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.

Fair Isaac Corporation (FICO) had 90-Day Historical Volatility (Close-to-Close) of 0.3538 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)	0.3538
Historical Volatility (Parkinson)	0.2891
Implied Volatility (Calls)	0.3284
Implied Volatility (Puts)	0.3236
Implied Volatility (Mean)	0.3260
Put-Call Implied Volatility Ratio	0.9855
Implied Volatility Skew	0.0209
Option Statistics
Put-Call Ratio (Volume)	3.1167
Put-Call Ratio (Open Interest)	2.9238
Forward Price	1424.28
Call Breakeven Price	1528.18
Put Breakeven Price	1149.40
Option Breakeven Price	1256.03