Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.2396 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2396
Historical Volatility (Parkinson)	0.2303
Implied Volatility (Calls)	0.2367
Implied Volatility (Puts)	0.2604
Implied Volatility (Mean)	0.2485
Put-Call Implied Volatility Ratio	1.0999
Implied Volatility Skew	0.0160
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7121
Forward Price	404.08
Call Breakeven Price	519.56
Put Breakeven Price	333.01
Option Breakeven Price	441.54