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.

W.W. Grainger, Inc. (GWW) had 30-Day Historical Volatility (Close-to-Close) of 0.1465 for 2024-05-16.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1465
Historical Volatility (Parkinson)	0.1720
Implied Volatility (Calls)	0.1624
Implied Volatility (Puts)	0.1783
Implied Volatility (Mean)	0.1704
Put-Call Implied Volatility Ratio	1.0979
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1399
Put-Call Ratio (Open Interest)	0.3801
Forward Price	949.77
Call Breakeven Price	974.28
Put Breakeven Price	896.73
Option Breakeven Price	952.11