Historical Volatility (Close-to-Close) (10-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.

VanEck Gold Miners ETF (GDX) had 10-Day Historical Volatility (Close-to-Close) of 0.3760 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)	0.3760
Historical Volatility (Parkinson)	0.2743
Implied Volatility (Calls)	0.3287
Implied Volatility (Puts)	0.3261
Implied Volatility (Mean)	0.3274
Put-Call Implied Volatility Ratio	0.9920
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3048
Put-Call Ratio (Open Interest)	1.4557
Forward Price	33.63
Call Breakeven Price	35.59
Put Breakeven Price	31.28
Option Breakeven Price	33.17