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.

Insteel Industries, Inc. (IIIN) had 30-Day Historical Volatility (Close-to-Close) of 0.3958 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3958
Historical Volatility (Parkinson)	0.3518
Implied Volatility (Calls)	0.6232
Implied Volatility (Puts)	0.5111
Implied Volatility (Mean)	0.5671
Put-Call Implied Volatility Ratio	0.8201
Implied Volatility Skew	0.1384
Option Statistics
Put-Call Ratio (Volume)	0.6667
Put-Call Ratio (Open Interest)	0.5278
Forward Price	32.22
Call Breakeven Price	35.93
Put Breakeven Price	29.48
Option Breakeven Price	33.94