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.

Erie Indemnity Company (ERIE) had 30-Day Historical Volatility (Close-to-Close) of 0.1386 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1386
Historical Volatility (Parkinson)	0.1843
Implied Volatility (Calls)	0.2803
Implied Volatility (Puts)	0.3081
Implied Volatility (Mean)	0.2942
Put-Call Implied Volatility Ratio	1.0991
Implied Volatility Skew	0.0220
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2841
Forward Price	383.23
Call Breakeven Price	421.06
Put Breakeven Price	350.03
Option Breakeven Price	404.51