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.

Fortis (FTS) had 30-Day Historical Volatility (Close-to-Close) of 0.1854 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1854
Historical Volatility (Parkinson)	0.1438
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.4660
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2732
Forward Price	38.37
Call Breakeven Price	46.65
Put Breakeven Price	34.65
Option Breakeven Price	44.14