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.

Emerson Electric Co. (EMR) had 30-Day Historical Volatility (Close-to-Close) of 0.1067 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1067
Historical Volatility (Parkinson)	0.1407
Implied Volatility (Calls)	0.2424
Implied Volatility (Puts)	0.2798
Implied Volatility (Mean)	0.2611
Put-Call Implied Volatility Ratio	1.1542
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0457
Put-Call Ratio (Open Interest)	0.2295
Forward Price	109.33
Call Breakeven Price	118.05
Put Breakeven Price	104.40
Option Breakeven Price	115.54