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.

Iamgold Corporation (IAG) had 30-Day Historical Volatility (Close-to-Close) of 0.5018 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5018
Historical Volatility (Parkinson)	0.4739
Implied Volatility (Calls)	0.6519
Implied Volatility (Puts)	0.6176
Implied Volatility (Mean)	0.6348
Put-Call Implied Volatility Ratio	0.9475
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0906
Put-Call Ratio (Open Interest)	0.8628
Forward Price	3.81
Call Breakeven Price	4.14
Put Breakeven Price	2.32
Option Breakeven Price	3.40