Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.5572 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5572
Historical Volatility (Parkinson)	0.4662
Implied Volatility (Calls)	0.5562
Implied Volatility (Puts)	0.8013
Implied Volatility (Mean)	0.6788
Put-Call Implied Volatility Ratio	1.4408
Implied Volatility Skew	0.1262
Option Statistics
Put-Call Ratio (Volume)	0.0938
Put-Call Ratio (Open Interest)	0.2839
Forward Price	4.26
Call Breakeven Price	4.56
Put Breakeven Price	2.47
Option Breakeven Price	4.10