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.

Ford Motor Company (F) had 90-Day Historical Volatility (Close-to-Close) of 0.3503 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3503
Historical Volatility (Parkinson)	0.2777
Implied Volatility (Calls)	0.2693
Implied Volatility (Puts)	0.3533
Implied Volatility (Mean)	0.3113
Put-Call Implied Volatility Ratio	1.3119
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5510
Put-Call Ratio (Open Interest)	0.9903
Forward Price	13.00
Call Breakeven Price	14.67
Put Breakeven Price	11.01
Option Breakeven Price	12.86