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.

International Game Technology (IGT) had 30-Day Historical Volatility (Close-to-Close) of 0.2558 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2558
Historical Volatility (Parkinson)	0.2411
Implied Volatility (Calls)	0.4690
Implied Volatility (Puts)	0.5206
Implied Volatility (Mean)	0.4948
Put-Call Implied Volatility Ratio	1.1100
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3839
Put-Call Ratio (Open Interest)	0.5754
Forward Price	19.77
Call Breakeven Price	26.16
Put Breakeven Price	18.87
Option Breakeven Price	23.41