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.

First Industrial Realty Trust, Inc. (FR) had 30-Day Historical Volatility (Close-to-Close) of 0.2888 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2888
Historical Volatility (Parkinson)	0.2263
Implied Volatility (Calls)	0.5201
Implied Volatility (Puts)	0.2521
Implied Volatility (Mean)	0.3861
Put-Call Implied Volatility Ratio	0.4846
Implied Volatility Skew	0.0327
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	5.3115
Forward Price	47.80
Call Breakeven Price	51.58
Put Breakeven Price	45.43
Option Breakeven Price	47.37