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.

iShares MSCI Brazil ETF (EWZ) had 30-Day Historical Volatility (Close-to-Close) of 0.2466 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2466
Historical Volatility (Parkinson)	0.1512
Implied Volatility (Calls)	0.1169
Implied Volatility (Puts)	0.3130
Implied Volatility (Mean)	0.2150
Put-Call Implied Volatility Ratio	2.6772
Implied Volatility Skew	0.0479
Option Statistics
Put-Call Ratio (Volume)	1.5587
Put-Call Ratio (Open Interest)	0.7034
Forward Price	31.94
Call Breakeven Price	33.39
Put Breakeven Price	30.76
Option Breakeven Price	32.29