Historical Volatility (Close-to-Close) (20-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.

Fair Isaac Corporation (FICO) had 20-Day Historical Volatility (Close-to-Close) of 0.2247 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)	0.2247
Historical Volatility (Parkinson)	0.2796
Implied Volatility (Calls)	0.3181
Implied Volatility (Puts)	0.3034
Implied Volatility (Mean)	0.3108
Put-Call Implied Volatility Ratio	0.9539
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.9591
Put-Call Ratio (Open Interest)	2.4051
Forward Price	1409.58
Call Breakeven Price	1449.63
Put Breakeven Price	987.76
Option Breakeven Price	1122.30