Historical Volatility (Close-to-Close) (120-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.

Fox Corporation (FOXA) had 120-Day Historical Volatility (Close-to-Close) of 0.2323 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2323
Historical Volatility (Parkinson)	0.2345
Implied Volatility (Calls)	0.2615
Implied Volatility (Puts)	0.2740
Implied Volatility (Mean)	0.2677
Put-Call Implied Volatility Ratio	1.0479
Implied Volatility Skew	0.0195
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.3023
Forward Price	31.22
Call Breakeven Price	35.70
Put Breakeven Price	24.87
Option Breakeven Price	31.52