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.

Fox Corporation (FOXA) had 90-Day Historical Volatility (Close-to-Close) of 0.2516 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)	0.2516
Historical Volatility (Parkinson)	0.2476
Implied Volatility (Calls)	0.2501
Implied Volatility (Puts)	0.2628
Implied Volatility (Mean)	0.2564
Put-Call Implied Volatility Ratio	1.0507
Implied Volatility Skew	0.0640
Option Statistics
Put-Call Ratio (Volume)	0.1190
Put-Call Ratio (Open Interest)	0.3048
Forward Price	32.02
Call Breakeven Price	36.10
Put Breakeven Price	25.49
Option Breakeven Price	34.67