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.

Interactive Brokers Group, Inc. (IBKR) had 30-Day Historical Volatility (Close-to-Close) of 0.2410 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)	0.2410
Historical Volatility (Parkinson)	0.2397
Implied Volatility (Calls)	0.2300
Implied Volatility (Puts)	0.2392
Implied Volatility (Mean)	0.2346
Put-Call Implied Volatility Ratio	1.0398
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.8766
Put-Call Ratio (Open Interest)	1.4412
Forward Price	120.91
Call Breakeven Price	126.05
Put Breakeven Price	86.62
Option Breakeven Price	104.77