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.

Federal Signal Corporation (FSS) had 30-Day Historical Volatility (Close-to-Close) of 0.2558 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)	0.2558
Historical Volatility (Parkinson)	0.2570
Implied Volatility (Calls)	0.2335
Implied Volatility (Puts)	0.2096
Implied Volatility (Mean)	0.2216
Put-Call Implied Volatility Ratio	0.8975
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.5088
Forward Price	82.64
Call Breakeven Price	91.10
Put Breakeven Price	77.56
Option Breakeven Price	85.85