Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.1300 for 2024-07-26.

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

Figures for 2024-07-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1300
Historical Volatility (Parkinson)	0.1182
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2045
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3546
Put-Call Ratio (Open Interest)	1.5351
Forward Price	36.44
Call Breakeven Price	38.41
Put Breakeven Price	32.79
Option Breakeven Price	35.07