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.

Enbridge Inc (ENB) had 150-Day Historical Volatility (Close-to-Close) of 0.1583 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)	0.1583
Historical Volatility (Parkinson)	0.1389
Implied Volatility (Calls)	0.0941
Implied Volatility (Puts)	0.2121
Implied Volatility (Mean)	0.1531
Put-Call Implied Volatility Ratio	2.2546
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1485
Put-Call Ratio (Open Interest)	0.8734
Forward Price	36.14
Call Breakeven Price	37.99
Put Breakeven Price	31.39
Option Breakeven Price	35.06