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.

Enbridge Inc (ENB) had 30-Day Historical Volatility (Close-to-Close) of 0.1743 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)	0.1743
Historical Volatility (Parkinson)	0.1469
Implied Volatility (Calls)	0.1583
Implied Volatility (Puts)	0.2653
Implied Volatility (Mean)	0.2118
Put-Call Implied Volatility Ratio	1.6759
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.2873
Put-Call Ratio (Open Interest)	0.6701
Forward Price	33.70
Call Breakeven Price	36.53
Put Breakeven Price	32.68
Option Breakeven Price	34.98