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.

Diamondback Energy, Inc. (FANG) had 30-Day Historical Volatility (Close-to-Close) of 0.1514 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1514
Historical Volatility (Parkinson)	0.1913
Implied Volatility (Calls)	0.2489
Implied Volatility (Puts)	0.2869
Implied Volatility (Mean)	0.2679
Put-Call Implied Volatility Ratio	1.1529
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2598
Put-Call Ratio (Open Interest)	0.4893
Forward Price	204.39
Call Breakeven Price	217.99
Put Breakeven Price	190.51
Option Breakeven Price	208.95