Breakeven Price	42.70
Put Breakeven Price	36.73
Option Breakeven Price	39.92